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implement fallback loading for load_backtest_data

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This commit is contained in:
Matthias 2020-06-27 07:15:33 +02:00
parent 1339479882
commit c13ec4a1d4
2 changed files with 26 additions and 21 deletions
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45
freqtrade/data/btanalysis.py
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@ -70,29 +70,34 @@ def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame:
Load backtest data file. Load backtest data file.
:param filename: pathlib.Path object, or string pointing to the file. :param filename: pathlib.Path object, or string pointing to the file.
:return: a dataframe with the analysis results :return: a dataframe with the analysis results
:raise: ValueError if loading goes wrong.
""" """
if isinstance(filename, str): data = load_backtest_stats(filename)
filename = Path(filename) if not isinstance(data, list):
# new format
if 'strategy' not in data:
raise ValueError("Unknown dataformat")
if len(data['strategy']) != 1:
raise ValueError("Detected new Format with more than one strategy")
strategy = list(data['strategy'].keys())[0]
data = data['strategy'][strategy]['trades']
df = pd.DataFrame(data)
if not filename.is_file(): else:
raise ValueError(f"File {filename} does not exist.") # old format - only with lists.
df = pd.DataFrame(data, columns=BT_DATA_COLUMNS)
with filename.open() as file: df['open_date'] = pd.to_datetime(df['open_date'],
data = json_load(file) unit='s',
utc=True,
df = pd.DataFrame(data, columns=BT_DATA_COLUMNS) infer_datetime_format=True
)
df['open_date'] = pd.to_datetime(df['open_date'], df['close_date'] = pd.to_datetime(df['close_date'],
unit='s', unit='s',
utc=True, utc=True,
infer_datetime_format=True infer_datetime_format=True
) )
df['close_date'] = pd.to_datetime(df['close_date'], df['profit_abs'] = df['close_rate'] - df['open_rate']
unit='s',
utc=True,
infer_datetime_format=True
)
df['profit'] = df['close_rate'] - df['open_rate']
df = df.sort_values("open_date").reset_index(drop=True) df = df.sort_values("open_date").reset_index(drop=True)
return df return df

2
freqtrade/optimize/optimize_reports.py
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@ -55,7 +55,7 @@ def backtest_result_to_list(results: DataFrame) -> List[List]:
# Return 0 as "index" for compatibility reasons (for now) # Return 0 as "index" for compatibility reasons (for now)
# TODO: Evaluate if we can remove this # TODO: Evaluate if we can remove this
return [[t.pair, t.profit_percent, t.open_date.timestamp(), return [[t.pair, t.profit_percent, t.open_date.timestamp(),
t.open_date.timestamp(), 0, t.trade_duration, t.close_date.timestamp(), 0, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value] t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
for index, t in results.iterrows()] for index, t in results.iterrows()]