import pandas as pd from freqtrade.edge import PairInfo from freqtrade.optimize.optimize_reports import ( generate_edge_table, generate_text_table, generate_text_table_sell_reason, generate_text_table_strategy) from freqtrade.strategy.interface import SellType def test_generate_text_table(default_conf, mocker): results = pd.DataFrame( { 'pair': ['ETH/BTC', 'ETH/BTC'], 'profit_percent': [0.1, 0.2], 'profit_abs': [0.2, 0.4], 'trade_duration': [10, 30], 'wins': [2, 0], 'draws': [0, 0], 'losses': [0, 0] } ) result_str = ( '| 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, results=results) == result_str def test_generate_text_table_sell_reason(default_conf, mocker): results = pd.DataFrame( { 'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'], 'profit_percent': [0.1, 0.2, -0.1], 'profit_abs': [0.2, 0.4, -0.2], 'trade_duration': [10, 30, 10], '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 | 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': {}}, stake_currency='BTC', max_open_trades=2, results=results) == result_str def test_generate_text_table_strategy(default_conf, mocker): results = {} 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], 'wins': [2, 0, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] } ) 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], 'wins': [4, 1, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] } ) result_str = ( '| 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 def test_generate_edge_table(edge_conf, mocker): results = {} results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60) 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