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pep8 compliance

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Jean-Baptiste LE STANG 2018-01-03 11:35:54 +01:00
parent 2d273a8509
commit eb53a796e2
2 changed files with 15 additions and 11 deletions
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22
freqtrade/optimize/backtesting.py
View File

@ -41,7 +41,7 @@ def generate_text_table(
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
tabular_data = []
headers = ['pair', 'buy count', 'avg profit %',
'total profit ' + stake_currency, 'avg duration', 'profit','loss']
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
for pair in data:
result = results[results.currency == pair]
tabular_data.append([
@ -62,14 +62,14 @@ def generate_text_table(
results.profit_BTC.sum(),
results.duration.mean() * ticker_interval,
results.profit.sum(),
results.loss.sum(),
results.loss.sum()
])
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt)
def backtest(stake_amount: float, processed: Dict[str, DataFrame],
max_open_trades: int = 0, realistic: bool = True, sell_profit_only: bool = False, stoploss: int = -1.00, use_sell_signal: bool = False) -> DataFrame:
max_open_trades: int = 0, realistic: bool = True, sell_profit_only: bool = False,
stoploss: int = -1.00, use_sell_signal: bool = False) -> DataFrame:
"""
Implements backtesting functionality
:param stake_amount: btc amount to use for each trade
@ -116,9 +116,11 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1
current_profit_percent = trade.calc_profit_percent(rate=row2.close)
if (sell_profit_only and current_profit_percent < 0) :
if (sell_profit_only and current_profit_percent < 0):
continue
if min_roi_reached(trade, row2.close, row2.date) or (row2.sell == 1 and use_sell_signal) or current_profit_percent <= stoploss:
if min_roi_reached(trade, row2.close, row2.date)
or (row2.sell == 1 and use_sell_signal)
or current_profit_percent <= stoploss:
current_profit_btc = trade.calc_profit(rate=row2.close)
lock_pair_until = row2.Index
@ -127,13 +129,13 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
pair,
current_profit_percent,
current_profit_btc,
row2.Index - row.Index,
row2.Index - row.Index,
current_profit_btc > 0,
current_profit_btc < 0
)
)
break
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'profit','loss']
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'profit', 'loss']
return DataFrame.from_records(trades, columns=labels)
@ -181,7 +183,9 @@ def start(args):
# Execute backtest and print results
results = backtest(
config['stake_amount'], preprocessed, max_open_trades, args.realistic_simulation, config.get('experimental',{}).get('sell_profit_only', False), config.get('stoploss'), config.get('experimental',{}).get('use_sell_signal',False)
config['stake_amount'], preprocessed, max_open_trades, args.realistic_simulation,
config.get('experimental', {}).get('sell_profit_only', False), config.get('stoploss'),
config.get('experimental', {}).get('use_sell_signal', False)
)
logger.info(
'\n====================== BACKTESTING REPORT ================================\n%s',

4
freqtrade/tests/optimize/test_backtesting.py
View File

@ -17,8 +17,8 @@ def test_generate_text_table():
'profit_percent': [0.1, 0.2],
'profit_BTC': [0.2, 0.4],
'duration': [10, 30],
'profit': [2,0],
'loss': [0,0]
'profit': [2, 0],
'loss': [0, 0]
}
)
print(generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5))