From d7017ce1e4d792a6bfa53c66dacf7eefe83003e9 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 7 Mar 2019 21:11:14 +0100 Subject: [PATCH 1/6] Document backtest-result loading --- docs/backtesting.md | 20 ++++++++++++++++++++ 1 file changed, 20 insertions(+) diff --git a/docs/backtesting.md b/docs/backtesting.md index f6c9dd4d1..e155dce88 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -245,6 +245,26 @@ On the other hand, if you set a too high `minimal_roi` like `"0": 0.55` profit. Hence, keep in mind that your performance is a mix of your strategies, your configuration, and the crypto-currency you have set up. +### Further backtest-result analysis + +To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file). +You can then load the trades to perform further analysis. + +A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data. + +Freqtrade provides an easy to load the backtest results, which is `load_backtest_data` - and takes a path to the backtest-results file. + +``` python +from freqtrade.data.btanalysis import load_backtest_data +df = load_backtest_data("user_data/backtest-result.json") + +# Show value-counts per pair +df.groupby("pair")["sell_reason"].value_counts() + +``` + +This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable. + ## Backtesting multiple strategies To backtest multiple strategies, a list of Strategies can be provided. From e1f48c2b463322dc261b023a6721a7d6909e8f0d Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 7 Mar 2019 21:20:32 +0100 Subject: [PATCH 2/6] Add btanalysis file --- freqtrade/data/btanalysis.py | 67 ++++++++++++++++++++++++++++++++++++ 1 file changed, 67 insertions(+) create mode 100644 freqtrade/data/btanalysis.py diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py new file mode 100644 index 000000000..17e3c8c09 --- /dev/null +++ b/freqtrade/data/btanalysis.py @@ -0,0 +1,67 @@ +""" +Helpers when analyzing backtest data +""" +from pathlib import Path + +import numpy as np +import pandas as pd + +from freqtrade.misc import json_load + + +def load_backtest_data(filename) -> pd.DataFrame: + """ + Load backtest data file. + :param filename: pathlib.Path object, or string pointing to the file. + :return a dataframe with the analysis results + """ + if isinstance(filename, str): + filename = Path(filename) + + if not filename.is_file(): + raise ValueError("File {filename} does not exist.") + + with filename.open() as file: + data = json_load(file) + + # must align with columns in backtest.py + columns = ["pair", "profitperc", "open_time", "close_time", "index", "duration", + "open_rate", "close_rate", "open_at_end", "sell_reason"] + + df = pd.DataFrame(data, columns=columns) + + df['open_time'] = pd.to_datetime(df['open_time'], + unit='s', + utc=True, + infer_datetime_format=True + ) + df['close_time'] = pd.to_datetime(df['close_time'], + unit='s', + utc=True, + infer_datetime_format=True + ) + df['profitabs'] = df['close_rate'] - df['open_rate'] + df = df.sort_values("open_time").reset_index(drop=True) + return df + + +def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int) -> pd.DataFrame: + """ + Find overlapping trades by expanding each trade once per period it was open + and then counting overlaps + :param results: Results Dataframe - can be loaded + :param freq: Frequency used for the backtest + :param max_open_trades: parameter max_open_trades used during backtest run + :return: dataframe with open-counts per time-period in freq + """ + dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=freq)) + for row in results[['open_time', 'close_time']].iterrows()] + deltas = [len(x) for x in dates] + dates = pd.Series(pd.concat(dates).values, name='date') + df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns) + + df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"}) + df2 = pd.concat([dates, df2], axis=1) + df2 = df2.set_index('date') + df_final = df2.resample(freq)[['pair']].count() + return df_final[df_final['pair'] > max_open_trades] From 9f7f089d8ae8f6ef6a96f92aba33f8e229252f80 Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 7 Mar 2019 21:23:53 +0100 Subject: [PATCH 3/6] adjust plot_dataframe to use btanalysis --- freqtrade/data/btanalysis.py | 10 ++++----- scripts/plot_dataframe.py | 40 ++++++++++-------------------------- 2 files changed, 16 insertions(+), 34 deletions(-) diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 17e3c8c09..6fce4361b 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -8,6 +8,10 @@ import pandas as pd from freqtrade.misc import json_load +# must align with columns in backtest.py +BT_DATA_COLUMNS = ["pair", "profitperc", "open_time", "close_time", "index", "duration", + "open_rate", "close_rate", "open_at_end", "sell_reason"] + def load_backtest_data(filename) -> pd.DataFrame: """ @@ -24,11 +28,7 @@ def load_backtest_data(filename) -> pd.DataFrame: with filename.open() as file: data = json_load(file) - # must align with columns in backtest.py - columns = ["pair", "profitperc", "open_time", "close_time", "index", "duration", - "open_rate", "close_rate", "open_at_end", "sell_reason"] - - df = pd.DataFrame(data, columns=columns) + df = pd.DataFrame(data, columns=BT_DATA_COLUMNS) df['open_time'] = pd.to_datetime(df['open_time'], unit='s', diff --git a/scripts/plot_dataframe.py b/scripts/plot_dataframe.py index 6b954ac4c..581518b12 100755 --- a/scripts/plot_dataframe.py +++ b/scripts/plot_dataframe.py @@ -41,6 +41,7 @@ from plotly.offline import plot from freqtrade import persistence from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history +from freqtrade.data.btanalysis import load_backtest_data, BT_DATA_COLUMNS from freqtrade.exchange import Exchange from freqtrade.optimize.backtesting import setup_configuration from freqtrade.persistence import Trade @@ -56,7 +57,8 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram trades: pd.DataFrame = pd.DataFrame() if args.db_url: persistence.init(_CONF) - columns = ["pair", "profit", "opents", "closets", "open_rate", "close_rate", "duration"] + columns = ["pair", "profit", "open_time", "close_time", + "open_rate", "close_rate", "duration"] for x in Trade.query.all(): print("date: {}".format(x.open_date)) @@ -71,33 +73,13 @@ def load_trades(args: Namespace, pair: str, timerange: TimeRange) -> pd.DataFram columns=columns) elif args.exportfilename: - file = Path(args.exportfilename) - # must align with columns in backtest.py - columns = ["pair", "profit", "opents", "closets", "index", "duration", - "open_rate", "close_rate", "open_at_end", "sell_reason"] - if file.exists(): - with file.open() as f: - data = json.load(f) - trades = pd.DataFrame(data, columns=columns) - trades = trades.loc[trades["pair"] == pair] - if timerange: - if timerange.starttype == 'date': - trades = trades.loc[trades["opents"] >= timerange.startts] - if timerange.stoptype == 'date': - trades = trades.loc[trades["opents"] <= timerange.stopts] - trades['opents'] = pd.to_datetime( - trades['opents'], - unit='s', - utc=True, - infer_datetime_format=True) - trades['closets'] = pd.to_datetime( - trades['closets'], - unit='s', - utc=True, - infer_datetime_format=True) + file = Path(args.exportfilename) + if file.exists(): + load_backtest_data(file) + else: - trades = pd.DataFrame([], columns=columns) + trades = pd.DataFrame([], columns=BT_DATA_COLUMNS) return trades @@ -206,7 +188,7 @@ def extract_trades_of_period(dataframe, trades) -> pd.DataFrame: Compare trades and backtested pair DataFrames to get trades performed on backtested period :return: the DataFrame of a trades of period """ - trades = trades.loc[trades['opents'] >= dataframe.iloc[0]['date']] + trades = trades.loc[trades['open_time'] >= dataframe.iloc[0]['date']] return trades @@ -279,7 +261,7 @@ def generate_graph( ) trade_buys = go.Scattergl( - x=trades["opents"], + x=trades["open_time"], y=trades["open_rate"], mode='markers', name='trade_buy', @@ -291,7 +273,7 @@ def generate_graph( ) ) trade_sells = go.Scattergl( - x=trades["closets"], + x=trades["close_time"], y=trades["close_rate"], mode='markers', name='trade_sell', From ddb9933c91d80beb62b2fb97a32bdad53e7cd12f Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 7 Mar 2019 21:24:26 +0100 Subject: [PATCH 4/6] Remove duplicate-check from test - it's in btanalysis --- freqtrade/tests/optimize/test_backtesting.py | 16 +--------------- 1 file changed, 1 insertion(+), 15 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 1d5fb1384..ea3aa95b3 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -15,6 +15,7 @@ from freqtrade import DependencyException, constants from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history from freqtrade.data.converter import parse_ticker_dataframe +from freqtrade.data.btanalysis import evaluate_result_multi from freqtrade.optimize import get_timeframe from freqtrade.optimize.backtesting import (Backtesting, setup_configuration, start) @@ -684,21 +685,6 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker): def test_backtest_multi_pair(default_conf, fee, mocker): - def evaluate_result_multi(results, freq, max_open_trades): - # Find overlapping trades by expanding each trade once per period - # and then counting overlaps - dates = [pd.Series(pd.date_range(row[1].open_time, row[1].close_time, freq=freq)) - for row in results[['open_time', 'close_time']].iterrows()] - deltas = [len(x) for x in dates] - dates = pd.Series(pd.concat(dates).values, name='date') - df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns) - - df2 = df2.astype(dtype={"open_time": "datetime64", "close_time": "datetime64"}) - df2 = pd.concat([dates, df2], axis=1) - df2 = df2.set_index('date') - df_final = df2.resample(freq)[['pair']].count() - return df_final[df_final['pair'] > max_open_trades] - def _trend_alternate_hold(dataframe=None, metadata=None): """ Buy every 8th candle - sell every other 8th -2 (hold on to pairs a bit) From a123246ac93a59a1c880b29bb3f26d904934a8d2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 16 Mar 2019 17:50:57 +0100 Subject: [PATCH 5/6] Add test for load_backtest_data --- freqtrade/tests/data/test_btanalysis.py | 21 ++++++++++++++++++++ freqtrade/tests/optimize/test_backtesting.py | 2 +- 2 files changed, 22 insertions(+), 1 deletion(-) create mode 100644 freqtrade/tests/data/test_btanalysis.py diff --git a/freqtrade/tests/data/test_btanalysis.py b/freqtrade/tests/data/test_btanalysis.py new file mode 100644 index 000000000..dd7cbe0d9 --- /dev/null +++ b/freqtrade/tests/data/test_btanalysis.py @@ -0,0 +1,21 @@ +import pytest +from pandas import DataFrame + +from freqtrade.data.btanalysis import BT_DATA_COLUMNS, load_backtest_data +from freqtrade.data.history import make_testdata_path + + +def test_load_backtest_data(): + + filename = make_testdata_path(None) / "backtest-result_test.json" + bt_data = load_backtest_data(filename) + assert isinstance(bt_data, DataFrame) + assert list(bt_data.columns) == BT_DATA_COLUMNS + ["profitabs"] + assert len(bt_data) == 179 + + # Test loading from string (must yield same result) + bt_data2 = load_backtest_data(str(filename)) + assert bt_data.equals(bt_data2) + + with pytest.raises(ValueError, match=r"File .* does not exist\."): + load_backtest_data(str("filename") + "nofile") diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index ea3aa95b3..40754cfbc 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -14,8 +14,8 @@ from arrow import Arrow from freqtrade import DependencyException, constants from freqtrade.arguments import Arguments, TimeRange from freqtrade.data import history -from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.data.btanalysis import evaluate_result_multi +from freqtrade.data.converter import parse_ticker_dataframe from freqtrade.optimize import get_timeframe from freqtrade.optimize.backtesting import (Backtesting, setup_configuration, start) From e7f6df46e8b415d112bf4e5ce89cfa22a1ab8690 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 16 Mar 2019 19:15:20 +0100 Subject: [PATCH 6/6] Add missing bt file --- freqtrade/tests/testdata/backtest-result_test.json | 1 + 1 file changed, 1 insertion(+) create mode 100644 freqtrade/tests/testdata/backtest-result_test.json diff --git a/freqtrade/tests/testdata/backtest-result_test.json b/freqtrade/tests/testdata/backtest-result_test.json new file mode 100644 index 000000000..8701451dc --- /dev/null +++ b/freqtrade/tests/testdata/backtest-result_test.json @@ -0,0 +1 @@ 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\ No newline at end of file