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Move backtest-result visualization out of backtesting class

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This commit is contained in:
Matthias 2020-03-15 15:17:53 +01:00
parent 6106d59e1a
commit a13d581658
2 changed files with 47 additions and 45 deletions
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48
freqtrade/optimize/backtesting.py
View File

@ -18,10 +18,7 @@ from freqtrade.data.converter import trim_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import file_dump_json from freqtrade.optimize.optimize_reports import show_backtest_results
from freqtrade.optimize.optimize_reports import (
generate_text_table, generate_text_table_sell_reason,
generate_text_table_strategy)
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode from freqtrade.state import RunMode
@ -399,44 +396,5 @@ class Backtesting:
max_open_trades=max_open_trades, max_open_trades=max_open_trades,
position_stacking=position_stacking, position_stacking=position_stacking,
) )
# Show backtest results
for strategy, results in all_results.items(): show_backtest_results(self.config, data, all_results)
if self.config.get('export', False):
self._store_backtest_result(self.config['exportfilename'], results,
strategy if len(self.strategylist) > 1 else None)
print(f"Result for strategy {strategy}")
table = generate_text_table(data, stake_currency=self.config['stake_currency'],
max_open_trades=self.config['max_open_trades'],
results=results)
if isinstance(table, str):
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table_sell_reason(stake_currency=self.config['stake_currency'],
max_open_trades=self.config['max_open_trades'],
results=results)
if isinstance(table, str):
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table(data,
stake_currency=self.config['stake_currency'],
max_open_trades=self.config['max_open_trades'],
results=results.loc[results.open_at_end], skip_nan=True)
if isinstance(table, str):
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
if isinstance(table, str):
print('=' * len(table.splitlines()[0]))
print()
if len(all_results) > 1:
# Print Strategy summary table
table = generate_text_table_strategy(self.config['stake_currency'],
self.config['max_open_trades'],
all_results=all_results)
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table)
print('=' * len(table.splitlines()[0]))
print('\nFor more details, please look at the detail tables above')

44
freqtrade/optimize/optimize_reports.py
View File

@ -197,3 +197,47 @@ def generate_edge_table(results: dict) -> str:
# Ignore type as floatfmt does allow tuples but mypy does not know that # Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(tabular_data, headers=headers, return tabulate(tabular_data, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
all_results: Dict[str, DataFrame]):
for strategy, results in all_results.items():
if config.get('export', False):
store_backtest_result(config['exportfilename'], results,
strategy if len(all_results) > 1 else None)
print(f"Result for strategy {strategy}")
table = generate_text_table(btdata, stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results)
if isinstance(table, str):
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table_sell_reason(stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results)
if isinstance(table, str):
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table(btdata,
stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results.loc[results.open_at_end], skip_nan=True)
if isinstance(table, str):
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
if isinstance(table, str):
print('=' * len(table.splitlines()[0]))
print()
if len(all_results) > 1:
# Print Strategy summary table
table = generate_text_table_strategy(config['stake_currency'],
config['max_open_trades'],
all_results=all_results)
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table)
print('=' * len(table.splitlines()[0]))
print('\nFor more details, please look at the detail tables above')