Merge pull request #10405 from freqtrade/feat/rich_tables

Add rich table output

freqtrade/commands/data_commands.py

@@ -16,6 +16,7 @@ from freqtrade.exceptions import ConfigurationError
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.plugins.pairlist.pairlist_helpers import dynamic_expand_pairlist
 from freqtrade.resolvers import ExchangeResolver
+from freqtrade.util import print_rich_table
 from freqtrade.util.migrations import migrate_data
 
 
@@ -119,8 +120,6 @@ def start_list_data(args: Dict[str, Any]) -> None:
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
 
-    from tabulate import tabulate
-
     from freqtrade.data.history import get_datahandler
 
     dhc = get_datahandler(config["datadir"], config["dataformat_ohlcv"])
@@ -131,8 +130,7 @@ def start_list_data(args: Dict[str, Any]) -> None:
 
     if args["pairs"]:
         paircombs = [comb for comb in paircombs if comb[0] in args["pairs"]]
-
+    title = f"Found {len(paircombs)} pair / timeframe combinations."
-    print(f"Found {len(paircombs)} pair / timeframe combinations.")
     if not config.get("show_timerange"):
         groupedpair = defaultdict(list)
         for pair, timeframe, candle_type in sorted(
@@ -141,25 +139,21 @@ def start_list_data(args: Dict[str, Any]) -> None:
             groupedpair[(pair, candle_type)].append(timeframe)
 
         if groupedpair:
-            print(
+            print_rich_table(
-                tabulate(
                 [
                     (pair, ", ".join(timeframes), candle_type)
                     for (pair, candle_type), timeframes in groupedpair.items()
                 ],
-                    headers=("Pair", "Timeframe", "Type"),
+                ("Pair", "Timeframe", "Type"),
-                    tablefmt="psql",
+                title,
-                    stralign="right",
+                table_kwargs={"min_width": 50},
-                )
             )
     else:
         paircombs1 = [
             (pair, timeframe, candle_type, *dhc.ohlcv_data_min_max(pair, timeframe, candle_type))
             for pair, timeframe, candle_type in paircombs
         ]
-
+        print_rich_table(
-        print(
-            tabulate(
             [
                 (
                     pair,
@@ -167,14 +161,13 @@ def start_list_data(args: Dict[str, Any]) -> None:
                     candle_type,
                     start.strftime(DATETIME_PRINT_FORMAT),
                     end.strftime(DATETIME_PRINT_FORMAT),
-                        length,
+                    str(length),
                 )
                 for pair, timeframe, candle_type, start, end, length in sorted(
                     paircombs1, key=lambda x: (x[0], timeframe_to_minutes(x[1]), x[2])
                 )
             ],
-                headers=("Pair", "Timeframe", "Type", "From", "To", "Candles"),
+            ("Pair", "Timeframe", "Type", "From", "To", "Candles"),
-                tablefmt="psql",
+            summary=title,
-                stralign="right",
+            table_kwargs={"min_width": 50},
-            )
         )

freqtrade/commands/hyperopt_commands.py

@@ -2,8 +2,6 @@ import logging
 from operator import itemgetter
 from typing import Any, Dict
 
-from colorama import init as colorama_init
-
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.data.btanalysis import get_latest_hyperopt_file
 from freqtrade.enums import RunMode
@@ -18,6 +16,7 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     """
     List hyperopt epochs previously evaluated
     """
+    from freqtrade.optimize.hyperopt_output import HyperoptOutput
     from freqtrade.optimize.hyperopt_tools import HyperoptTools
 
     config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
@@ -35,21 +34,17 @@ def start_hyperopt_list(args: Dict[str, Any]) -> None:
     # Previous evaluations
     epochs, total_epochs = HyperoptTools.load_filtered_results(results_file, config)
 
-    if print_colorized:
-        colorama_init(autoreset=True)
-
     if not export_csv:
         try:
-            print(
+            h_out = HyperoptOutput()
-                HyperoptTools.get_result_table(
+            h_out.add_data(
                 config,
                 epochs,
                 total_epochs,
                 not config.get("hyperopt_list_best", False),
-                    print_colorized,
-                    0,
-                )
             )
+            h_out.print(print_colorized=print_colorized)
+
         except KeyboardInterrupt:
             print("User interrupted..")
 

freqtrade/commands/list_commands.py

@@ -4,9 +4,9 @@ import sys
 from typing import Any, Dict, List, Union
 
 import rapidjson
-from colorama import Fore, Style
+from rich.console import Console
-from colorama import init as colorama_init
+from rich.table import Table
-from tabulate import tabulate
+from rich.text import Text
 
 from freqtrade.configuration import setup_utils_configuration
 from freqtrade.enums import RunMode
@@ -14,7 +14,8 @@ from freqtrade.exceptions import ConfigurationError, OperationalException
 from freqtrade.exchange import list_available_exchanges, market_is_active
 from freqtrade.misc import parse_db_uri_for_logging, plural
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
-from freqtrade.types import ValidExchangesType
+from freqtrade.types.valid_exchanges_type import ValidExchangesType
+from freqtrade.util import print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -26,72 +27,69 @@ def start_list_exchanges(args: Dict[str, Any]) -> None:
     :param args: Cli args from Arguments()
     :return: None
     """
-    exchanges = list_available_exchanges(args["list_exchanges_all"])
+    available_exchanges: List[ValidExchangesType] = list_available_exchanges(
+        args["list_exchanges_all"]
+    )
 
     if args["print_one_column"]:
-        print("\n".join([e["name"] for e in exchanges]))
+        print("\n".join([e["name"] for e in available_exchanges]))
     else:
-        headers = {
+        if args["list_exchanges_all"]:
-            "name": "Exchange name",
+            title = (
-            "supported": "Supported",
+                f"All exchanges supported by the ccxt library "
-            "trade_modes": "Markets",
+                f"({len(available_exchanges)} exchanges):"
-            "comment": "Reason",
+            )
-        }
+        else:
-        headers.update({"valid": "Valid"} if args["list_exchanges_all"] else {})
+            available_exchanges = [e for e in available_exchanges if e["valid"] is not False]
+            title = f"Exchanges available for Freqtrade ({len(available_exchanges)} exchanges):"
 
-        def build_entry(exchange: ValidExchangesType, valid: bool):
+        table = Table(title=title)
-            valid_entry = {"valid": exchange["valid"]} if valid else {}
+
-            result: Dict[str, Union[str, bool]] = {
+        table.add_column("Exchange Name")
-                "name": exchange["name"],
+        table.add_column("Markets")
-                **valid_entry,
+        table.add_column("Reason")
-                "supported": "Official" if exchange["supported"] else "",
+
-                "trade_modes": ("DEX: " if exchange["dex"] else "")
+        for exchange in available_exchanges:
-                + ", ".join(
+            name = Text(exchange["name"])
-                    (f"{a['margin_mode']} " if a["margin_mode"] else "") + a["trading_mode"]
+            if exchange["supported"]:
+                name.append(" (Official)", style="italic")
+                name.stylize("green bold")
+
+            trade_modes = Text(
+                ", ".join(
+                    (f"{a.get('margin_mode', '')} {a['trading_mode']}").lstrip()
                     for a in exchange["trade_modes"]
                 ),
-                "comment": exchange["comment"],
+                style="",
-            }
-
-            return result
-
-        if args["list_exchanges_all"]:
-            exchanges = [build_entry(e, True) for e in exchanges]
-            print(f"All exchanges supported by the ccxt library ({len(exchanges)} exchanges):")
-        else:
-            exchanges = [build_entry(e, False) for e in exchanges if e["valid"] is not False]
-            print(f"Exchanges available for Freqtrade ({len(exchanges)} exchanges):")
-
-        print(
-            tabulate(
-                exchanges,
-                headers=headers,
             )
+            if exchange["dex"]:
+                trade_modes = Text("DEX: ") + trade_modes
+                trade_modes.stylize("bold", 0, 3)
+
+            table.add_row(
+                name,
+                trade_modes,
+                exchange["comment"],
+                style=None if exchange["valid"] else "red",
             )
+            # table.add_row(*[exchange[header] for header in headers])
+
+        console = Console()
+        console.print(table)
 
 
 def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
-    if print_colorized:
-        colorama_init(autoreset=True)
-        red = Fore.RED
-        yellow = Fore.YELLOW
-        reset = Style.RESET_ALL
-    else:
-        red = ""
-        yellow = ""
-        reset = ""
-
     names = [s["name"] for s in objs]
-    objs_to_print = [
+    objs_to_print: List[Dict[str, Union[Text, str]]] = [
         {
-            "name": s["name"] if s["name"] else "--",
+            "name": Text(s["name"] if s["name"] else "--"),
             "location": s["location_rel"],
             "status": (
-                red + "LOAD FAILED" + reset
+                Text("LOAD FAILED", style="bold red")
                 if s["class"] is None
-                else "OK"
+                else Text("OK", style="bold green")
                 if names.count(s["name"]) == 1
-                else yellow + "DUPLICATE NAME" + reset
+                else Text("DUPLICATE NAME", style="bold yellow")
             ),
         }
         for s in objs
@@ -101,11 +99,23 @@ def _print_objs_tabular(objs: List, print_colorized: bool) -> None:
             objs_to_print[idx].update(
                 {
                     "hyperoptable": "Yes" if s["hyperoptable"]["count"] > 0 else "No",
-                    "buy-Params": len(s["hyperoptable"].get("buy", [])),
+                    "buy-Params": str(len(s["hyperoptable"].get("buy", []))),
-                    "sell-Params": len(s["hyperoptable"].get("sell", [])),
+                    "sell-Params": str(len(s["hyperoptable"].get("sell", []))),
                 }
             )
-    print(tabulate(objs_to_print, headers="keys", tablefmt="psql", stralign="right"))
+    table = Table()
+
+    for header in objs_to_print[0].keys():
+        table.add_column(header.capitalize(), justify="right")
+
+    for row in objs_to_print:
+        table.add_row(*[row[header] for header in objs_to_print[0].keys()])
+
+    console = Console(
+        color_system="auto" if print_colorized else None,
+        width=200 if "pytest" in sys.modules else None,
+    )
+    console.print(table)
 
 
 def start_list_strategies(args: Dict[str, Any]) -> None:
@@ -270,9 +280,7 @@ def start_list_markets(args: Dict[str, Any], pairs_only: bool = False) -> None:
                 writer.writeheader()
                 writer.writerows(tabular_data)
             else:
-                # print data as a table, with the human-readable summary
+                print_rich_table(tabular_data, headers, summary_str)
-                print(f"{summary_str}:")
-                print(tabulate(tabular_data, headers="keys", tablefmt="psql", stralign="right"))
         elif not (
             args.get("print_one_column", False)
             or args.get("list_pairs_print_json", False)

freqtrade/data/entryexitanalysis.py

@@ -4,7 +4,6 @@ from typing import List
 
 import joblib
 import pandas as pd
-from tabulate import tabulate
 
 from freqtrade.configuration import TimeRange
 from freqtrade.constants import Config
@@ -14,6 +13,7 @@ from freqtrade.data.btanalysis import (
     load_backtest_stats,
 )
 from freqtrade.exceptions import OperationalException
+from freqtrade.util import print_df_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -307,7 +307,7 @@ def _print_table(
         if name is not None:
             print(name)
 
-        print(tabulate(data, headers="keys", tablefmt="psql", showindex=show_index))
+        print_df_rich_table(data, data.keys(), show_index=show_index)
 
 
 def process_entry_exit_reasons(config: Config):

freqtrade/optimize/analysis/lookahead_helpers.py

@@ -4,11 +4,13 @@ from pathlib import Path
 from typing import Any, Dict, List
 
 import pandas as pd
+from rich.text import Text
 
 from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.analysis.lookahead import LookaheadAnalysis
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.util import print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -53,18 +55,18 @@ class LookaheadAnalysisSubFunctions:
                     [
                         inst.strategy_obj["location"].parts[-1],
                         inst.strategy_obj["name"],
-                        inst.current_analysis.has_bias,
+                        Text("Yes", style="bold red")
+                        if inst.current_analysis.has_bias
+                        else Text("No", style="bold green"),
                         inst.current_analysis.total_signals,
                         inst.current_analysis.false_entry_signals,
                         inst.current_analysis.false_exit_signals,
                         ", ".join(inst.current_analysis.false_indicators),
                     ]
                 )
-        from tabulate import tabulate
 
-        table = tabulate(data, headers=headers, tablefmt="orgtbl")
+        print_rich_table(data, headers, summary="Lookahead Analysis")
-        print(table)
+        return data
-        return table, headers, data
 
     @staticmethod
     def export_to_csv(config: Dict[str, Any], lookahead_analysis: List[LookaheadAnalysis]):

freqtrade/optimize/analysis/recursive_helpers.py

@@ -7,6 +7,7 @@ from freqtrade.constants import Config
 from freqtrade.exceptions import OperationalException
 from freqtrade.optimize.analysis.recursive import RecursiveAnalysis
 from freqtrade.resolvers import StrategyResolver
+from freqtrade.util import print_rich_table
 
 
 logger = logging.getLogger(__name__)
@@ -16,9 +17,9 @@ class RecursiveAnalysisSubFunctions:
     @staticmethod
     def text_table_recursive_analysis_instances(recursive_instances: List[RecursiveAnalysis]):
         startups = recursive_instances[0]._startup_candle
-        headers = ["indicators"]
+        headers = ["Indicators"]
         for candle in startups:
-            headers.append(candle)
+            headers.append(str(candle))
 
         data = []
         for inst in recursive_instances:
@@ -30,13 +31,11 @@ class RecursiveAnalysisSubFunctions:
                     data.append(temp_data)
 
         if len(data) > 0:
-            from tabulate import tabulate
+            print_rich_table(data, headers, summary="Recursive Analysis")
 
-            table = tabulate(data, headers=headers, tablefmt="orgtbl")
+            return data
-            print(table)
-            return table, headers, data
 
-        return None, None, data
+        return data
 
     @staticmethod
     def calculate_config_overrides(config: Config):

freqtrade/optimize/hyperopt.py

@@ -14,14 +14,14 @@ from pathlib import Path
 from typing import Any, Dict, List, Optional, Tuple
 
 import rapidjson
-from colorama import init as colorama_init
 from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_objects
 from joblib.externals import cloudpickle
 from pandas import DataFrame
+from rich.align import Align
+from rich.console import Console
 from rich.progress import (
     BarColumn,
     MofNCompleteColumn,
-    Progress,
     TaskProgressColumn,
     TextColumn,
     TimeElapsedColumn,
@@ -40,6 +40,7 @@ from freqtrade.optimize.backtesting import Backtesting
 # Import IHyperOpt and IHyperOptLoss to allow unpickling classes from these modules
 from freqtrade.optimize.hyperopt_auto import HyperOptAuto
 from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss
+from freqtrade.optimize.hyperopt_output import HyperoptOutput
 from freqtrade.optimize.hyperopt_tools import (
     HyperoptStateContainer,
     HyperoptTools,
@@ -47,6 +48,7 @@ from freqtrade.optimize.hyperopt_tools import (
 )
 from freqtrade.optimize.optimize_reports import generate_strategy_stats
 from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver
+from freqtrade.util import CustomProgress
 
 
 # Suppress scikit-learn FutureWarnings from skopt
@@ -86,6 +88,8 @@ class Hyperopt:
         self.max_open_trades_space: List[Dimension] = []
         self.dimensions: List[Dimension] = []
 
+        self._hyper_out: HyperoptOutput = HyperoptOutput()
+
         self.config = config
         self.min_date: datetime
         self.max_date: datetime
@@ -260,7 +264,7 @@ class Hyperopt:
             result["max_open_trades"] = {"max_open_trades": strategy.max_open_trades}
         return result
 
-    def print_results(self, results) -> None:
+    def print_results(self, results: Dict[str, Any]) -> None:
         """
         Log results if it is better than any previous evaluation
         TODO: this should be moved to HyperoptTools too
@@ -268,17 +272,12 @@ class Hyperopt:
         is_best = results["is_best"]
 
         if self.print_all or is_best:
-            print(
+            self._hyper_out.add_data(
-                HyperoptTools.get_result_table(
                 self.config,
-                    results,
+                [results],
                 self.total_epochs,
                 self.print_all,
-                    self.print_colorized,
-                    self.hyperopt_table_header,
             )
-            )
-            self.hyperopt_table_header = 2
 
     def init_spaces(self):
         """
@@ -626,16 +625,16 @@ class Hyperopt:
 
         self.opt = self.get_optimizer(self.dimensions, config_jobs)
 
-        if self.print_colorized:
-            colorama_init(autoreset=True)
-
         try:
             with Parallel(n_jobs=config_jobs) as parallel:
                 jobs = parallel._effective_n_jobs()
                 logger.info(f"Effective number of parallel workers used: {jobs}")
+                console = Console(
+                    color_system="auto" if self.print_colorized else None,
+                )
 
                 # Define progressbar
-                with Progress(
+                with CustomProgress(
                     TextColumn("[progress.description]{task.description}"),
                     BarColumn(bar_width=None),
                     MofNCompleteColumn(),
@@ -645,6 +644,8 @@ class Hyperopt:
                     "•",
                     TimeRemainingColumn(),
                     expand=True,
+                    console=console,
+                    cust_objs=[Align.center(self._hyper_out.table)],
                 ) as pbar:
                     task = pbar.add_task("Epochs", total=self.total_epochs)
 

freqtrade/optimize/hyperopt_output.py

@@ -0,0 +1,123 @@
+import sys
+from typing import List, Optional, Union
+
+from rich.console import Console
+from rich.table import Table
+from rich.text import Text
+
+from freqtrade.constants import Config
+from freqtrade.optimize.optimize_reports import generate_wins_draws_losses
+from freqtrade.util import fmt_coin
+
+
+class HyperoptOutput:
+    def __init__(self):
+        self.table = Table(
+            title="Hyperopt results",
+        )
+        # Headers
+        self.table.add_column("Best", justify="left")
+        self.table.add_column("Epoch", justify="right")
+        self.table.add_column("Trades", justify="right")
+        self.table.add_column("Win  Draw  Loss  Win%", justify="right")
+        self.table.add_column("Avg profit", justify="right")
+        self.table.add_column("Profit", justify="right")
+        self.table.add_column("Avg duration", justify="right")
+        self.table.add_column("Objective", justify="right")
+        self.table.add_column("Max Drawdown (Acct)", justify="right")
+
+    def _add_row(self, data: List[Union[str, Text]]):
+        """Add single row"""
+        row_to_add: List[Union[str, Text]] = [r if isinstance(r, Text) else str(r) for r in data]
+
+        self.table.add_row(*row_to_add)
+
+    def _add_rows(self, data: List[List[Union[str, Text]]]):
+        """add multiple rows"""
+        for row in data:
+            self._add_row(row)
+
+    def print(self, console: Optional[Console] = None, *, print_colorized=True):
+        if not console:
+            console = Console(
+                color_system="auto" if print_colorized else None,
+                width=200 if "pytest" in sys.modules else None,
+            )
+
+        console.print(self.table)
+
+    def add_data(
+        self,
+        config: Config,
+        results: list,
+        total_epochs: int,
+        highlight_best: bool,
+    ) -> None:
+        """Format one or multiple rows and add them"""
+        stake_currency = config["stake_currency"]
+
+        for r in results:
+            self.table.add_row(
+                *[
+                    # "Best":
+                    (
+                        ("*" if r["is_initial_point"] or r["is_random"] else "")
+                        + (" Best" if r["is_best"] else "")
+                    ).lstrip(),
+                    # "Epoch":
+                    f"{r['current_epoch']}/{total_epochs}",
+                    # "Trades":
+                    str(r["results_metrics"]["total_trades"]),
+                    # "Win  Draw  Loss  Win%":
+                    generate_wins_draws_losses(
+                        r["results_metrics"]["wins"],
+                        r["results_metrics"]["draws"],
+                        r["results_metrics"]["losses"],
+                    ),
+                    # "Avg profit":
+                    f"{r['results_metrics']['profit_mean']:.2%}"
+                    if r["results_metrics"]["profit_mean"] is not None
+                    else "--",
+                    # "Profit":
+                    Text(
+                        "{} {}".format(
+                            fmt_coin(
+                                r["results_metrics"]["profit_total_abs"],
+                                stake_currency,
+                                keep_trailing_zeros=True,
+                            ),
+                            f"({r['results_metrics']['profit_total']:,.2%})".rjust(10, " "),
+                        )
+                        if r["results_metrics"].get("profit_total_abs", 0) != 0.0
+                        else "--",
+                        style=(
+                            "green"
+                            if r["results_metrics"].get("profit_total_abs", 0) > 0
+                            else "red"
+                        )
+                        if not r["is_best"]
+                        else "",
+                    ),
+                    # "Avg duration":
+                    str(r["results_metrics"]["holding_avg"]),
+                    # "Objective":
+                    f"{r['loss']:,.5f}" if r["loss"] != 100000 else "N/A",
+                    # "Max Drawdown (Acct)":
+                    "{} {}".format(
+                        fmt_coin(
+                            r["results_metrics"]["max_drawdown_abs"],
+                            stake_currency,
+                            keep_trailing_zeros=True,
+                        ),
+                        (f"({r['results_metrics']['max_drawdown_account']:,.2%})").rjust(10, " "),
+                    )
+                    if r["results_metrics"]["max_drawdown_account"] != 0.0
+                    else "--",
+                ],
+                style=" ".join(
+                    [
+                        "bold gold1" if r["is_best"] and highlight_best else "",
+                        "italic " if r["is_initial_point"] else "",
+                    ]
+                ),
+            )

freqtrade/optimize/hyperopt_tools.py

@@ -5,10 +5,7 @@ from pathlib import Path
 from typing import Any, Dict, Iterator, List, Optional, Tuple
 
 import numpy as np
-import pandas as pd
 import rapidjson
-import tabulate
-from colorama import Fore, Style
 from pandas import isna, json_normalize
 
 from freqtrade.constants import FTHYPT_FILEVERSION, Config
@@ -16,8 +13,6 @@ from freqtrade.enums import HyperoptState
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import deep_merge_dicts, round_dict, safe_value_fallback2
 from freqtrade.optimize.hyperopt_epoch_filters import hyperopt_filter_epochs
-from freqtrade.optimize.optimize_reports import generate_wins_draws_losses
-from freqtrade.util import fmt_coin
 
 
 logger = logging.getLogger(__name__)
@@ -357,175 +352,6 @@ class HyperoptTools:
             + f"Objective: {results['loss']:.5f}"
         )
 
-    @staticmethod
-    def prepare_trials_columns(trials: pd.DataFrame) -> pd.DataFrame:
-        trials["Best"] = ""
-
-        if "results_metrics.winsdrawslosses" not in trials.columns:
-            # Ensure compatibility with older versions of hyperopt results
-            trials["results_metrics.winsdrawslosses"] = "N/A"
-
-        has_account_drawdown = "results_metrics.max_drawdown_account" in trials.columns
-        if not has_account_drawdown:
-            # Ensure compatibility with older versions of hyperopt results
-            trials["results_metrics.max_drawdown_account"] = None
-        if "is_random" not in trials.columns:
-            trials["is_random"] = False
-
-        # New mode, using backtest result for metrics
-        trials["results_metrics.winsdrawslosses"] = trials.apply(
-            lambda x: generate_wins_draws_losses(
-                x["results_metrics.wins"], x["results_metrics.draws"], x["results_metrics.losses"]
-            ),
-            axis=1,
-        )
-
-        trials = trials[
-            [
-                "Best",
-                "current_epoch",
-                "results_metrics.total_trades",
-                "results_metrics.winsdrawslosses",
-                "results_metrics.profit_mean",
-                "results_metrics.profit_total_abs",
-                "results_metrics.profit_total",
-                "results_metrics.holding_avg",
-                "results_metrics.max_drawdown_account",
-                "results_metrics.max_drawdown_abs",
-                "loss",
-                "is_initial_point",
-                "is_random",
-                "is_best",
-            ]
-        ]
-
-        trials.columns = [
-            "Best",
-            "Epoch",
-            "Trades",
-            " Win  Draw  Loss  Win%",
-            "Avg profit",
-            "Total profit",
-            "Profit",
-            "Avg duration",
-            "max_drawdown_account",
-            "max_drawdown_abs",
-            "Objective",
-            "is_initial_point",
-            "is_random",
-            "is_best",
-        ]
-
-        return trials
-
-    @staticmethod
-    def get_result_table(
-        config: Config,
-        results: list,
-        total_epochs: int,
-        highlight_best: bool,
-        print_colorized: bool,
-        remove_header: int,
-    ) -> str:
-        """
-        Log result table
-        """
-        if not results:
-            return ""
-
-        tabulate.PRESERVE_WHITESPACE = True
-        trials = json_normalize(results, max_level=1)
-
-        trials = HyperoptTools.prepare_trials_columns(trials)
-
-        trials["is_profit"] = False
-        trials.loc[trials["is_initial_point"] | trials["is_random"], "Best"] = "*     "
-        trials.loc[trials["is_best"], "Best"] = "Best"
-        trials.loc[
-            (trials["is_initial_point"] | trials["is_random"]) & trials["is_best"], "Best"
-        ] = "* Best"
-        trials.loc[trials["Total profit"] > 0, "is_profit"] = True
-        trials["Trades"] = trials["Trades"].astype(str)
-        # perc_multi = 1 if legacy_mode else 100
-        trials["Epoch"] = trials["Epoch"].apply(
-            lambda x: "{}/{}".format(str(x).rjust(len(str(total_epochs)), " "), total_epochs)
-        )
-        trials["Avg profit"] = trials["Avg profit"].apply(
-            lambda x: f"{x:,.2%}".rjust(7, " ") if not isna(x) else "--".rjust(7, " ")
-        )
-        trials["Avg duration"] = trials["Avg duration"].apply(
-            lambda x: (
-                f"{x:,.1f} m".rjust(7, " ")
-                if isinstance(x, float)
-                else f"{x}"
-                if not isna(x)
-                else "--".rjust(7, " ")
-            )
-        )
-        trials["Objective"] = trials["Objective"].apply(
-            lambda x: f"{x:,.5f}".rjust(8, " ") if x != 100000 else "N/A".rjust(8, " ")
-        )
-
-        stake_currency = config["stake_currency"]
-
-        trials["Max Drawdown (Acct)"] = trials.apply(
-            lambda x: (
-                "{} {}".format(
-                    fmt_coin(x["max_drawdown_abs"], stake_currency, keep_trailing_zeros=True),
-                    (f"({x['max_drawdown_account']:,.2%})").rjust(10, " "),
-                ).rjust(25 + len(stake_currency))
-                if x["max_drawdown_account"] != 0.0
-                else "--".rjust(25 + len(stake_currency))
-            ),
-            axis=1,
-        )
-
-        trials = trials.drop(columns=["max_drawdown_abs", "max_drawdown_account"])
-
-        trials["Profit"] = trials.apply(
-            lambda x: (
-                "{} {}".format(
-                    fmt_coin(x["Total profit"], stake_currency, keep_trailing_zeros=True),
-                    f"({x['Profit']:,.2%})".rjust(10, " "),
-                ).rjust(25 + len(stake_currency))
-                if x["Total profit"] != 0.0
-                else "--".rjust(25 + len(stake_currency))
-            ),
-            axis=1,
-        )
-        trials = trials.drop(columns=["Total profit"])
-
-        if print_colorized:
-            trials2 = trials.astype(str)
-            for i in range(len(trials)):
-                if trials.loc[i]["is_profit"]:
-                    for j in range(len(trials.loc[i]) - 3):
-                        trials2.iat[i, j] = f"{Fore.GREEN}{str(trials.iloc[i, j])}{Fore.RESET}"
-                if trials.loc[i]["is_best"] and highlight_best:
-                    for j in range(len(trials.loc[i]) - 3):
-                        trials2.iat[i, j] = (
-                            f"{Style.BRIGHT}{str(trials.iloc[i, j])}{Style.RESET_ALL}"
-                        )
-            trials = trials2
-            del trials2
-        trials = trials.drop(columns=["is_initial_point", "is_best", "is_profit", "is_random"])
-        if remove_header > 0:
-            table = tabulate.tabulate(
-                trials.to_dict(orient="list"), tablefmt="orgtbl", headers="keys", stralign="right"
-            )
-
-            table = table.split("\n", remove_header)[remove_header]
-        elif remove_header < 0:
-            table = tabulate.tabulate(
-                trials.to_dict(orient="list"), tablefmt="psql", headers="keys", stralign="right"
-            )
-            table = "\n".join(table.split("\n")[0:remove_header])
-        else:
-            table = tabulate.tabulate(
-                trials.to_dict(orient="list"), tablefmt="psql", headers="keys", stralign="right"
-            )
-        return table
-
     @staticmethod
     def export_csv_file(config: Config, results: list, csv_file: str) -> None:
         """

freqtrade/util/__init__.py

@@ -15,6 +15,8 @@ from freqtrade.util.formatters import decimals_per_coin, fmt_coin, round_value
 from freqtrade.util.ft_precise import FtPrecise
 from freqtrade.util.measure_time import MeasureTime
 from freqtrade.util.periodic_cache import PeriodicCache
+from freqtrade.util.rich_progress import CustomProgress
+from freqtrade.util.rich_tables import print_df_rich_table, print_rich_table
 from freqtrade.util.template_renderer import render_template, render_template_with_fallback  # noqa
 
 
@@ -36,4 +38,7 @@ __all__ = [
     "round_value",
     "fmt_coin",
     "MeasureTime",
+    "print_rich_table",
+    "print_df_rich_table",
+    "CustomProgress",
 ]

freqtrade/util/rich_progress.py

@@ -0,0 +1,14 @@
+from typing import Union
+
+from rich.console import ConsoleRenderable, Group, RichCast
+from rich.progress import Progress
+
+
+class CustomProgress(Progress):
+    def __init__(self, *args, cust_objs, **kwargs) -> None:
+        self._cust_objs = cust_objs
+        super().__init__(*args, **kwargs)
+
+    def get_renderable(self) -> Union[ConsoleRenderable, RichCast, str]:
+        renderable = Group(*self._cust_objs, *self.get_renderables())
+        return renderable

freqtrade/util/rich_tables.py

@@ -0,0 +1,76 @@
+import sys
+from typing import Any, Dict, List, Optional, Sequence, Union
+
+from pandas import DataFrame
+from rich.console import Console
+from rich.table import Column, Table
+from rich.text import Text
+
+
+TextOrString = Union[str, Text]
+
+
+def print_rich_table(
+    tabular_data: Sequence[Union[Dict[str, Any], Sequence[TextOrString]]],
+    headers: Sequence[str],
+    summary: Optional[str] = None,
+    *,
+    table_kwargs: Optional[Dict[str, Any]] = None,
+) -> None:
+    table = Table(
+        *[c if isinstance(c, Column) else Column(c, justify="right") for c in headers],
+        title=summary,
+        **(table_kwargs or {}),
+    )
+
+    for row in tabular_data:
+        if isinstance(row, dict):
+            table.add_row(
+                *[
+                    row[header] if isinstance(row[header], Text) else str(row[header])
+                    for header in headers
+                ]
+            )
+
+        else:
+            row_to_add: List[Union[str, Text]] = [r if isinstance(r, Text) else str(r) for r in row]
+            table.add_row(*row_to_add)
+
+    console = Console(
+        width=200 if "pytest" in sys.modules else None,
+    )
+    console.print(table)
+
+
+def _format_value(value: Any, *, floatfmt: str) -> str:
+    if isinstance(value, float):
+        return f"{value:{floatfmt}}"
+    return str(value)
+
+
+def print_df_rich_table(
+    tabular_data: DataFrame,
+    headers: Sequence[str],
+    summary: Optional[str] = None,
+    *,
+    show_index=False,
+    index_name: Optional[str] = None,
+    table_kwargs: Optional[Dict[str, Any]] = None,
+) -> None:
+    table = Table(title=summary, **(table_kwargs or {}))
+
+    if show_index:
+        index_name = str(index_name) if index_name else tabular_data.index.name
+        table.add_column(index_name)
+
+    for header in headers:
+        table.add_column(header, justify="right")
+
+    for value_list in tabular_data.itertuples(index=show_index):
+        row = [_format_value(x, floatfmt=".3f") for x in value_list]
+        table.add_row(*row)
+
+    console = Console(
+        width=200 if "pytest" in sys.modules else None,
+    )
+    console.print(table)

requirements.txt

@@ -45,8 +45,6 @@ pyjwt==2.8.0
 aiofiles==24.1.0
 psutil==6.0.0
 
-# Support for colorized terminal output
-colorama==0.4.6
 # Building config files interactively
 questionary==2.0.1
 prompt-toolkit==3.0.36

setup.py

@@ -88,7 +88,6 @@ setup(
         "py_find_1st",
         "python-rapidjson",
         "orjson",
-        "colorama",
         "jinja2",
         "questionary",
         "prompt-toolkit",

tests/commands/test_commands.py

@@ -116,7 +116,7 @@ def test_list_exchanges(capsys):
 
     start_list_exchanges(get_args(args))
     captured = capsys.readouterr()
-    assert re.match(r"Exchanges available for Freqtrade.*", captured.out)
+    assert re.search(r".*Exchanges available for Freqtrade.*", captured.out)
     assert re.search(r".*binance.*", captured.out)
     assert re.search(r".*bybit.*", captured.out)
 
@@ -139,7 +139,7 @@ def test_list_exchanges(capsys):
 
     start_list_exchanges(get_args(args))
     captured = capsys.readouterr()
-    assert re.match(r"All exchanges supported by the ccxt library.*", captured.out)
+    assert re.search(r"All exchanges supported by the ccxt library.*", captured.out)
     assert re.search(r".*binance.*", captured.out)
     assert re.search(r".*bingx.*", captured.out)
     assert re.search(r".*bitmex.*", captured.out)
@@ -293,7 +293,7 @@ def test_list_markets(mocker, markets_static, capsys):
     pargs["config"] = None
     start_list_markets(pargs, False)
     captured = capsys.readouterr()
-    assert re.match("\nExchange Binance has 12 active markets:\n", captured.out)
+    assert re.search(r".*Exchange Binance has 12 active markets.*", captured.out)
 
     patch_exchange(mocker, api_mock=api_mock, exchange="binance", mock_markets=markets_static)
     # Test with --all: all markets
@@ -491,7 +491,7 @@ def test_list_markets(mocker, markets_static, capsys):
     ]
     start_list_markets(get_args(args), False)
     captured = capsys.readouterr()
-    assert "Exchange Binance has 12 active markets:\n" in captured.out
+    assert "Exchange Binance has 12 active markets" in captured.out
 
     # Test tabular output, no markets found
     args = [
@@ -1633,8 +1633,8 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
     assert "Found 16 pair / timeframe combinations." in captured.out
-    assert "\n|         Pair |       Timeframe |   Type |\n" in captured.out
+    assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
-    assert "\n| UNITTEST/BTC | 1m, 5m, 8m, 30m |   spot |\n" in captured.out
+    assert re.search(r"\n.* UNITTEST/BTC .* 1m, 5m, 8m, 30m .* spot |\n", captured.out)
 
     args = [
         "list-data",
@@ -1650,9 +1650,9 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
     assert "Found 2 pair / timeframe combinations." in captured.out
-    assert "\n|    Pair |   Timeframe |   Type |\n" in captured.out
+    assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
     assert "UNITTEST/BTC" not in captured.out
-    assert "\n| XRP/ETH |      1m, 5m |   spot |\n" in captured.out
+    assert re.search(r"\n.* XRP/ETH .* 1m, 5m .* spot |\n", captured.out)
 
     args = [
         "list-data",
@@ -1667,9 +1667,9 @@ def test_start_list_data(testdatadir, capsys):
     captured = capsys.readouterr()
 
     assert "Found 6 pair / timeframe combinations." in captured.out
-    assert "\n|               Pair |   Timeframe |         Type |\n" in captured.out
+    assert re.search(r".*Pair.*Timeframe.*Type.*\n", captured.out)
-    assert "\n|      XRP/USDT:USDT |      5m, 1h |      futures |\n" in captured.out
+    assert re.search(r"\n.* XRP/USDT:USDT .* 5m, 1h .* futures |\n", captured.out)
-    assert "\n|      XRP/USDT:USDT |      1h, 8h |         mark |\n" in captured.out
+    assert re.search(r"\n.* XRP/USDT:USDT .* 1h, 8h .* mark |\n", captured.out)
 
     args = [
         "list-data",
@@ -1684,15 +1684,12 @@ def test_start_list_data(testdatadir, capsys):
     start_list_data(pargs)
     captured = capsys.readouterr()
     assert "Found 2 pair / timeframe combinations." in captured.out
-    assert (
+    assert re.search(r".*Pair.*Timeframe.*Type.*From .* To .* Candles .*\n", captured.out)
-        "\n|    Pair |   Timeframe |   Type "
-        "|                From |                  To |   Candles |\n"
-    ) in captured.out
     assert "UNITTEST/BTC" not in captured.out
-    assert (
+    assert re.search(
-        "\n| XRP/ETH |          1m |   spot | "
+        r"\n.* XRP/USDT .* 1m .* spot .* 2019-10-11 00:00:00 .* 2019-10-13 11:19:00 .* 2469 |\n",
-        "2019-10-11 00:00:00 | 2019-10-13 11:19:00 |      2469 |\n"
+        captured.out,
-    ) in captured.out
+    )
 
 
 @pytest.mark.usefixtures("init_persistence")

tests/conftest_hyperopt.py

@@ -324,7 +324,8 @@ def hyperopt_test_result():
                 "profit_mean": None,
                 "profit_median": None,
                 "profit_total": 0,
-                "profit": 0.0,
+                "max_drawdown_account": 0.0,
+                "max_drawdown_abs": 0.0,
                 "holding_avg": timedelta(),
             },  # noqa: E501
             "results_explanation": "     0 trades. Avg profit    nan%. Total profit  0.00000000 BTC (   0.00Σ%). Avg duration   nan min.",  # noqa: E501

tests/data/test_entryexitanalysis.py

@@ -154,10 +154,10 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, use
     assert "-3.5" in captured.out
     assert "50" in captured.out
     assert "0" in captured.out
-    assert "0.01616" in captured.out
+    assert "0.016" in captured.out
     assert "34.049" in captured.out
-    assert "0.104411" in captured.out
+    assert "0.104" in captured.out
-    assert "52.8292" in captured.out
+    assert "52.829" in captured.out
 
     # test group 1
     args = get_args(base_args + ["--analysis-groups", "1"])

tests/optimize/test_hyperopt.py

@@ -291,9 +291,10 @@ def test_log_results_if_loss_improves(hyperopt, capsys) -> None:
             "is_best": True,
         }
     )
+    hyperopt._hyper_out.print()
     out, _err = capsys.readouterr()
     assert all(
-        x in out for x in ["Best", "2/2", " 1", "0.10%", "0.00100000 BTC    (1.00%)", "00:20:00"]
+        x in out for x in ["Best", "2/2", "1", "0.10%", "0.00100000 BTC    (1.00%)", "0:20:00"]
     )
 
 

tests/optimize/test_lookahead_analysis.py

@@ -147,7 +147,7 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
 
     instance = LookaheadAnalysis(lookahead_conf, strategy_obj)
     instance.current_analysis = analysis
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
 
@@ -163,14 +163,14 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
     analysis.false_exit_signals = 10
     instance = LookaheadAnalysis(lookahead_conf, strategy_obj)
     instance.current_analysis = analysis
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
     assert data[0][2].__contains__("error")
 
     # edit it into not showing an error
     instance.failed_bias_check = False
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
     assert data[0][0] == "strategy_test_v3_with_lookahead_bias.py"
@@ -183,7 +183,7 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
 
     analysis.false_indicators.append("falseIndicator1")
     analysis.false_indicators.append("falseIndicator2")
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance]
     )
 
@@ -193,7 +193,7 @@ def test_lookahead_helper_text_table_lookahead_analysis_instances(lookahead_conf
     assert len(data) == 1
 
     # check amount of multiple rows
-    _table, _headers, data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
+    data = LookaheadAnalysisSubFunctions.text_table_lookahead_analysis_instances(
         lookahead_conf, [instance, instance, instance]
     )
     assert len(data) == 3

tests/optimize/test_recursive_analysis.py

@@ -105,9 +105,7 @@ def test_recursive_helper_text_table_recursive_analysis_instances(recursive_conf
 
     instance = RecursiveAnalysis(recursive_conf, strategy_obj)
     instance.dict_recursive = dict_diff
-    _table, _headers, data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances(
+    data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances([instance])
-        [instance]
-    )
 
     # check row contents for a try that has too few signals
     assert data[0][0] == "rsi"
@@ -118,9 +116,7 @@ def test_recursive_helper_text_table_recursive_analysis_instances(recursive_conf
     dict_diff = dict()
     instance = RecursiveAnalysis(recursive_conf, strategy_obj)
     instance.dict_recursive = dict_diff
-    _table, _headers, data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances(
+    data = RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances([instance])
-        [instance]
-    )
     assert len(data) == 0