Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary

Add days breakdown table to backtesting
This commit is contained in:
Matthias
2021-10-21 13:56:30 +02:00
committed by GitHub
10 changed files with 166 additions and 15 deletions

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@@ -23,7 +23,8 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
"enable_protections", "dry_run_wallet", "timeframe_detail",
"strategy_list", "export", "exportfilename"]
"strategy_list", "export", "exportfilename",
"backtest_breakdown"]
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
"position_stacking", "use_max_market_positions",
@@ -89,7 +90,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
"print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
"disableparamexport"]
"disableparamexport", "backtest_breakdown"]
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies", "list-data",

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@@ -193,6 +193,12 @@ AVAILABLE_CLI_OPTIONS = {
type=float,
metavar='FLOAT',
),
"backtest_breakdown": Arg(
'--breakdown',
help='Show backtesting breakdown per [day, week, month].',
nargs='+',
choices=constants.BACKTEST_BREAKDOWNS
),
# Edge
"stoploss_range": Arg(
'--stoplosses',

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@@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
if 'strategy_name' in metrics:
strategy_name = metrics['strategy_name']
show_backtest_result(strategy_name, metrics,
metrics['stake_currency'])
metrics['stake_currency'], config.get('backtest_breakdown', []))
HyperoptTools.try_export_params(config, strategy_name, val)