Change command name, use load_backtest_stats for strategy resolving

freqtrade/commands/analyze_commands.py

@@ -56,7 +56,6 @@ def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
 
     process_entry_exit_reasons(Path(config['user_data_dir'], 'backtest_results'),
                                config['exchange']['pair_whitelist'],
-                               config['strategy'],
                                config['analysis_groups'],
                                config['enter_reason_list'],
                                config['exit_reason_list'],

freqtrade/commands/arguments.py

@@ -101,8 +101,8 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
                       "disableparamexport", "backtest_breakdown"]
 
-ARGS_ANALYZE_ENTRIES_EXITS = ["analysis-groups", "enter-reason-list",
-                              "exit-reason-list", "indicator-list"]
+ARGS_ANALYZE_ENTRIES_EXITS = ["analysis_groups", "enter_reason_list",
+                              "exit_reason_list", "indicator_list"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
@@ -421,7 +421,8 @@ class Arguments:
         self._build_args(optionlist=ARGS_WEBSERVER, parser=webserver_cmd)
 
         # Add backtesting analysis subcommand
-        analysis_cmd = subparsers.add_parser('analysis', help='Backtest Analysis module.',
+        analysis_cmd = subparsers.add_parser('backtesting-analysis',
+                                             help='Backtest Analysis module.',
                                              parents=[_common_parser, _strategy_parser])
         analysis_cmd.set_defaults(func=start_analysis_entries_exits)
         self._build_args(optionlist=ARGS_ANALYZE_ENTRIES_EXITS, parser=analysis_cmd)

freqtrade/data/entryexitanalysis.py

@@ -15,14 +15,13 @@ logger = logging.getLogger(__name__)
 
 
 def _load_signal_candles(backtest_dir: Path):
-
     if backtest_dir.is_dir():
         scpf = Path(backtest_dir,
                     Path(get_latest_backtest_filename(backtest_dir)).stem + "_signals.pkl"
                     )
     else:
         scpf = Path(Path(get_latest_backtest_filename(backtest_dir)).stem + "_signals.pkl")
-    print(scpf)
+
     try:
         scp = open(scpf, "rb")
         signal_candles = joblib.load(scp)
@@ -154,7 +153,6 @@ def _do_group_table_output(bigdf, glist):
 def _print_results(analysed_trades, stratname, analysis_groups,
                    enter_reason_list, exit_reason_list,
                    indicator_list, columns=None):
-
     if columns is None:
         columns = ['pair', 'open_date', 'close_date', 'profit_abs', 'enter_reason', 'exit_reason']
 
@@ -209,26 +207,25 @@ def _print_table(df, sortcols=None, show_index=False):
 
 def process_entry_exit_reasons(backtest_dir: Path,
                                pairlist: List[str],
-                               strategy_name: str,
                                analysis_groups: Optional[str] = "0,1,2",
                                enter_reason_list: Optional[str] = "all",
                                exit_reason_list: Optional[str] = "all",
                                indicator_list: Optional[str] = None):
-
     try:
-        bt_stats = load_backtest_stats(backtest_dir)
-        logger.info(bt_stats)
-        # strategy_name = bt_stats['something']
-        trades = load_backtest_data(backtest_dir, strategy_name)
+        backtest_stats = load_backtest_stats(backtest_dir)
+        for strategy_name, results in backtest_stats['strategy'].items():
+            trades = load_backtest_data(backtest_dir, strategy_name)
+
+            if not trades.empty:
+                signal_candles = _load_signal_candles(backtest_dir)
+                analysed_trades_dict = _process_candles_and_indicators(pairlist, strategy_name,
+                                                                       trades, signal_candles)
+                _print_results(analysed_trades_dict,
+                               strategy_name,
+                               analysis_groups,
+                               enter_reason_list,
+                               exit_reason_list,
+                               indicator_list)
+
     except ValueError as e:
         raise OperationalException(e) from e
-    if not trades.empty:
-        signal_candles = _load_signal_candles(backtest_dir)
-        analysed_trades_dict = _process_candles_and_indicators(pairlist, strategy_name,
-                                                               trades, signal_candles)
-        _print_results(analysed_trades_dict,
-                       strategy_name,
-                       analysis_groups,
-                       enter_reason_list,
-                       exit_reason_list,
-                       indicator_list)

tests/data/test_entryexitanalysis.py

@@ -24,10 +24,6 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
         "exit_profit_only": False,
         "exit_profit_offset": 0.0,
         "ignore_roi_if_entry_signal": False,
-        'analysis-groups': "0",
-        'enter-reason-list': "all",
-        'exit-reason-list': "all",
-        'indicator-list': "rsi"
     })
     patch_exchange(mocker)
     result1 = pd.DataFrame({'pair': ['ETH/BTC', 'LTC/BTC'],
@@ -89,8 +85,15 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
     assert 'EXIT REASON STATS' in captured.out
     assert 'LEFT OPEN TRADES REPORT' in captured.out
 
+    default_conf.update({
+        'analysis_groups': "0",
+        'enter_reason_list': "all",
+        'exit_reason_list': "all",
+        'indicator_list': "rsi"
+    })
+
     args = [
-        'analysis',
+        'backtesting-analysis',
         '--config', 'config.json',
         '--datadir', str(testdatadir),
         '--user-data-dir', str(tmpdir),