adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Make CLI option and docs clearer that we're handling signals not trades

Browse Source
This commit is contained in:
froggleston
2022-12-08 18:47:09 +00:00
parent 854f056eaf
commit f5359985e8
7 changed files with 34 additions and 34 deletions
Download Patch File Download Diff File Expand all files Collapse all files

24
freqtrade/data/entryexitanalysis.py
View File

@@ -25,15 +25,15 @@ def _load_backtest_analysis_data(backtest_dir: Path, name: str):
try:
scp = open(scpf, "rb")
rejected_trades = joblib.load(scp)
loaded_data = joblib.load(scp)
logger.info(f"Loaded {name} data: {str(scpf)}")
except Exception as e:
logger.error(f"Cannot load {name} data from pickled results: ", e)
return rejected_trades
return loaded_data
def _load_rejected_trades(backtest_dir: Path):
def _load_rejected_signals(backtest_dir: Path):
return _load_backtest_analysis_data(backtest_dir, "rejected")
@@ -163,13 +163,13 @@ def _do_group_table_output(bigdf, glist, to_csv=False, csv_path=None):
logger.warning("Invalid group mask specified.")
def _do_rejected_trades_output(rejected_trades_df, to_csv=False, csv_path=None):
def _do_rejected_signals_output(rejected_signals_df, to_csv=False, csv_path=None):
cols = ['pair', 'date', 'enter_tag']
sortcols = ['date', 'pair', 'enter_tag']
_print_table(rejected_trades_df[cols],
_print_table(rejected_signals_df[cols],
sortcols,
show_index=False,
name="Rejected Trades:",
name="Rejected Signals:",
to_csv=to_csv,
csv_path=csv_path)
@@ -208,13 +208,13 @@ def prepare_results(analysed_trades, stratname,
def print_results(res_df, analysis_groups, indicator_list,
rejected_trades=None, to_csv=False, csv_path=None):
rejected_signals=None, to_csv=False, csv_path=None):
if res_df.shape[0] > 0:
if analysis_groups:
_do_group_table_output(res_df, analysis_groups, to_csv=to_csv, csv_path=csv_path)
if rejected_trades is not None and not rejected_trades.empty:
_do_rejected_trades_output(rejected_trades, to_csv=to_csv, csv_path=csv_path)
if rejected_signals is not None and not rejected_signals.empty:
_do_rejected_signals_output(rejected_signals, to_csv=to_csv, csv_path=csv_path)
# NB this can be large for big dataframes!
if "all" in indicator_list:
@@ -291,8 +291,8 @@ def process_entry_exit_reasons(config: Config):
rej_df = None
if do_rejected:
rejected_trades_dict = _load_rejected_trades(config['exportfilename'])
rej_df = prepare_results(rejected_trades_dict, strategy_name,
rejected_signals_dict = _load_rejected_signals(config['exportfilename'])
rej_df = prepare_results(rejected_signals_dict, strategy_name,
enter_reason_list, exit_reason_list,
timerange=timerange)
@@ -307,7 +307,7 @@ def process_entry_exit_reasons(config: Config):
print_results(res_df,
analysis_groups,
indicator_list,
rejected_trades=rej_df,
rejected_signals=rej_df,
to_csv=to_csv,
csv_path=csv_path)