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Merge pull request #1227 from freqtrade/feat/reduce_backtestnoise

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don't print "NAN" lines in "left_open_trades"
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Matthias 2018-09-26 06:37:33 +02:00 committed by GitHub
commit e09674b77f
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1 changed files with 6 additions and 2 deletions
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8
freqtrade/optimize/backtesting.py
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@ -108,7 +108,8 @@ class Backtesting(object):
return min(timeframe, key=operator.itemgetter(0))[0], \
max(timeframe, key=operator.itemgetter(1))[1]
def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame,
skip_nan: bool = False) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:return: pretty printed table with tabulate as str
@ -121,6 +122,9 @@ class Backtesting(object):
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
for pair in data:
result = results[results.pair == pair]
if skip_nan and result.profit_abs.isnull().all():
continue
tabular_data.append([
pair,
len(result.index),
@ -404,7 +408,7 @@ class Backtesting(object):
print(self._generate_text_table_sell_reason(data, results))
print(' LEFT OPEN TRADES REPORT '.center(119, '='))
print(self._generate_text_table(data, results.loc[results.open_at_end]))
print(self._generate_text_table(data, results.loc[results.open_at_end], True))
print()
if len(all_results) > 1:
# Print Strategy summary table