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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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62
tests/optimize/test_optimize_reports.py
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@@ -15,20 +15,17 @@ def test_generate_text_table(default_conf, mocker):
'profit_percent': [0.1, 0.2],
'profit_abs': [0.2, 0.4],
'trade_duration': [10, 30],
'profit': [2, 0],
'loss': [0, 0]
'wins': [2, 0],
'draws': [0, 0],
'losses': [0, 0]
}
)
result_str = (
'| Pair | Buy Count | Avg Profit % | Cum Profit % | Tot Profit BTC '
'| Tot Profit % | Avg Duration | Wins | Losses |\n'
'|:--------|------------:|---------------:|---------------:|-----------------:'
'|---------------:|:---------------|-------:|---------:|\n'
'| ETH/BTC | 2 | 15.00 | 30.00 | 0.60000000 '
'| 15.00 | 0:20:00 | 2 | 0 |\n'
'| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 '
'| 15.00 | 0:20:00 | 2 | 0 |'
'| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|:--------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|-------:|--------:|---------:|\n'
'| ETH/BTC | 2 | 15.00 | 30.00 | 0.60000000 | 15.00 | 0:20:00 | 2 | 0 | 0 |\n'
'| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 | 15.00 | 0:20:00 | 2 | 0 | 0 |'
)
assert generate_text_table(data={'ETH/BTC': {}},
stake_currency='BTC', max_open_trades=2,
@@ -43,21 +40,18 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
'profit_percent': [0.1, 0.2, -0.1],
'profit_abs': [0.2, 0.4, -0.2],
'trade_duration': [10, 30, 10],
'profit': [2, 0, 0],
'loss': [0, 0, 1],
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
result_str = (
'| Sell Reason | Sell Count | Wins | Losses | Avg Profit % |'
' Cum Profit % | Tot Profit BTC | Tot Profit % |\n'
'|:--------------|-------------:|-------:|---------:|---------------:|'
'---------------:|-----------------:|---------------:|\n'
'| roi | 2 | 2 | 0 | 15 |'
' 30 | 0.6 | 15 |\n'
'| stop_loss | 1 | 0 | 1 | -10 |'
' -10 | -0.2 | -5 |'
'| Sell Reason | Sells | Wins | Draws | Losses | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |\n'
'|:--------------|--------:|-------:|--------:|---------:|---------------:|---------------:|-----------------:|---------------:|\n'
'| roi | 2 | 2 | 0 | 0 | 15 | 30 | 0.6 | 15 |\n'
'| stop_loss | 1 | 0 | 0 | 1 | -10 | -10 | -0.2 | -5 |'
)
assert generate_text_table_sell_reason(
data={'ETH/BTC': {}},
@@ -67,38 +61,36 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
def test_generate_text_table_strategy(default_conf, mocker):
results = {}
results['ETH/BTC'] = pd.DataFrame(
results['TestStrategy1'] = pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2, 0.3],
'profit_abs': [0.2, 0.4, 0.5],
'trade_duration': [10, 30, 10],
'profit': [2, 0, 0],
'loss': [0, 0, 1],
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
results['LTC/BTC'] = pd.DataFrame(
results['TestStrategy2'] = pd.DataFrame(
{
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
'profit_percent': [0.4, 0.2, 0.3],
'profit_abs': [0.4, 0.4, 0.5],
'trade_duration': [15, 30, 15],
'profit': [4, 1, 0],
'loss': [0, 0, 1],
'wins': [4, 1, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
result_str = (
'| Strategy | Buy Count | Avg Profit % | Cum Profit % | Tot Profit BTC '
'| Tot Profit % | Avg Duration | Wins | Losses |\n'
'|:-----------|------------:|---------------:|---------------:|-----------------:'
'|---------------:|:---------------|-------:|---------:|\n'
'| ETH/BTC | 3 | 20.00 | 60.00 '
'| 1.10000000 | 30.00 | 0:17:00 | 3 | 0 |\n'
'| LTC/BTC | 3 | 30.00 | 90.00 '
'| 1.30000000 | 45.00 | 0:20:00 | 3 | 0 |'
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Wins | Draws | Losses |\n'
'|:--------------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|-------:|--------:|---------:|\n'
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 | 30.00 | 0:17:00 | 3 | 0 | 0 |\n'
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 | 45.00 | 0:20:00 | 3 | 0 | 0 |'
)
assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
@@ -111,4 +103,4 @@ def test_generate_edge_table(edge_conf, mocker):
assert generate_edge_table(results).count(':|') == 7
assert generate_edge_table(results).count('| ETH/BTC |') == 1
assert generate_edge_table(results).count(
'| risk reward ratio | required risk reward | expectancy |') == 1
'| Risk Reward Ratio | Required Risk Reward | Expectancy |') == 1