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Switched close_reason back to sell_reason

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This commit is contained in:
Sam Germain
2021-06-20 02:53:59 -06:00
parent 73dbc7a2f4
commit e198d7f3d2
17 changed files with 79 additions and 79 deletions
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6
freqtrade/optimize/backtesting.py
View File

@@ -283,7 +283,7 @@ class Backtesting:
if sell.sell_flag:
trade.close_date = sell_row[DATE_IDX].to_pydatetime()
trade.close_reason = sell.close_reason
trade.sell_reason = sell.sell_reason
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@@ -293,7 +293,7 @@ class Backtesting:
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate,
time_in_force=time_in_force,
close_reason=sell.close_reason,
sell_reason=sell.sell_reason,
current_time=sell_row[DATE_IDX].to_pydatetime()):
return None
@@ -345,7 +345,7 @@ class Backtesting:
sell_row = data[pair][-1]
trade.close_date = sell_row[DATE_IDX].to_pydatetime()
trade.close_reason = SellType.FORCE_SELL.value
trade.sell_reason = SellType.FORCE_SELL.value
trade.close(sell_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade)
# Deepcopy object to have wallets update correctly

24
freqtrade/optimize/optimize_reports.py
View File

@@ -127,7 +127,7 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, starting_b
return tabular_data
def generate_close_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
"""
Generate small table outlining Backtest results
:param max_open_trades: Max_open_trades parameter
@@ -136,8 +136,8 @@ def generate_close_reason_stats(max_open_trades: int, results: DataFrame) -> Lis
"""
tabular_data = []
for reason, count in results['close_reason'].value_counts().iteritems():
result = results.loc[results['close_reason'] == reason]
for reason, count in results['sell_reason'].value_counts().iteritems():
result = results.loc[results['sell_reason'] == reason]
profit_mean = result['profit_ratio'].mean()
profit_sum = result['profit_ratio'].sum()
@@ -145,7 +145,7 @@ def generate_close_reason_stats(max_open_trades: int, results: DataFrame) -> Lis
tabular_data.append(
{
'close_reason': reason,
'sell_reason': reason,
'trades': count,
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),
@@ -230,7 +230,7 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
draw_trades = results.loc[results['profit_ratio'] == 0]
losing_trades = results.loc[results['profit_ratio'] < 0]
zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
(results['close_reason'] == 'trailing_stop_loss')])
(results['sell_reason'] == 'trailing_stop_loss')])
holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
if not results.empty else timedelta())
@@ -313,7 +313,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
starting_balance=starting_balance,
results=results, skip_nan=False)
close_reason_stats = generate_close_reason_stats(max_open_trades=max_open_trades,
sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
results=results)
left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
starting_balance=starting_balance,
@@ -335,7 +335,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'best_pair': best_pair,
'worst_pair': worst_pair,
'results_per_pair': pair_results,
'close_reason_summary': close_reason_stats,
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
'total_trades': len(results),
'total_volume': float(results['stake_amount'].sum()),
@@ -477,10 +477,10 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def text_table_close_reason(close_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param close_reason_stats: Sell reason metrics
:param sell_reason_stats: Sell reason metrics
:param stake_currency: Stakecurrency used
:return: pretty printed table with tabulate as string
"""
@@ -495,12 +495,12 @@ def text_table_close_reason(close_reason_stats: List[Dict[str, Any]], stake_curr
]
output = [[
t['close_reason'], t['trades'],
t['sell_reason'], t['trades'],
_generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
t['profit_mean_pct'], t['profit_sum_pct'],
round_coin_value(t['profit_total_abs'], stake_currency, False),
t['profit_total_pct'],
] for t in close_reason_stats]
] for t in sell_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
@@ -633,7 +633,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_close_reason(close_reason_stats=results['close_reason_summary'],
table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'],
stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))