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Merge pull request #5935 from freqtrade/short_buy_tag_compat

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Short buy tag compat
This commit is contained in:
Matthias
2021-11-26 06:29:56 +01:00
committed by GitHub
parent 047707f840 c26c0b6822
commit cc9ea1d466
22 changed files with 153 additions and 105 deletions
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2
freqtrade/optimize/backtesting.py
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@@ -494,7 +494,7 @@ class Backtesting:
fee_open=self.fee,
fee_close=self.fee,
is_open=True,
buy_tag=row[ENTER_TAG_IDX] if has_enter_tag else None,
enter_tag=row[ENTER_TAG_IDX] if has_enter_tag else None,
exchange=self._exchange_name,
is_short=(direction == 'short'),
leverage=leverage,

16
freqtrade/optimize/optimize_reports.py
View File

@@ -422,8 +422,8 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
starting_balance=start_balance,
results=results, skip_nan=False)
buy_tag_results = generate_tag_metrics("buy_tag", starting_balance=start_balance,
results=results, skip_nan=False)
enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance,
results=results, skip_nan=False)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
results=results)
@@ -448,7 +448,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'best_pair': best_pair,
'worst_pair': worst_pair,
'results_per_pair': pair_results,
'results_per_buy_tag': buy_tag_results,
'results_per_enter_tag': enter_tag_results,
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
# 'days_breakdown_stats': days_breakdown_stats,
@@ -634,7 +634,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
if(tag_type == "buy_tag"):
if(tag_type == "enter_tag"):
headers = _get_line_header("TAG", stake_currency)
else:
headers = _get_line_header_sell("TAG", stake_currency)
@@ -818,10 +818,12 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
if results.get('results_per_buy_tag') is not None:
if (results.get('results_per_enter_tag') is not None
or results.get('results_per_buy_tag') is not None):
# results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
table = text_table_tags(
"buy_tag",
results['results_per_buy_tag'],
"enter_tag",
results.get('results_per_enter_tag', results.get('results_per_buy_tag')),
stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0: