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Rename open_time and close_time to *date

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This commit is contained in:
Matthias
2020-06-26 09:19:44 +02:00
parent 415853583b
commit b068e7c564
7 changed files with 38 additions and 37 deletions
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19
freqtrade/optimize/backtesting.py
View File

@@ -39,8 +39,8 @@ class BacktestResult(NamedTuple):
pair: str
profit_percent: float
profit_abs: float
open_time: datetime
close_time: datetime
open_date: datetime
close_date: datetime
open_index: int
close_index: int
trade_duration: float
@@ -248,8 +248,8 @@ class Backtesting:
return BacktestResult(pair=pair,
profit_percent=trade.calc_profit_ratio(rate=closerate),
profit_abs=trade.calc_profit(rate=closerate),
open_time=buy_row.date,
close_time=sell_row.date,
open_date=buy_row.date,
close_date=sell_row.date,
trade_duration=trade_dur,
open_index=buy_row.Index,
close_index=sell_row.Index,
@@ -264,8 +264,8 @@ class Backtesting:
bt_res = BacktestResult(pair=pair,
profit_percent=trade.calc_profit_ratio(rate=sell_row.open),
profit_abs=trade.calc_profit(rate=sell_row.open),
open_time=buy_row.date,
close_time=sell_row.date,
open_date=buy_row.date,
close_date=sell_row.date,
trade_duration=int((
sell_row.date - buy_row.date).total_seconds() // 60),
open_index=buy_row.Index,
@@ -358,8 +358,8 @@ class Backtesting:
if trade_entry:
logger.debug(f"{pair} - Locking pair till "
f"close_time={trade_entry.close_time}")
lock_pair_until[pair] = trade_entry.close_time
f"close_date={trade_entry.close_date}")
lock_pair_until[pair] = trade_entry.close_date
trades.append(trade_entry)
else:
# Set lock_pair_until to end of testing period if trade could not be closed
@@ -421,4 +421,5 @@ class Backtesting:
stats = generate_backtest_stats(self.config, data, all_results,
min_date=min_date, max_date=max_date)
show_backtest_results(self.config, stats)
store_backtest_stats(self.config['exportfilename'], stats)
if self.config.get('export', False):
store_backtest_stats(self.config['exportfilename'], stats)

2
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@@ -43,7 +43,7 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
normalize=True)
sum_daily = (
results.resample(resample_freq, on='close_time').agg(
results.resample(resample_freq, on='close_date').agg(
{"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0)
)

2
freqtrade/optimize/hyperopt_loss_sortino_daily.py
View File

@@ -45,7 +45,7 @@ class SortinoHyperOptLossDaily(IHyperOptLoss):
normalize=True)
sum_daily = (
results.resample(resample_freq, on='close_time').agg(
results.resample(resample_freq, on='close_date').agg(
{"profit_percent_after_slippage": sum}).reindex(t_index).fillna(0)
)

8
freqtrade/optimize/optimize_reports.py
View File

@@ -52,8 +52,8 @@ def backtest_result_to_list(results: DataFrame) -> List[List]:
:param results: Dataframe containing results for one strategy
:return: List of Lists containing the trades
"""
return [[t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
return [[t.pair, t.profit_percent, t.open_date.timestamp(),
t.open_date.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
for index, t in results.iterrows()]
@@ -350,10 +350,10 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
def text_table_add_metrics(strategy_results: Dict) -> str:
if len(strategy_results['trades']) > 0:
min_trade = min(strategy_results['trades'], key=lambda x: x['open_time'])
min_trade = min(strategy_results['trades'], key=lambda x: x['open_date'])
metrics = [
('Total trades', strategy_results['total_trades']),
('First trade', min_trade['open_time'].strftime(DATETIME_PRINT_FORMAT)),
('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)),
('First trade Pair', min_trade['pair']),
('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),