add --export-filename for backtesting
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parent
bdb25bbcbc
commit
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@ -137,6 +137,16 @@ class Arguments(object):
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default=None,
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dest='export',
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)
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parser.add_argument(
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'--export-filename',
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help='Save backtest results to this filename \
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requires --export to be set as well\
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Example --export-filename=backtest_today.json\
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(default: %(default)s',
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type=str,
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default='backtest-result.json',
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dest='exportfilename',
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)
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@staticmethod
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def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:
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@ -157,6 +157,11 @@ class Configuration(object):
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config.update({'export': self.args.export})
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logger.info('Parameter --export detected: %s ...', self.args.export)
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# If --export-filename is used we add it to the configuration
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if 'export' in config and 'exportfilename' in self.args and self.args.exportfilename:
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config.update({'exportfilename': self.args.exportfilename})
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logger.info('Storing backtest results to %s ...', self.args.exportfilename)
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return config
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def _load_hyperopt_config(self, config: Dict[str, Any]) -> Dict[str, Any]:
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@ -154,6 +154,7 @@ class Backtesting(object):
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max_open_trades = args.get('max_open_trades', 0)
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realistic = args.get('realistic', False)
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record = args.get('record', None)
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recordfilename = args.get('recordfn', 'backtest-result.json')
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records = []
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trades = []
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trade_count_lock: Dict = {}
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@ -196,8 +197,8 @@ class Backtesting(object):
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# For now export inside backtest(), maybe change so that backtest()
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# returns a tuple like: (dataframe, records, logs, etc)
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if record and record.find('trades') >= 0:
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logger.info('Dumping backtest results')
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file_dump_json('backtest-result.json', records)
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logger.info('Dumping backtest results to %s', recordfilename)
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file_dump_json(recordfilename, records)
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labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
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return DataFrame.from_records(trades, columns=labels)
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@ -257,7 +258,8 @@ class Backtesting(object):
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'realistic': self.config.get('realistic_simulation', False),
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'sell_profit_only': sell_profit_only,
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'use_sell_signal': use_sell_signal,
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'record': self.config.get('export')
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'record': self.config.get('export'),
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'recordfn': self.config.get('exportfilename'),
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}
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)
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logger.info(
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@ -218,7 +218,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
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'--realistic-simulation',
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'--refresh-pairs-cached',
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'--timerange', ':100',
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'--export', '/bar/foo'
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'--export', '/bar/foo',
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'--export-filename', 'foo_bar.json'
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]
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config = setup_configuration(get_args(args))
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@ -259,6 +260,11 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
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'Parameter --export detected: {} ...'.format(config['export']),
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caplog.record_tuples
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)
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assert 'exportfilename' in config
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assert log_has(
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'Storing backtest results to {} ...'.format(config['exportfilename']),
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caplog.record_tuples
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)
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def test_start(mocker, fee, default_conf, caplog) -> None:
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