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

Add drawdown column to strategy summary table.

Browse Source
This commit is contained in:
Rokas Kupstys
2021-05-15 12:00:01 +03:00
parent edcfa94093
commit e1dc1357ce
3 changed files with 39 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files

26
tests/optimize/test_optimize_reports.py
View File

@@ -1,3 +1,4 @@
import datetime
import re
from datetime import timedelta
from pathlib import Path
@@ -325,9 +326,12 @@ def test_text_table_strategy(default_conf):
default_conf['max_open_trades'] = 2
default_conf['dry_run_wallet'] = 3
results = {}
date = datetime.datetime(year=2020, month=1, day=1, hour=12, minute=30)
delta = datetime.timedelta(days=1)
results['TestStrategy1'] = {'results': pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'close_date': [date, date + delta, date + delta * 2],
'profit_ratio': [0.1, 0.2, 0.3],
'profit_abs': [0.2, 0.4, 0.5],
'trade_duration': [10, 30, 10],
@@ -340,6 +344,7 @@ def test_text_table_strategy(default_conf):
results['TestStrategy2'] = {'results': pd.DataFrame(
{
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
'close_date': [date, date + delta, date + delta * 2],
'profit_ratio': [0.4, 0.2, 0.3],
'profit_abs': [0.4, 0.4, 0.5],
'trade_duration': [15, 30, 15],
@@ -351,18 +356,21 @@ def test_text_table_strategy(default_conf):
), 'config': default_conf}
result_str = (
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot'
' Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|---------------+--------+----------------+----------------+------------------+'
'----------------+----------------+--------+---------+----------|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |'
' 36.67 | 0:17:00 | 3 | 0 | 0 |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
' 43.33 | 0:20:00 | 3 | 0 | 0 |'
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC '
'| Tot Profit % | Avg Duration | Wins | Draws | Losses | Drawdown BTC '
'| Drawdown % |\n'
'|---------------+--------+----------------+----------------+------------------'
'+----------------+----------------+--------+---------+----------+----------------'
'+--------------|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 '
'| 36.67 | 0:17:00 | 3 | 0 | 0 | 0 '
'| 0 |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 '
'| 43.33 | 0:20:00 | 3 | 0 | 0 | 0 '
'| 0 |'
)
strategy_results = generate_strategy_comparison(all_results=results)
assert text_table_strategy(strategy_results, 'BTC') == result_str