Extract generate_text_table_strategy to seperate module

freqtrade/optimize/backtest_reports.py

@@ -64,3 +64,32 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
         loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
         tabular_data.append([reason.value, count, profit, loss])
     return tabulate(tabular_data, headers=headers, tablefmt="pipe")
+
+
+def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
+                                 all_results: Dict) -> str:
+    """
+    Generate summary table per strategy
+    """
+
+    floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
+    tabular_data = []
+    headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
+               f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
+               'profit', 'loss']
+    for strategy, results in all_results.items():
+        tabular_data.append([
+            strategy,
+            len(results.index),
+            results.profit_percent.mean() * 100.0,
+            results.profit_percent.sum() * 100.0,
+            results.profit_abs.sum(),
+            results.profit_percent.sum() * 100.0 / max_open_trades,
+            str(timedelta(
+                minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
+            len(results[results.profit_abs > 0]),
+            len(results[results.profit_abs < 0])
+        ])
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(tabular_data, headers=headers,
+                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore

freqtrade/optimize/backtesting.py

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

tests/optimize/test_backtesting.py

@@ -20,7 +20,8 @@ from freqtrade.data.history import get_timerange
 from freqtrade.exceptions import DependencyException, OperationalException
 from freqtrade.optimize import setup_configuration, start_backtesting
 from freqtrade.optimize.backtest_reports import (
-    generate_text_table, generate_text_table_sell_reason)
+    generate_text_table, generate_text_table_sell_reason,
+    generate_text_table_strategy)
 from freqtrade.optimize.backtesting import Backtesting
 from freqtrade.state import RunMode
 from freqtrade.strategy.default_strategy import DefaultStrategy
@@ -361,7 +362,6 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
 
 
 def test_generate_text_table(default_conf, mocker):
-    patch_exchange(mocker)
 
     results = pd.DataFrame(
         {
@@ -390,7 +390,6 @@ def test_generate_text_table(default_conf, mocker):
 
 
 def test_generate_text_table_sell_reason(default_conf, mocker):
-    patch_exchange(mocker)
 
     results = pd.DataFrame(
         {
@@ -414,13 +413,7 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
         data={'ETH/BTC': {}}, results=results) == result_str
 
 
-def test_generate_text_table_strategyn(default_conf, mocker):
+def test_generate_text_table_strategy(default_conf, mocker):
-    """
-    Test Backtesting.generate_text_table_sell_reason() method
-    """
-    patch_exchange(mocker)
-    default_conf['max_open_trades'] = 2
-    backtesting = Backtesting(default_conf)
     results = {}
     results['ETH/BTC'] = pd.DataFrame(
         {
@@ -455,7 +448,7 @@ def test_generate_text_table_strategyn(default_conf, mocker):
         '| LTC/BTC    |           3 |          30.00 |          90.00 '
         '|       1.30000000 |          45.00 | 0:20:00        |        3 |      0 |'
     )
-    assert backtesting._generate_text_table_strategy(all_results=results) == result_str
+    assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
 
 
 def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: