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Handle backtest results without any trades

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This commit is contained in:
Matthias 2020-08-20 19:51:36 +02:00
parent bca24c8b6b
commit f5a9001dc0
1 changed files with 13 additions and 2 deletions
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15
freqtrade/optimize/optimize_reports.py
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@ -31,6 +31,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
recordfilename.parent, recordfilename.parent,
f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}' f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
).with_suffix(recordfilename.suffix) ).with_suffix(recordfilename.suffix)
print(stats)
file_dump_json(filename, stats) file_dump_json(filename, stats)
latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN) latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
@ -185,6 +186,16 @@ def generate_edge_table(results: dict) -> str:
def generate_daily_stats(results: DataFrame) -> Dict[str, Any]: def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
if len(results) == 0:
return {
'backtest_best_day': 0,
'backtest_worst_day': 0,
'winning_days': 0,
'draw_days': 0,
'losing_days': 0,
'winner_holding_avg': timedelta(),
'loser_holding_avg': timedelta(),
}
daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum() daily_profit = results.resample('1d', on='close_date')['profit_percent'].sum()
worst = min(daily_profit) worst = min(daily_profit)
best = max(daily_profit) best = max(daily_profit)
@ -249,7 +260,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
'sell_reason_summary': sell_reason_stats, 'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results, 'left_open_trades': left_open_results,
'total_trades': len(results), 'total_trades': len(results),
'profit_mean': results['profit_percent'].mean(), 'profit_mean': results['profit_percent'].mean() if len(results) > 0 else 0,
'profit_total': results['profit_percent'].sum(), 'profit_total': results['profit_percent'].sum(),
'profit_total_abs': results['profit_abs'].sum(), 'profit_total_abs': results['profit_abs'].sum(),
'backtest_start': min_date.datetime, 'backtest_start': min_date.datetime,
@ -258,7 +269,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
'backtest_end_ts': max_date.timestamp * 1000, 'backtest_end_ts': max_date.timestamp * 1000,
'backtest_days': backtest_days, 'backtest_days': backtest_days,
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None, 'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
'market_change': market_change, 'market_change': market_change,
'pairlist': list(btdata.keys()), 'pairlist': list(btdata.keys()),
'stake_amount': config['stake_amount'], 'stake_amount': config['stake_amount'],