mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Calculated mixed tags results

Browse Source
This commit is contained in:
Matthias
2024-06-11 20:37:05 +02:00
parent 79cfa6d0d8
commit 68b8b29089
2 changed files with 18 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/optimize/optimize_reports/optimize_reports.py
+16 -5
View File
@@ -68,7 +68,9 @@ def generate_rejected_signals(
return rejected_candles_only return rejected_candles_only
def _generate_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict: def _generate_result_line(
result: DataFrame, starting_balance: int, first_column: Union[str, List[str]]
) -> Dict:
""" """
Generate one result dict, with "first_column" as key. Generate one result dict, with "first_column" as key.
""" """
@@ -141,7 +143,7 @@ def generate_pair_metrics(
def generate_tag_metrics( def generate_tag_metrics(
tag_type: Literal["enter_tag", "exit_reason"], tag_type: Union[Literal["enter_tag", "exit_reason"], List[Literal["enter_tag", "exit_reason"]]],
starting_balance: int, starting_balance: int,
results: DataFrame, results: DataFrame,
skip_nan: bool = False, skip_nan: bool = False,
@@ -156,7 +158,9 @@ def generate_tag_metrics(
tabular_data = [] tabular_data = []
if tag_type in results.columns: if all(
tag in results.columns for tag in (tag_type if isinstance(tag_type, list) else [tag_type])
):
for tags, group in results.groupby(tag_type): for tags, group in results.groupby(tag_type):
if skip_nan and group["profit_abs"].isnull().all(): if skip_nan and group["profit_abs"].isnull().all():
continue continue
@@ -380,12 +384,18 @@ def generate_strategy_stats(
skip_nan=False, skip_nan=False,
) )
enter_tag_results = generate_tag_metrics( enter_tag_stats = generate_tag_metrics(
"enter_tag", starting_balance=start_balance, results=results, skip_nan=False "enter_tag", starting_balance=start_balance, results=results, skip_nan=False
) )
exit_reason_stats = generate_tag_metrics( exit_reason_stats = generate_tag_metrics(
"exit_reason", starting_balance=start_balance, results=results, skip_nan=False "exit_reason", starting_balance=start_balance, results=results, skip_nan=False
) )
mix_tag_stats = generate_tag_metrics(
["enter_tag", "exit_reason"],
starting_balance=start_balance,
results=results,
skip_nan=False,
)
left_open_results = generate_pair_metrics( left_open_results = generate_pair_metrics(
pairlist, pairlist,
stake_currency=stake_currency, stake_currency=stake_currency,
@@ -427,8 +437,9 @@ def generate_strategy_stats(
"best_pair": best_pair, "best_pair": best_pair,
"worst_pair": worst_pair, "worst_pair": worst_pair,
"results_per_pair": pair_results, "results_per_pair": pair_results,
"results_per_enter_tag": enter_tag_results, "results_per_enter_tag": enter_tag_stats,
"exit_reason_summary": exit_reason_stats, "exit_reason_summary": exit_reason_stats,
"mix_tag_stats": mix_tag_stats,
"left_open_trades": left_open_results, "left_open_trades": left_open_results,
"total_trades": len(results), "total_trades": len(results),
"trade_count_long": len(results.loc[~results["is_short"]]), "trade_count_long": len(results.loc[~results["is_short"]]),
tests/optimize/test_backtesting.py
+2 -2
View File
@@ -1650,11 +1650,11 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
] ]
args = get_args(args) args = get_args(args)
start_backtesting(args) start_backtesting(args)
# 2 backtests, 4 tables # 2 backtests, 6 tables (entry, exit, mixed - each 2x)
assert backtestmock.call_count == 2 assert backtestmock.call_count == 2
assert text_table_mock.call_count == 4 assert text_table_mock.call_count == 4
assert strattable_mock.call_count == 1 assert strattable_mock.call_count == 1
assert tag_metrics_mock.call_count == 4 assert tag_metrics_mock.call_count == 6
assert strat_summary.call_count == 1 assert strat_summary.call_count == 1
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result