Extract generate_text_table_strategy to seperate module
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@@ -64,3 +64,32 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
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loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
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tabular_data.append([reason.value, count, profit, loss])
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return tabulate(tabular_data, headers=headers, tablefmt="pipe")
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def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
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all_results: Dict) -> str:
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"""
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Generate summary table per strategy
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"""
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floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
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tabular_data = []
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headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
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f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
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'profit', 'loss']
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for strategy, results in all_results.items():
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tabular_data.append([
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strategy,
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len(results.index),
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results.profit_percent.mean() * 100.0,
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results.profit_percent.sum() * 100.0,
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results.profit_abs.sum(),
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results.profit_percent.sum() * 100.0 / max_open_trades,
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str(timedelta(
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minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
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len(results[results.profit_abs > 0]),
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len(results[results.profit_abs < 0])
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])
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# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(tabular_data, headers=headers,
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floatfmt=floatfmt, tablefmt="pipe") # type: ignore
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@@ -10,7 +10,6 @@ from pathlib import Path
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from typing import Any, Dict, List, NamedTuple, Optional
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from pandas import DataFrame
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from tabulate import tabulate
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from freqtrade.configuration import (TimeRange, remove_credentials,
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validate_config_consistency)
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@@ -20,7 +19,8 @@ from freqtrade.exceptions import OperationalException
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
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from freqtrade.misc import file_dump_json
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from freqtrade.optimize.backtest_reports import (
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generate_text_table, generate_text_table_sell_reason)
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generate_text_table, generate_text_table_sell_reason,
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generate_text_table_strategy)
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from freqtrade.persistence import Trade
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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from freqtrade.state import RunMode
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@@ -131,37 +131,6 @@ class Backtesting:
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return data, timerange
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def _generate_text_table_strategy(self, all_results: dict) -> str:
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"""
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Generate summary table per strategy
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"""
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stake_currency = str(self.config.get('stake_currency'))
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max_open_trades = self.config.get('max_open_trades')
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floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
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tabular_data = []
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headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
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'tot profit ' + stake_currency, 'tot profit %', 'avg duration',
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'profit', 'loss']
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for strategy, results in all_results.items():
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tabular_data.append([
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strategy,
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len(results.index),
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results.profit_percent.mean() * 100.0,
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results.profit_percent.sum() * 100.0,
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results.profit_abs.sum(),
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results.profit_percent.sum() * 100.0 / max_open_trades,
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str(timedelta(
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minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
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len(results[results.profit_abs > 0]),
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len(results[results.profit_abs < 0])
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])
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# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(tabular_data, headers=headers,
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floatfmt=floatfmt, tablefmt="pipe") # type: ignore
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def _store_backtest_result(self, recordfilename: Path, results: DataFrame,
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strategyname: Optional[str] = None) -> None:
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@@ -469,5 +438,7 @@ class Backtesting:
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if len(all_results) > 1:
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# Print Strategy summary table
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print(' Strategy Summary '.center(133, '='))
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print(self._generate_text_table_strategy(all_results))
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print(generate_text_table_strategy(self.config['stake_currency'],
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self.config['max_open_trades'],
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all_results=all_results))
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print('\nFor more details, please look at the detail tables above')
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