adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update notebook with new statistics example

Browse Source
This commit is contained in:
Matthias
2020-07-03 07:20:43 +02:00
parent 619eb183fe
commit d56f9655e2
4 changed files with 85 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
docs/plotting.md
View File

@@ -285,7 +285,7 @@ Examples:
Use custom backtest-export file
``` bash
freqtrade plot-profit -p LTC/BTC --export-filename user_data/backtest_results/backtest-result-Strategy005.json
freqtrade plot-profit -p LTC/BTC --export-filename user_data/backtest_results/backtest-result.json
```
Use custom database

44
docs/strategy_analysis_example.md
View File

@@ -18,7 +18,7 @@ config = Configuration.from_files([])
# config = Configuration.from_files(["config.json"])
# Define some constants
config["timeframe"] = "5m"
config["ticker_interval"] = "5m"
# Name of the strategy class
config["strategy"] = "SampleStrategy"
# Location of the data
@@ -33,7 +33,7 @@ pair = "BTC_USDT"
from freqtrade.data.history import load_pair_history
candles = load_pair_history(datadir=data_location,
timeframe=config["timeframe"],
timeframe=config["ticker_interval"],
pair=pair)
# Confirm success
@@ -85,10 +85,44 @@ Analyze a trades dataframe (also used below for plotting)
```python
from freqtrade.data.btanalysis import load_backtest_data
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
# Load backtest results
trades = load_backtest_data(config["user_data_dir"] / "backtest_results/backtest-result.json")
# if backtest_dir points to a directory, it'll automatically load the last backtest file.
backtest_dir = config["user_data_dir"] / "backtest_results"
# backtest_dir can also point to a specific file
# backtest_dir = config["user_data_dir"] / "backtest_results/backtest-result-2020-07-01_20-04-22.json"
```
```python
# You can get the full backtest statistics by using the following command.
# This contains all information used to generate the backtest result.
stats = load_backtest_stats(backtest_dir)
strategy = 'SampleStrategy'
# All statistics are available per strategy, so if `--strategy-list` was used during backtest, this will be reflected here as well.
# Example usages:
print(stats['strategy'][strategy]['results_per_pair'])
# Get pairlist used for this backtest
print(stats['strategy'][strategy]['pairlist'])
# Get market change (average change of all pairs from start to end of the backtest period)
print(stats['strategy'][strategy]['market_change'])
# Maximum drawdown ()
print(stats['strategy'][strategy]['max_drawdown'])
# Maximum drawdown start and end
print(stats['strategy'][strategy]['drawdown_start'])
print(stats['strategy'][strategy]['drawdown_end'])
# Get strategy comparison (only relevant if multiple strategies were compared)
print(stats['strategy_comparison'])
```
```python
# Load backtested trades as dataframe
trades = load_backtest_data(backtest_dir)
# Show value-counts per pair
trades.groupby("pair")["sell_reason"].value_counts()