diff --git a/freqtrade/optimize/optimize_reports/__init__.py b/freqtrade/optimize/optimize_reports/__init__.py index 9e3ac46bc..bb91bf33c 100644 --- a/freqtrade/optimize/optimize_reports/__init__.py +++ b/freqtrade/optimize/optimize_reports/__init__.py @@ -6,13 +6,12 @@ from freqtrade.optimize.optimize_reports.bt_output import (generate_edge_table, show_sorted_pairlist, text_table_add_metrics, text_table_bt_results, - text_table_exit_reason, text_table_periodic_breakdown, text_table_strategy, text_table_tags) from freqtrade.optimize.optimize_reports.bt_storage import (store_backtest_analysis_results, store_backtest_stats) from freqtrade.optimize.optimize_reports.optimize_reports import ( generate_all_periodic_breakdown_stats, generate_backtest_stats, generate_daily_stats, - generate_exit_reason_stats, generate_pair_metrics, generate_periodic_breakdown_stats, - generate_rejected_signals, generate_strategy_comparison, generate_strategy_stats, - generate_tag_metrics, generate_trade_signal_candles, generate_trading_stats) + generate_pair_metrics, generate_periodic_breakdown_stats, generate_rejected_signals, + generate_strategy_comparison, generate_strategy_stats, generate_tag_metrics, + generate_trade_signal_candles, generate_trading_stats) diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index 2a4be7e7a..afef4c4bb 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -1,5 +1,5 @@ import logging -from typing import Any, Dict, List +from typing import Any, Dict, List, Optional from tabulate import tabulate @@ -60,32 +60,6 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") -def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str: - """ - Generate small table outlining Backtest results - :param exit_reason_stats: Exit reason metrics - :param stake_currency: Stakecurrency used - :return: pretty printed table with tabulate as string - """ - headers = [ - 'Exit Reason', - 'Exits', - 'Win Draws Loss Win%', - 'Avg Profit %', - f'Tot Profit {stake_currency}', - 'Tot Profit %', - ] - - output = [[ - t.get('exit_reason', t.get('sell_reason')), t['trades'], - generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), - t['profit_mean_pct'], - fmt_coin(t['profit_total_abs'], stake_currency, False), - t['profit_total_pct'], - ] for t in exit_reason_stats] - return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right") - - def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str: """ Generates and returns a text table for the given backtest data and the results dataframe @@ -93,20 +67,23 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr :param stake_currency: stake-currency - used to correctly name headers :return: pretty printed table with tabulate as string """ + fallback: Optional[str] = None if (tag_type == "enter_tag"): headers = _get_line_header("TAG", stake_currency) else: - headers = _get_line_header("TAG", stake_currency, 'Exits') + headers = _get_line_header("Exit Reason", stake_currency, 'Exits') + fallback = 'exit_reason' + floatfmt = _get_line_floatfmt(stake_currency) output = [ [ - t['key'] if t['key'] is not None and len( - t['key']) > 0 else "OTHER", + t['key'] if t.get('key') is not None and len( + t['key']) > 0 else t.get(fallback, "OTHER"), t['trades'], t['profit_mean_pct'], t['profit_total_abs'], t['profit_total_pct'], - t['duration_avg'], + t.get('duration_avg'), generate_wins_draws_losses( t['wins'], t['draws'], @@ -317,17 +294,16 @@ 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 (results.get('results_per_enter_tag') is not None): - table = text_table_tags("enter_tag", results['results_per_enter_tag'], stake_currency) + if (enter_tags := results.get('results_per_enter_tag')) is not None: + table = text_table_tags("enter_tag", enter_tags, stake_currency) if isinstance(table, str) and len(table) > 0: print(' ENTER TAG STATS '.center(len(table.splitlines()[0]), '=')) print(table) - exit_reasons = results.get('exit_reason_summary') - if exit_reasons: - table = text_table_exit_reason(exit_reason_stats=exit_reasons, - stake_currency=stake_currency) + if (exit_reasons := results.get('exit_reason_summary')) is not None: + table = text_table_tags("exit_tag", exit_reasons, stake_currency) + if isinstance(table, str) and len(table) > 0: print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '=')) print(table) diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index 47aab2a62..e9c0f44f8 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -6,7 +6,7 @@ from typing import Any, Dict, List, Tuple, Union import numpy as np from pandas import DataFrame, Series, concat, to_datetime -from freqtrade.constants import BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, IntOrInf +from freqtrade.constants import BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_csum, calculate_expectancy, calculate_market_change, calculate_max_drawdown, calculate_sharpe, calculate_sortino) @@ -154,42 +154,6 @@ def generate_tag_metrics(tag_type: str, return [] -def generate_exit_reason_stats(max_open_trades: IntOrInf, results: DataFrame) -> List[Dict]: - """ - Generate small table outlining Backtest results - :param max_open_trades: Max_open_trades parameter - :param results: Dataframe containing the backtest result for one strategy - :return: List of Dicts containing the metrics per Sell reason - """ - tabular_data = [] - - for reason, count in results['exit_reason'].value_counts().items(): - result = results.loc[results['exit_reason'] == reason] - - profit_mean = result['profit_ratio'].mean() - profit_sum = result['profit_ratio'].sum() - profit_total = profit_sum / max_open_trades - - tabular_data.append( - { - 'exit_reason': reason, - 'trades': count, - 'wins': len(result[result['profit_abs'] > 0]), - 'draws': len(result[result['profit_abs'] == 0]), - 'losses': len(result[result['profit_abs'] < 0]), - 'winrate': len(result[result['profit_abs'] > 0]) / count if count else 0.0, - 'profit_mean': profit_mean, - 'profit_mean_pct': round(profit_mean * 100, 2), - 'profit_sum': profit_sum, - 'profit_sum_pct': round(profit_sum * 100, 2), - 'profit_total_abs': result['profit_abs'].sum(), - 'profit_total': profit_total, - 'profit_total_pct': round(profit_total * 100, 2), - } - ) - return tabular_data - - def generate_strategy_comparison(bt_stats: Dict) -> List[Dict]: """ Generate summary per strategy @@ -383,9 +347,10 @@ def generate_strategy_stats(pairlist: List[str], enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance, results=results, skip_nan=False) - - exit_reason_stats = generate_exit_reason_stats(max_open_trades=max_open_trades, - results=results) + exit_reason_stats = generate_tag_metrics('exit_reason', starting_balance=start_balance, + results=results, skip_nan=False) + # exit_reason_stats = generate_exit_reason_stats(max_open_trades=max_open_trades, + # results=results) left_open_results = generate_pair_metrics( pairlist, stake_currency=stake_currency, starting_balance=start_balance, results=results.loc[results['exit_reason'] == 'force_exit'], skip_nan=True)