Add test for each analysis group, remove default table output if not indicator-list

freqtrade/data/entryexitanalysis.py

@@ -173,7 +173,7 @@ def _print_results(analysed_trades, stratname, analysis_groups,
             exit_reason_list = exit_reason_list.split(",")
             bigdf = bigdf.loc[(bigdf['exit_reason'].isin(exit_reason_list))]
 
-        if indicator_list is not None:
+        if indicator_list is not None and indicator_list != "":
             if indicator_list == "all":
                 print(bigdf)
             else:
@@ -183,8 +183,6 @@ def _print_results(analysed_trades, stratname, analysis_groups,
                         available_inds.append(ind)
                 ilist = ["pair", "enter_reason", "exit_reason"] + available_inds
                 _print_table(bigdf[ilist], sortcols=['exit_reason'], show_index=False)
-        else:
-            _print_table(bigdf[columns], sortcols=['pair'], show_index=False)
     else:
         print("\\_ No trades to show")
 

tests/data/test_entryexitanalysis.py

@@ -1,3 +1,4 @@
+import logging
 from pathlib import Path
 from unittest.mock import MagicMock, PropertyMock
 
@@ -19,6 +20,8 @@ def entryexitanalysis_cleanup() -> None:
 
 
 def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmpdir, capsys):
+    caplog.set_level(logging.INFO)
+
     default_conf.update({
         "use_exit_signal": True,
         "exit_profit_only": False,
@@ -26,22 +29,32 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
         "ignore_roi_if_entry_signal": False,
     })
     patch_exchange(mocker)
-    result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC'],
+    result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC', 'ETH/BTC', 'LTC/BTC'],
-                            'profit_ratio': [0.0, 0.0],
+                            'profit_ratio': [0.025, 0.05, -0.1, -0.05],
-                            'profit_abs': [0.0, 0.0],
+                            'profit_abs': [0.5, 2.0, -4.0, -2.0],
                             'open_date': pd.to_datetime(['2018-01-29 18:40:00',
-                                                         '2018-01-30 03:30:00', ], utc=True
+                                                         '2018-01-30 03:30:00',
+                                                         '2018-01-30 08:10:00',
+                                                         '2018-01-31 13:30:00', ], utc=True
                                                         ),
                             'close_date': pd.to_datetime(['2018-01-29 20:45:00',
-                                                          '2018-01-30 05:35:00', ], utc=True),
+                                                          '2018-01-30 05:35:00',
-                            'trade_duration': [235, 40],
+                                                          '2018-01-30 09:10:00',
-                            'is_open': [False, False],
+                                                          '2018-01-31 15:00:00', ], utc=True),
-                            'stake_amount': [0.01, 0.01],
+                            'trade_duration': [235, 40, 60, 90],
-                            'open_rate': [0.104445, 0.10302485],
+                            'is_open': [False, False, False, False],
-                            'close_rate': [0.104969, 0.103541],
+                            'stake_amount': [0.01, 0.01, 0.01, 0.01],
-                            "is_short": [False, False],
+                            'open_rate': [0.104445, 0.10302485, 0.10302485, 0.10302485],
-                            'enter_tag': ["enter_tag_long", "enter_tag_long"],
+                            'close_rate': [0.104969, 0.103541, 0.102041, 0.102541],
-                            'exit_reason': [ExitType.ROI, ExitType.ROI]
+                            "is_short": [False, False, False, False],
+                            'enter_tag': ["enter_tag_long_a",
+                                          "enter_tag_long_b",
+                                          "enter_tag_long_a",
+                                          "enter_tag_long_b"],
+                            'exit_reason': [ExitType.ROI,
+                                            ExitType.EXIT_SIGNAL,
+                                            ExitType.STOP_LOSS,
+                                            ExitType.TRAILING_STOP_LOSS]
                             })
 
     backtestmock = MagicMock(side_effect=[
@@ -85,29 +98,103 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
     assert 'EXIT REASON STATS' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
 
-    default_conf.update({
+    base_args = [
-        'analysis_groups': "0",
-        'enter_reason_list': "all",
-        'exit_reason_list': "all",
-        'indicator_list': "rsi"
-    })
-
-    args = [
         'backtesting-analysis',
         '--config', 'config.json',
         '--datadir', str(testdatadir),
         '--user-data-dir', str(tmpdir),
-        '--analysis-groups', '0',
-        '--indicator-list', 'rsi',
-        '--strategy',
-        'StrategyTestV3Analysis',
     ]
-    args = get_args(args)
+    strat_args = ['--strategy', 'StrategyTestV3Analysis']
-    start_analysis_entries_exits(args)
 
+    # test group 0 and indicator list
+    args = get_args(base_args +
+                    ['--analysis-groups', '0',
+                     '--indicator-list', 'close,rsi,profit_abs'] +
+                    strat_args)
+    start_analysis_entries_exits(args)
     captured = capsys.readouterr()
-    assert 'enter_tag_long' in captured.out
-    assert 'ETH/BTC' in captured.out
-    assert '34.049' in captured.out
     assert 'LTC/BTC' in captured.out
-    assert '54.3204' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert '0.5' in captured.out
+    assert '-4' in captured.out
+    assert '-2' in captured.out
+    assert '-3.5' in captured.out
+    assert '50' in captured.out
+    assert '0' in captured.out
+    assert '0.01616' in captured.out
+    assert '34.049' in captured.out
+    assert '0.104104' in captured.out
+    assert '47.0996' in captured.out
+
+    # test group 1
+    args = get_args(base_args + ['--analysis-groups', '1'] +
+                    strat_args)
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-3.5' in captured.out
+    assert '-1.75' in captured.out
+    assert '-7.5' in captured.out
+    assert '-3.75' in captured.out
+    assert '0' in captured.out
+
+    # test group 2
+    args = get_args(base_args + ['--analysis-groups', '2'] +
+                    strat_args)
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-10' in captured.out
+    assert '-5' in captured.out
+    assert '2.5' in captured.out
+
+    # test group 3
+    args = get_args(base_args + ['--analysis-groups', '3'] +
+                    strat_args)
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-7.5' in captured.out
+    assert '-3.75' in captured.out
+    assert '-1.75' in captured.out
+    assert '0' in captured.out
+    assert '2' in captured.out
+
+    # test group 4
+    args = get_args(base_args + ['--analysis-groups', '4'] +
+                    strat_args)
+    start_analysis_entries_exits(args)
+    captured = capsys.readouterr()
+    assert 'LTC/BTC' in captured.out
+    assert 'ETH/BTC' in captured.out
+    assert 'enter_tag_long_a' in captured.out
+    assert 'enter_tag_long_b' in captured.out
+    assert 'exit_signal' in captured.out
+    assert 'roi' in captured.out
+    assert 'stop_loss' in captured.out
+    assert 'trailing_stop_loss' in captured.out
+    assert 'total_profit_pct' in captured.out
+    assert '-10' in captured.out
+    assert '-5' in captured.out
+    assert '-4' in captured.out
+    assert '0.5' in captured.out
+    assert '1' in captured.out
+    assert '2.5' in captured.out