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added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width

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This commit is contained in:
Yazeed Al Oyoun
2020-02-07 03:51:50 +01:00
parent 97e48080e8
commit ff819386e1
3 changed files with 79 additions and 80 deletions
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25
freqtrade/optimize/optimize_reports.py
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@@ -21,13 +21,14 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
tabular_data = []
headers = [
'Pair',
'Buy Count',
'Buys',
'Avg Profit %',
'Cum Profit %',
f'Tot Profit {stake_currency}',
'Tot Profit %',
'Avg Duration',
'Wins',
'Draws',
'Losses'
]
for pair in data:
@@ -45,6 +46,7 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
str(timedelta(
minutes=round(result.trade_duration.mean()))) if not result.empty else '0:00',
len(result[result.profit_abs > 0]),
len(result[result.profit_abs == 0]),
len(result[result.profit_abs < 0])
])
@@ -59,6 +61,7 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
str(timedelta(
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
len(results[results.profit_abs > 0]),
len(results[results.profit_abs == 0]),
len(results[results.profit_abs < 0])
])
# Ignore type as floatfmt does allow tuples but mypy does not know that
@@ -78,8 +81,9 @@ def generate_text_table_sell_reason(
tabular_data = []
headers = [
"Sell Reason",
"Sell Count",
"Sells",
"Wins",
"Draws",
"Losses",
"Avg Profit %",
"Cum Profit %",
@@ -88,7 +92,8 @@ def generate_text_table_sell_reason(
]
for reason, count in results['sell_reason'].value_counts().iteritems():
result = results.loc[results['sell_reason'] == reason]
profit = len(result[result['profit_abs'] >= 0])
wins = len(result[result['profit_abs'] > 0])
draws = len(result[result['profit_abs'] == 0])
loss = len(result[result['profit_abs'] < 0])
profit_mean = round(result['profit_percent'].mean() * 100.0, 2)
profit_sum = round(result["profit_percent"].sum() * 100.0, 2)
@@ -98,7 +103,8 @@ def generate_text_table_sell_reason(
[
reason.value,
count,
profit,
wins,
draws,
loss,
profit_mean,
profit_sum,
@@ -121,9 +127,9 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
tabular_data = []
headers = ['Strategy', 'Buy Count', 'Avg Profit %', 'Cum Profit %',
headers = ['Strategy', 'Buys', 'Avg Profit %', 'Cum Profit %',
f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
'Wins', 'Losses']
'Wins', 'Draws', 'Losses']
for strategy, results in all_results.items():
tabular_data.append([
strategy,
@@ -135,6 +141,7 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
str(timedelta(
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
len(results[results.profit_abs > 0]),
len(results[results.profit_abs == 0]),
len(results[results.profit_abs < 0])
])
# Ignore type as floatfmt does allow tuples but mypy does not know that
@@ -146,9 +153,9 @@ def generate_edge_table(results: dict) -> str:
floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
tabular_data = []
headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
'required risk reward', 'expectancy', 'total number of trades',
'average duration (min)']
headers = ['Pair', 'Stoploss', 'Win Rate', 'Risk Reward Ratio',
'Required Risk Reward', 'Expectancy', 'Total Number of Trades',
'Average Duration (min)']
for result in results.items():
if result[1].nb_trades > 0: