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Add profit % to sell_reason table

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This commit is contained in:
Matthias 2020-01-09 06:46:39 +01:00
parent b25f28d1ad
commit 989ab646a9
2 changed files with 12 additions and 10 deletions
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10
freqtrade/optimize/backtest_reports.py
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@ -66,11 +66,13 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
:return: pretty printed table with tabulate as string :return: pretty printed table with tabulate as string
""" """
tabular_data = [] tabular_data = []
headers = ['Sell Reason', 'Count', 'Profit', 'Loss'] headers = ['Sell Reason', 'Count', 'Profit', 'Loss', 'Profit %']
for reason, count in results['sell_reason'].value_counts().iteritems(): for reason, count in results['sell_reason'].value_counts().iteritems():
profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)]) result = results.loc[results['sell_reason'] == reason]
loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)]) profit = len(result[result['profit_abs'] >= 0])
tabular_data.append([reason.value, count, profit, loss]) loss = len(result[results['profit_abs'] < 0])
profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
tabular_data.append([reason.value, count, profit, loss, profit_mean])
return tabulate(tabular_data, headers=headers, tablefmt="pipe") return tabulate(tabular_data, headers=headers, tablefmt="pipe")

12
tests/optimize/test_backtest_reports.py
View File

@ -39,8 +39,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
results = pd.DataFrame( results = pd.DataFrame(
{ {
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2, -0.3], 'profit_percent': [0.1, 0.2, -0.1],
'profit_abs': [0.2, 0.4, -0.5], 'profit_abs': [0.2, 0.4, -0.2],
'trade_duration': [10, 30, 10], 'trade_duration': [10, 30, 10],
'profit': [2, 0, 0], 'profit': [2, 0, 0],
'loss': [0, 0, 1], 'loss': [0, 0, 1],
@ -49,10 +49,10 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
) )
result_str = ( result_str = (
'| Sell Reason | Count | Profit | Loss |\n' '| Sell Reason | Count | Profit | Loss | Profit % |\n'
'|:--------------|--------:|---------:|-------:|\n' '|:--------------|--------:|---------:|-------:|-----------:|\n'
'| roi | 2 | 2 | 0 |\n' '| roi | 2 | 2 | 0 | 15 |\n'
'| stop_loss | 1 | 0 | 1 |' '| stop_loss | 1 | 0 | 1 | -10 |'
) )
assert generate_text_table_sell_reason( assert generate_text_table_sell_reason(
data={'ETH/BTC': {}}, results=results) == result_str data={'ETH/BTC': {}}, results=results) == result_str