Add option to show sorted pairlist
Allows easy copy/pasting of the pairlist to a configuration
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@ -41,7 +41,7 @@ ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized"]
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ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
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ARGS_BACKTEST_FILTER = []
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ARGS_BACKTEST_FILTER = ["exportfilename", "backtest_show_pair_list"]
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ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
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@ -175,16 +175,15 @@ class Arguments:
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self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
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self._build_args(optionlist=['version'], parser=self.parser)
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from freqtrade.commands import (
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start_backtesting, start_backtest_filter, start_convert_data, start_convert_trades,
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from freqtrade.commands import (start_backtest_filter, start_backtesting,
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start_convert_data, start_convert_trades,
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start_create_userdir, start_download_data, start_edge,
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start_hyperopt, start_hyperopt_list, start_hyperopt_show,
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start_install_ui, start_list_data, start_list_exchanges,
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start_list_markets, start_list_strategies,
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start_list_timeframes, start_new_config, start_new_strategy,
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start_plot_dataframe, start_plot_profit, start_show_trades,
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start_test_pairlist, start_trading, start_webserver
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)
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start_test_pairlist, start_trading, start_webserver)
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subparsers = self.parser.add_subparsers(dest='command',
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# Use custom message when no subhandler is added
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@ -152,6 +152,12 @@ AVAILABLE_CLI_OPTIONS = {
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action='store_false',
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default=True,
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),
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"backtest_show_pair_list": Arg(
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'--show-pair-list',
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help='Show backtesting pairlist sorted by profit.',
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action='store_true',
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default=False,
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),
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"enable_protections": Arg(
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'--enable-protections', '--enableprotections',
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help='Enable protections for backtesting.'
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@ -1,15 +1,13 @@
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from freqtrade.data.btanalysis import get_latest_backtest_filename
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import pandas
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from pandas.io import json
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from freqtrade.optimize import backtesting
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import logging
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from typing import Any, Dict
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from freqtrade import constants
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from freqtrade.configuration import setup_utils_configuration
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from freqtrade.data.btanalysis import load_backtest_stats
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from freqtrade.enums import RunMode
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from freqtrade.exceptions import OperationalException
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from freqtrade.misc import round_coin_value
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from freqtrade.optimize.optimize_reports import show_backtest_results, show_filtered_pairlist
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logger = logging.getLogger(__name__)
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@ -57,27 +55,19 @@ def start_backtesting(args: Dict[str, Any]) -> None:
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backtesting = Backtesting(config)
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backtesting.start()
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def start_backtest_filter(args: Dict[str, Any]) -> None:
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"""
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List backtest pairs previously filtered
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Show previous backtest result
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"""
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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no_header = config.get('backtest_show_pair_list', False)
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results_file = get_latest_backtest_filename(
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config['user_data_dir'] / 'backtest_results/')
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logger.info("Using Backtesting result {results_file}")
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# load data using Python JSON module
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with open(config['user_data_dir'] / 'backtest_results/' / results_file,'r') as f:
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data = json.loads(f.read())
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strategy = list(data["strategy"])[0]
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trades = data["strategy"][strategy]
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print(trades)
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results = load_backtest_stats(config['exportfilename'])
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# print(results)
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show_backtest_results(config, results)
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show_filtered_pairlist(config, results)
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logger.info("Backtest filtering complete. ")
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@ -245,6 +245,10 @@ class Configuration:
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self._args_to_config(config, argname='timeframe_detail',
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logstring='Parameter --timeframe-detail detected, '
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'using {} for intra-candle backtesting ...')
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self._args_to_config(config, argname='backtest_show_pair_list',
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logstring='Parameter --show-pair-list detected.')
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self._args_to_config(config, argname='stake_amount',
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logstring='Parameter --stake-amount detected, '
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'overriding stake_amount to: {} ...')
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@ -736,17 +736,12 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
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print('=' * len(table.splitlines()[0]))
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print('\nFor more details, please look at the detail tables above')
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def show_backtest_results_filtered(config: Dict, backtest_stats: Dict):
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stake_currency = config['stake_currency']
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def show_filtered_pairlist(config: Dict, backtest_stats: Dict):
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if config.get('backtest_show_pair_list', False):
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for strategy, results in backtest_stats['strategy'].items():
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show_backtest_result(strategy, results, stake_currency)
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if len(backtest_stats['strategy']) > 1:
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# Print Strategy summary table
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table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
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print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
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print(table)
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print('=' * len(table.splitlines()[0]))
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print('\nFor more details, please look at the detail tables above')
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print("Pairs for Strategy: \n[")
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for result in results['results_per_pair']:
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if result["key"] != 'TOTAL':
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print(f'"{result["key"]}", // {round(result["profit_mean_pct"], 2)}%')
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print("]")
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