Add option to show sorted pairlist

Allows easy copy/pasting of the pairlist to a configuration
This commit is contained in:
Matthias 2021-10-30 10:50:40 +02:00
parent 0f3809345a
commit f472709438
5 changed files with 36 additions and 42 deletions

View File

@ -41,7 +41,7 @@ ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized"]
ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
ARGS_BACKTEST_FILTER = []
ARGS_BACKTEST_FILTER = ["exportfilename", "backtest_show_pair_list"]
ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
@ -175,16 +175,15 @@ class Arguments:
self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
self._build_args(optionlist=['version'], parser=self.parser)
from freqtrade.commands import (
start_backtesting, start_backtest_filter, start_convert_data, start_convert_trades,
from freqtrade.commands import (start_backtest_filter, start_backtesting,
start_convert_data, start_convert_trades,
start_create_userdir, start_download_data, start_edge,
start_hyperopt, start_hyperopt_list, start_hyperopt_show,
start_install_ui, start_list_data, start_list_exchanges,
start_list_markets, start_list_strategies,
start_list_timeframes, start_new_config, start_new_strategy,
start_plot_dataframe, start_plot_profit, start_show_trades,
start_test_pairlist, start_trading, start_webserver
)
start_test_pairlist, start_trading, start_webserver)
subparsers = self.parser.add_subparsers(dest='command',
# Use custom message when no subhandler is added

View File

@ -152,6 +152,12 @@ AVAILABLE_CLI_OPTIONS = {
action='store_false',
default=True,
),
"backtest_show_pair_list": Arg(
'--show-pair-list',
help='Show backtesting pairlist sorted by profit.',
action='store_true',
default=False,
),
"enable_protections": Arg(
'--enable-protections', '--enableprotections',
help='Enable protections for backtesting.'

View File

@ -1,15 +1,13 @@
from freqtrade.data.btanalysis import get_latest_backtest_filename
import pandas
from pandas.io import json
from freqtrade.optimize import backtesting
import logging
from typing import Any, Dict
from freqtrade import constants
from freqtrade.configuration import setup_utils_configuration
from freqtrade.data.btanalysis import load_backtest_stats
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
from freqtrade.misc import round_coin_value
from freqtrade.optimize.optimize_reports import show_backtest_results, show_filtered_pairlist
logger = logging.getLogger(__name__)
@ -57,27 +55,19 @@ def start_backtesting(args: Dict[str, Any]) -> None:
backtesting = Backtesting(config)
backtesting.start()
def start_backtest_filter(args: Dict[str, Any]) -> None:
"""
List backtest pairs previously filtered
Show previous backtest result
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
no_header = config.get('backtest_show_pair_list', False)
results_file = get_latest_backtest_filename(
config['user_data_dir'] / 'backtest_results/')
logger.info("Using Backtesting result {results_file}")
# load data using Python JSON module
with open(config['user_data_dir'] / 'backtest_results/' / results_file,'r') as f:
data = json.loads(f.read())
strategy = list(data["strategy"])[0]
trades = data["strategy"][strategy]
print(trades)
results = load_backtest_stats(config['exportfilename'])
# print(results)
show_backtest_results(config, results)
show_filtered_pairlist(config, results)
logger.info("Backtest filtering complete. ")

View File

@ -245,6 +245,10 @@ class Configuration:
self._args_to_config(config, argname='timeframe_detail',
logstring='Parameter --timeframe-detail detected, '
'using {} for intra-candle backtesting ...')
self._args_to_config(config, argname='backtest_show_pair_list',
logstring='Parameter --show-pair-list detected.')
self._args_to_config(config, argname='stake_amount',
logstring='Parameter --stake-amount detected, '
'overriding stake_amount to: {} ...')

View File

@ -736,17 +736,12 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
print('=' * len(table.splitlines()[0]))
print('\nFor more details, please look at the detail tables above')
def show_backtest_results_filtered(config: Dict, backtest_stats: Dict):
stake_currency = config['stake_currency']
def show_filtered_pairlist(config: Dict, backtest_stats: Dict):
if config.get('backtest_show_pair_list', False):
for strategy, results in backtest_stats['strategy'].items():
show_backtest_result(strategy, results, stake_currency)
if len(backtest_stats['strategy']) > 1:
# Print Strategy summary table
table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table)
print('=' * len(table.splitlines()[0]))
print('\nFor more details, please look at the detail tables above')
print("Pairs for Strategy: \n[")
for result in results['results_per_pair']:
if result["key"] != 'TOTAL':
print(f'"{result["key"]}", // {round(result["profit_mean_pct"], 2)}%')
print("]")