document what to do with exported backtest results
This commit is contained in:
parent
660ec6f443
commit
e70cb963f7
@ -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
|
||||||
|
@ -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)
|
||||||
|
Loading…
Reference in New Issue
Block a user