Reorder functions in optimize_report
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Matthias
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b291853ade
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a6f6724752
@ -113,25 +113,6 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, max_open_t
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return tabular_data
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def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
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"""
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Generates and returns a text table for the given backtest data and the results dataframe
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:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
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:param stake_currency: stake-currency - used to correctly name headers
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:return: pretty printed table with tabulate as string
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"""
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headers = _get_line_header('Pair', stake_currency)
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floatfmt = _get_line_floatfmt()
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output = [[
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t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
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t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
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] for t in pair_results]
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# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(output, headers=headers,
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floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
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def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
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"""
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Generate small table outlining Backtest results
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@ -166,33 +147,6 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
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return tabular_data
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def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
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stake_currency: str) -> str:
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"""
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Generate small table outlining Backtest results
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:param sell_reason_stats: Sell reason metrics
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:param stake_currency: Stakecurrency used
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:return: pretty printed table with tabulate as string
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"""
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headers = [
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'Sell Reason',
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'Sells',
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'Wins',
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'Draws',
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'Losses',
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'Avg Profit %',
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'Cum Profit %',
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f'Tot Profit {stake_currency}',
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'Tot Profit %',
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]
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output = [[
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t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
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t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
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] for t in sell_reason_stats]
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return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
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def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
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all_results: Dict) -> List[Dict]:
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"""
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@ -209,26 +163,6 @@ def generate_strategy_metrics(stake_currency: str, max_open_trades: int,
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return tabular_data
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def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
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"""
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Generate summary table per strategy
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:param stake_currency: stake-currency - used to correctly name headers
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:param max_open_trades: Maximum allowed open trades used for backtest
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:param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
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:return: pretty printed table with tabulate as string
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"""
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floatfmt = _get_line_floatfmt()
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headers = _get_line_header('Strategy', stake_currency)
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output = [[
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t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
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t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
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] for t in strategy_results]
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# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(output, headers=headers,
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floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
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def generate_edge_table(results: dict) -> str:
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floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', 'd', 'd')
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@ -288,6 +222,76 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
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return result
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###
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# Start output section
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###
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def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
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"""
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Generates and returns a text table for the given backtest data and the results dataframe
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:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
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:param stake_currency: stake-currency - used to correctly name headers
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:return: pretty printed table with tabulate as string
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"""
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headers = _get_line_header('Pair', stake_currency)
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floatfmt = _get_line_floatfmt()
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output = [[
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t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
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t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
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] for t in pair_results]
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# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(output, headers=headers,
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floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
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def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
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stake_currency: str) -> str:
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"""
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Generate small table outlining Backtest results
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:param sell_reason_stats: Sell reason metrics
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:param stake_currency: Stakecurrency used
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:return: pretty printed table with tabulate as string
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"""
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headers = [
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'Sell Reason',
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'Sells',
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'Wins',
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'Draws',
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'Losses',
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'Avg Profit %',
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'Cum Profit %',
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f'Tot Profit {stake_currency}',
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'Tot Profit %',
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]
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output = [[
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t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
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t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
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] for t in sell_reason_stats]
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return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
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def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
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"""
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Generate summary table per strategy
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:param stake_currency: stake-currency - used to correctly name headers
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:param max_open_trades: Maximum allowed open trades used for backtest
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:param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
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:return: pretty printed table with tabulate as string
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"""
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floatfmt = _get_line_floatfmt()
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headers = _get_line_header('Strategy', stake_currency)
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output = [[
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t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
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t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
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] for t in strategy_results]
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# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(output, headers=headers,
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floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
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def show_backtest_results(config: Dict, backtest_stats: Dict):
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stake_currency = config['stake_currency']
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