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Merge pull request #1001 from xmatthias/feat/backtest_cum_profit

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Add cumulative profit to backtest result table
This commit is contained in:
Janne Sinivirta
2018-07-11 07:21:28 +03:00
committed by GitHub
parent 8b72560eba efaa8f16e7
commit aa2366346a
2 changed files with 13 additions and 10 deletions
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14
freqtrade/optimize/backtesting.py
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@@ -88,9 +88,9 @@ class Backtesting(object):
"""
stake_currency = str(self.config.get('stake_currency'))
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.1f')
tabular_data = []
headers = ['pair', 'buy count', 'avg profit %',
headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
for pair in data:
result = results[results.pair == pair]
@@ -98,6 +98,7 @@ class Backtesting(object):
pair,
len(result.index),
result.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
result.profit_abs.sum(),
result.trade_duration.mean(),
len(result[result.profit_abs > 0]),
@@ -109,6 +110,7 @@ class Backtesting(object):
'TOTAL',
len(results.index),
results.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
results.trade_duration.mean(),
len(results[results.profit_abs > 0]),
@@ -312,9 +314,9 @@ class Backtesting(object):
self._store_backtest_result(self.config.get('exportfilename'), results)
logger.info(
'\n======================================== '
'\n================================================= '
'BACKTESTING REPORT'
' =========================================\n'
' ==================================================\n'
'%s',
self._generate_text_table(
data,
@@ -323,9 +325,9 @@ class Backtesting(object):
)
logger.info(
'\n====================================== '
'\n=============================================== '
'LEFT OPEN TRADES REPORT'
' ======================================\n'
' ===============================================\n'
'%s',
self._generate_text_table(
data,