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Extract backtesting report generation from show_backtest_Results

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Matthias
2020-06-01 09:23:24 +02:00
parent f202e09b10
commit ceaf32d304
1 changed files with 31 additions and 11 deletions
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40
freqtrade/optimize/optimize_reports.py
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@@ -255,12 +255,13 @@ def generate_edge_table(results: dict) -> str:
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame], def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
all_results: Dict[str, DataFrame]): all_results: Dict[str, DataFrame]):
stake_currency = config['stake_currency'] stake_currency = config['stake_currency']
max_open_trades = config['max_open_trades'] max_open_trades = config['max_open_trades']
result = {'strategy': {}}
for strategy, results in all_results.items(): for strategy, results in all_results.items():
pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency, pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
max_open_trades=max_open_trades, max_open_trades=max_open_trades,
results=results, skip_nan=False) results=results, skip_nan=False)
@@ -270,21 +271,43 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
max_open_trades=max_open_trades, max_open_trades=max_open_trades,
results=results.loc[results['open_at_end']], results=results.loc[results['open_at_end']],
skip_nan=True) skip_nan=True)
strat_stats = {
'trades': backtest_result_to_list(results),
'results_per_pair': pair_results,
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
}
result['strategy'][strategy] = strat_stats
strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
max_open_trades=max_open_trades,
all_results=all_results)
result['strategy_comparison'] = strategy_results
return result
def show_backtest_results(config: Dict, backtest_stats: Dict):
stake_currency = config['stake_currency']
for strategy, results in backtest_stats['strategy'].items():
# Print results # Print results
print(f"Result for strategy {strategy}") print(f"Result for strategy {strategy}")
table = generate_text_table(pair_results, stake_currency=stake_currency) table = generate_text_table(results['results_per_pair'], stake_currency=stake_currency)
if isinstance(table, str): if isinstance(table, str):
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '=')) print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats, table = generate_text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
stake_currency=stake_currency, stake_currency=stake_currency,
) )
if isinstance(table, str): if isinstance(table, str):
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
table = generate_text_table(left_open_results, stake_currency=stake_currency) table = generate_text_table(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str): if isinstance(table, str):
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '=')) print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
@@ -292,13 +315,10 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
print('=' * len(table.splitlines()[0])) print('=' * len(table.splitlines()[0]))
print() print()
if len(all_results) > 1: if len(backtest_stats['strategy']) > 1:
# Print Strategy summary table # Print Strategy summary table
strategy_results = generate_strategy_metrics(stake_currency=stake_currency,
max_open_trades=max_open_trades,
all_results=all_results)
table = generate_text_table_strategy(strategy_results, stake_currency) table = generate_text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
print('=' * len(table.splitlines()[0])) print('=' * len(table.splitlines()[0]))