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

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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
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22
freqtrade/optimize/backtesting.py
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@@ -29,7 +29,7 @@ from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.backtest_caching import get_strategy_run_id
from freqtrade.optimize.bt_progress import BTProgress
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
store_backtest_rejected_trades,
store_backtest_rejected_signals,
store_backtest_signal_candles,
store_backtest_stats)
from freqtrade.persistence import LocalTrade, Order, PairLocks, Trade
@@ -1053,7 +1053,7 @@ class Backtesting:
def _collate_rejected(self, pair, row):
"""
Temporarily store rejected trade information for downstream use in backtesting_analysis
Temporarily store rejected signal information for downstream use in backtesting_analysis
"""
# It could be fun to enable hyperopt mode to write
# a loss function to reduce rejected signals
@@ -1283,7 +1283,7 @@ class Backtesting:
if (self.config.get('export', 'none') == 'signals' and
self.dataprovider.runmode == RunMode.BACKTEST):
self._generate_trade_signal_candles(preprocessed_tmp, results)
self._generate_rejected_trades(preprocessed_tmp, self.rejected_dict)
self._generate_rejected_signals(preprocessed_tmp, self.rejected_dict)
return min_date, max_date
@@ -1308,22 +1308,22 @@ class Backtesting:
self.processed_dfs[self.strategy.get_strategy_name()] = signal_candles_only
def _generate_rejected_trades(self, preprocessed_df, rejected_dict):
def _generate_rejected_signals(self, preprocessed_df, rejected_dict):
rejected_candles_only = {}
for pair, trades in rejected_dict.items():
rejected_trades_only_df = DataFrame()
for pair, signals in rejected_dict.items():
rejected_signals_only_df = DataFrame()
pairdf = preprocessed_df[pair]
for t in trades:
for t in signals:
data_df_row = pairdf.loc[(pairdf['date'] == t[0])].copy()
data_df_row['pair'] = pair
data_df_row['enter_tag'] = t[1]
rejected_trades_only_df = pd.concat([
rejected_trades_only_df.infer_objects(),
rejected_signals_only_df = pd.concat([
rejected_signals_only_df.infer_objects(),
data_df_row.infer_objects()])
rejected_candles_only[pair] = rejected_trades_only_df
rejected_candles_only[pair] = rejected_signals_only_df
self.rejected_df[self.strategy.get_strategy_name()] = rejected_candles_only
@@ -1392,7 +1392,7 @@ class Backtesting:
store_backtest_signal_candles(
self.config['exportfilename'], self.processed_dfs, dt_appendix)
store_backtest_rejected_trades(
store_backtest_rejected_signals(
self.config['exportfilename'], self.rejected_df, dt_appendix)
# Results may be mixed up now. Sort them so they follow --strategy-list order.

2
freqtrade/optimize/optimize_reports.py
View File

@@ -75,7 +75,7 @@ def store_backtest_signal_candles(
return _store_backtest_analysis_data(Path(recordfilename), candles, dtappendix, "signals")
def store_backtest_rejected_trades(
def store_backtest_rejected_signals(
recordfilename: Path, trades: Dict[str, Dict], dtappendix: str) -> Path:
return _store_backtest_analysis_data(Path(recordfilename), trades, dtappendix, "rejected")