diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 491e5c573..50cb570b9 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -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', diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index 3b5cd5fd6..9b7b32198 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -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))