document what to do with exported backtest results

This commit is contained in:
xmatthias 2018-06-24 17:00:00 +02:00
parent 660ec6f443
commit e70cb963f7
2 changed files with 28 additions and 3 deletions

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@ -70,6 +70,34 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
python3 ./freqtrade/main.py backtesting --export trades python3 ./freqtrade/main.py backtesting --export trades
``` ```
The exported trades can be read using the following code for manual analysis, or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
``` python
import json
from pathlib import Path
import pandas as pd
filename=Path('user_data/backtest_data/backtest-result.json')
with filename.open() as file:
data = json.load(file)
columns = ["pair", "profit", "opents", "closets", "index", "duration",
"open_rate", "close_rate", "open_at_end"]
df = pd.DataFrame(data, columns=columns)
df['opents'] = pd.to_datetime(df['opents'],
unit='s',
utc=True,
infer_datetime_format=True
)
df['closets'] = pd.to_datetime(df['closets'],
unit='s',
utc=True,
infer_datetime_format=True
)
```
#### Exporting trades to file specifying a custom filename #### Exporting trades to file specifying a custom filename
```bash ```bash

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@ -117,9 +117,6 @@ class Backtesting(object):
def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None: def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
# columns = ["pair", "profit", "opents", "closets", "index", "duration",
# "open_rate", "close_rate", "open_at_end"]
records = [(t.pair, t.profit_percent, t.open_time.timestamp(), records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration, t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end) t.open_rate, t.close_rate, t.open_at_end)