Support day/week/month breakdowns

freqtrade/commands/arguments.py

@@ -23,7 +23,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "enable_protections", "dry_run_wallet", "timeframe_detail",
-                                        "strategy_list", "export", "exportfilename", "show_days"]
+                                        "strategy_list", "export", "exportfilename", "backtest_breakdown"]
 
 ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
                                         "position_stacking", "use_max_market_positions",
@@ -89,7 +89,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
 
 ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
-                      "disableparamexport", "show_days"]
+                      "disableparamexport", "backtest_breakdown"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",

freqtrade/commands/cli_options.py

@@ -193,11 +193,11 @@ AVAILABLE_CLI_OPTIONS = {
         type=float,
         metavar='FLOAT',
     ),
-    "show_days": Arg(
+    "backtest_breakdown": Arg(
-        '--show-days',
+        '--breakdown',
-        help='Print days breakdown for backtest results',
+        help='Show backtesting breakdown per [day, week, month].',
-        action='store_true',
+        nargs='+',
-        default=False,
+        choices=constants.BACKTEST_BREAKDOWNS
     ),
     # Edge
     "stoploss_range": Arg(

freqtrade/commands/hyperopt_commands.py

@@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
         if 'strategy_name' in metrics:
             strategy_name = metrics['strategy_name']
             show_backtest_result(strategy_name, metrics,
-                                 metrics['stake_currency'], config.get('show_days', False))
+                                 metrics['stake_currency'], config.get('backtest_breakdown', []))
 
             HyperoptTools.try_export_params(config, strategy_name, val)
 

freqtrade/configuration/configuration.py

@@ -269,8 +269,8 @@ class Configuration:
         self._args_to_config(config, argname='export',
                              logstring='Parameter --export detected: {} ...')
 
-        self._args_to_config(config, argname='show_days',
+        self._args_to_config(config, argname='backtest_breakdown',
-                             logstring='Parameter --show-days detected ...')
+                             logstring='Parameter --breakdown detected ...')
 
         self._args_to_config(config, argname='disableparamexport',
                              logstring='Parameter --disableparamexport detected: {} ...')

freqtrade/constants.py

@@ -32,6 +32,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList',
                        'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
 AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown', 'StoplossGuard']
 AVAILABLE_DATAHANDLERS = ['json', 'jsongz', 'hdf5']
+BACKTEST_BREAKDOWNS = ['day', 'week', 'month']
 DRY_RUN_WALLET = 1000
 DATETIME_PRINT_FORMAT = '%Y-%m-%d %H:%M:%S'
 MATH_CLOSE_PREC = 1e-14  # Precision used for float comparisons
@@ -146,6 +147,10 @@ CONF_SCHEMA = {
         'sell_profit_offset': {'type': 'number'},
         'ignore_roi_if_buy_signal': {'type': 'boolean'},
         'ignore_buying_expired_candle_after': {'type': 'number'},
+        'backtest_breakdown': {
+            'type': 'array',
+            'items': {'type': 'string', 'enum': BACKTEST_BREAKDOWNS}
+        },
         'bot_name': {'type': 'string'},
         'unfilledtimeout': {
             'type': 'object',

freqtrade/optimize/optimize_reports.py

@@ -213,17 +213,28 @@ def generate_edge_table(results: dict) -> str:
                     floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")  # type: ignore
 
 
-def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> List[Dict[str, Any]]:
+def _get_resample_from_period(period: str) -> str:
+    if period == 'day':
+        return '1d'
+    if period == 'week':
+        return '1w'
+    if period == 'month':
+        return '1m'
+    raise ValueError(f"Period {period} is not supported.")
+
+
+def generate_periodic_breakdown_stats(trade_list: List, period: str) -> List[Dict[str, Any]]:
     results = DataFrame.from_records(trade_list)
     results['close_date'] = to_datetime(results['close_date'], utc=True)
-    days = results.resample('1d', on='close_date')
+    resample = _get_resample_from_period(period)
-    days_stats = []
+    period = results.resample(resample, on='close_date')
-    for name, day in days:
+    stats = []
+    for name, day in period:
         profit_abs = day['profit_abs'].sum().round(10)
         wins = sum(day['profit_abs'] > 0)
         draws = sum(day['profit_abs'] == 0)
         loses = sum(day['profit_abs'] < 0)
-        days_stats.append(
+        stats.append(
             {
                 'date': name.strftime('%d/%m/%Y'),
                 'profit_abs': profit_abs,
@@ -232,7 +243,7 @@ def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> Li
                 'loses': loses
             }
         )
-    return days_stats
+    return stats
 
 
 def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
@@ -529,8 +540,8 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
     return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
 
 
-def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
+def text_table_periodic_breakdown(days_breakdown_stats: List[Dict[str, Any]],
-                              stake_currency: str) -> str:
+                                  stake_currency: str, period: str) -> str:
     """
     Generate small table with Backtest results by days
     :param days_breakdown_stats: Days breakdown metrics
@@ -538,7 +549,7 @@ def text_table_days_breakdown(days_breakdown_stats: List[Dict[str, Any]],
     :return: pretty printed table with tabulate as string
     """
     headers = [
-        'Day',
+        period.capitalize(),
         f'Tot Profit {stake_currency}',
         'Wins',
         'Draws',
@@ -663,7 +674,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
 
 
 def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: str,
-                         show_days=False):
+                         backtest_breakdown=[]):
     """
     Print results for one strategy
     """
@@ -685,13 +696,13 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
         print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
     print(table)
 
-    if show_days:
+    for period in backtest_breakdown:
-        days_breakdown_stats = generate_days_breakdown_stats(
+        days_breakdown_stats = generate_periodic_breakdown_stats(
-            trade_list=results['trades'], starting_balance=results['starting_balance'])
+            trade_list=results['trades'], period=period)
-        table = text_table_days_breakdown(days_breakdown_stats=days_breakdown_stats,
+        table = text_table_periodic_breakdown(days_breakdown_stats=days_breakdown_stats,
-                                          stake_currency=stake_currency)
+                                              stake_currency=stake_currency, period=period)
         if isinstance(table, str) and len(table) > 0:
-            print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))
+            print(f' {period.upper()} BREAKDOWN '.center(len(table.splitlines()[0]), '='))
         print(table)
 
     table = text_table_add_metrics(results)
@@ -708,7 +719,9 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
     stake_currency = config['stake_currency']
 
     for strategy, results in backtest_stats['strategy'].items():
-        show_backtest_result(strategy, results, stake_currency, config.get('show_days', False))
+        show_backtest_result(
+            strategy, results, stake_currency,
+            config.get('backtest_breakdown', []))
 
     if len(backtest_stats['strategy']) > 1:
         # Print Strategy summary table