Extract edge reporting to optimize_reports

freqtrade/optimize/backtesting.py

@@ -18,7 +18,7 @@ from freqtrade.data.dataprovider import DataProvider
 from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.misc import file_dump_json
-from freqtrade.optimize.backtest_reports import (
+from freqtrade.optimize.optimize_reports import (
     generate_text_table, generate_text_table_sell_reason,
     generate_text_table_strategy)
 from freqtrade.persistence import Trade

freqtrade/optimize/edge_cli.py

@@ -6,13 +6,12 @@ This module contains the edge backtesting interface
 import logging
 from typing import Any, Dict
 
-from tabulate import tabulate
-
 from freqtrade import constants
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
 from freqtrade.edge import Edge
-from freqtrade.resolvers import StrategyResolver, ExchangeResolver
+from freqtrade.optimize.optimize_reports import generate_edge_table
+from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 
 logger = logging.getLogger(__name__)
 
@@ -44,33 +43,8 @@ class EdgeCli:
         self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
             'timerange') is None else str(self.config.get('timerange')))
 
-    def _generate_edge_table(self, results: dict) -> str:
-
-        floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
-        tabular_data = []
-        headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
-                   'required risk reward', 'expectancy', 'total number of trades',
-                   'average duration (min)']
-
-        for result in results.items():
-            if result[1].nb_trades > 0:
-                tabular_data.append([
-                    result[0],
-                    result[1].stoploss,
-                    result[1].winrate,
-                    result[1].risk_reward_ratio,
-                    result[1].required_risk_reward,
-                    result[1].expectancy,
-                    result[1].nb_trades,
-                    round(result[1].avg_trade_duration)
-                ])
-
-        # Ignore type as floatfmt does allow tuples but mypy does not know that
-        return tabulate(tabular_data, headers=headers,
-                        floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
-
     def start(self) -> None:
         result = self.edge.calculate()
         if result:
             print('')  # blank line for readability
-            print(self._generate_edge_table(self.edge._cached_pairs))
+            print(generate_edge_table(self.edge._cached_pairs))

freqtrade/optimize/optimize_reports.py

@@ -107,3 +107,29 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
     # Ignore type as floatfmt does allow tuples but mypy does not know that
     return tabulate(tabular_data, headers=headers,
                     floatfmt=floatfmt, tablefmt="pipe")  # type: ignore
+
+
+def generate_edge_table(results: dict) -> str:
+
+    floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
+    tabular_data = []
+    headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
+                'required risk reward', 'expectancy', 'total number of trades',
+                'average duration (min)']
+
+    for result in results.items():
+        if result[1].nb_trades > 0:
+            tabular_data.append([
+                result[0],
+                result[1].stoploss,
+                result[1].winrate,
+                result[1].risk_reward_ratio,
+                result[1].required_risk_reward,
+                result[1].expectancy,
+                result[1].nb_trades,
+                round(result[1].avg_trade_duration)
+            ])
+
+    # Ignore type as floatfmt does allow tuples but mypy does not know that
+    return tabulate(tabular_data, headers=headers,
+                    floatfmt=floatfmt, tablefmt="pipe")  # type: ignore