adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Store backtest-result in different vars

Browse Source
This commit is contained in:
Matthias 2018-07-28 21:55:47 +02:00
parent bd3563df67
commit a57a2f4a75
2 changed files with 13 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/arguments.py
View File

@ -146,7 +146,9 @@ class Arguments(object):
'--strategy-list',
help='Provide a commaseparated list of strategies to backtest '
'Please note that ticker-interval needs to be set either in config '
'or via command line',
'or via command line. When using this together with --export trades, '
'the strategy-name is injected into the filename '
'(so backtest-data.json becomes backtest-data-DefaultStrategy.json',
nargs='+',
dest='strategy_list',
)

12
freqtrade/optimize/backtesting.py
View File

@ -8,6 +8,7 @@ import operator
from argparse import Namespace
from copy import deepcopy
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any, Dict, List, NamedTuple, Optional, Tuple
import arrow
@ -156,7 +157,8 @@ class Backtesting(object):
tabular_data.append([reason.value, count])
return tabulate(tabular_data, headers=headers, tablefmt="pipe")
def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
def _store_backtest_result(self, recordfilename: str, results: DataFrame,
strategyname: Optional[str] = None) -> None:
records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
@ -164,6 +166,11 @@ class Backtesting(object):
for index, t in results.iterrows()]
if records:
if strategyname:
# Inject strategyname to filename
recname = Path(recordfilename)
recordfilename = str(Path.joinpath(
recname.parent, f'{recname.stem}-{strategyname}').with_suffix(recname.suffix))
logger.info('Dumping backtest results to %s', recordfilename)
file_dump_json(recordfilename, records)
@ -362,7 +369,8 @@ class Backtesting(object):
for strategy, results in all_results.items():
if self.config.get('export', False):
self._store_backtest_result(self.config.get('exportfilename'), results)
self._store_backtest_result(self.config['exportfilename'], results,
strategy if len(self.strategylist) > 1 else None)
logger.info("\nResult for strategy %s", strategy)
logger.info(