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

feat: initial backtest table to rich

Browse Source
This commit is contained in:
Matthias
2024-07-09 06:43:12 +02:00
parent 5765bb4a4f
commit a605ae20a7
2 changed files with 15 additions and 15 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/optimize/optimize_reports/bt_output.py
+12 -13
View File
@@ -46,22 +46,24 @@ def generate_wins_draws_losses(wins, draws, losses):
return f"{wins:>4} {draws:>4} {losses:>4} {wl_ratio:>4}" return f"{wins:>4} {draws:>4} {losses:>4} {wl_ratio:>4}"
def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: str) -> str: def text_table_bt_results(
pair_results: List[Dict[str, Any]], stake_currency: str, title: str
) -> str:
""" """
Generates and returns a text table for the given backtest data and the results dataframe Generates and returns a text table for the given backtest data and the results dataframe
:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
:param stake_currency: stake-currency - used to correctly name headers :param stake_currency: stake-currency - used to correctly name headers
:param title: Title of the table
:return: pretty printed table with tabulate as string :return: pretty printed table with tabulate as string
""" """
headers = _get_line_header("Pair", stake_currency, "Trades") headers = _get_line_header("Pair", stake_currency, "Trades")
floatfmt = _get_line_floatfmt(stake_currency)
output = [ output = [
[ [
t["key"], t["key"],
t["trades"], t["trades"],
t["profit_mean_pct"], t["profit_mean_pct"],
t["profit_total_abs"], f"{t['profit_total_abs']:.{decimals_per_coin(stake_currency)}f}",
t["profit_total_pct"], t["profit_total_pct"],
t["duration_avg"], t["duration_avg"],
generate_wins_draws_losses(t["wins"], t["draws"], t["losses"]), generate_wins_draws_losses(t["wins"], t["draws"], t["losses"]),
@@ -69,7 +71,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
for t in pair_results for t in pair_results
] ]
# Ignore type as floatfmt does allow tuples but mypy does not know that # Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers, floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") print_rich_table(output, headers, summary=title)
def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str: def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str:
@@ -422,15 +424,12 @@ def show_backtest_result(
""" """
# Print results # Print results
print(f"Result for strategy {strategy}") print(f"Result for strategy {strategy}")
table = text_table_bt_results(results["results_per_pair"], stake_currency=stake_currency) text_table_bt_results(
if isinstance(table, str): results["results_per_pair"], stake_currency=stake_currency, title="BACKTESTING REPORT"
print(" BACKTESTING REPORT ".center(len(table.splitlines()[0]), "=")) )
print(table) text_table_bt_results(
results["left_open_trades"], stake_currency=stake_currency, title="LEFT OPEN TRADES REPORT"
table = text_table_bt_results(results["left_open_trades"], stake_currency=stake_currency) )
if isinstance(table, str) and len(table) > 0:
print(" LEFT OPEN TRADES REPORT ".center(len(table.splitlines()[0]), "="))
print(table)
_show_tag_subresults(results, stake_currency) _show_tag_subresults(results, stake_currency)
tests/optimize/test_optimize_reports.py
+3 -2
View File
@@ -59,7 +59,7 @@ def _backup_file(file: Path, copy_file: bool = False) -> None:
copyfile(file_swp, file) copyfile(file_swp, file)
def test_text_table_bt_results(): def test_text_table_bt_results(capsys):
results = pd.DataFrame( results = pd.DataFrame(
{ {
"pair": ["ETH/BTC", "ETH/BTC", "ETH/BTC"], "pair": ["ETH/BTC", "ETH/BTC", "ETH/BTC"],
@@ -72,7 +72,8 @@ def test_text_table_bt_results():
pair_results = generate_pair_metrics( pair_results = generate_pair_metrics(
["ETH/BTC"], stake_currency="BTC", starting_balance=4, results=results ["ETH/BTC"], stake_currency="BTC", starting_balance=4, results=results
) )
text = text_table_bt_results(pair_results, stake_currency="BTC") text_table_bt_results(pair_results, stake_currency="BTC", title="title")
text = capsys.readouterr().out
re.search( re.search(
r".* Pair .* Trades .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* " r".* Pair .* Trades .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* "
r"Avg Duration .* Win Draw Loss Win% .*", r"Avg Duration .* Win Draw Loss Win% .*",