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Merge pull request #11561 from mrpabloyeah/calculate-and-save-all-metrics-per-pair

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Calculate and save all metrics per pair
This commit is contained in:
Matthias
2025-04-05 18:12:35 +02:00
committed by GitHub
parent 96baa90003 b6cf3cc57d
commit b7298f472c
2 changed files with 107 additions and 11 deletions
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tests/optimize/test_optimize_reports.py
+43 -4
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@@ -68,11 +68,21 @@ def test_text_table_bt_results(capsys):
"profit_ratio": [0.1, 0.2, -0.05],
"profit_abs": [0.2, 0.4, -0.1],
"trade_duration": [10, 30, 20],
"close_date": [
dt_utc(2017, 11, 14, 21, 35, 00),
dt_utc(2017, 11, 14, 22, 10, 00),
dt_utc(2017, 11, 14, 22, 43, 00),
],
}
)
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,
min_date=dt_from_ts(1510688220),
max_date=dt_from_ts(1510700340),
)
text_table_bt_results(pair_results, stake_currency="BTC", title="title")
text = capsys.readouterr().out
@@ -420,6 +430,10 @@ def test_generate_pair_metrics():
"profit_ratio": [0.1, 0.2],
"profit_abs": [0.2, 0.4],
"trade_duration": [10, 30],
"close_date": [
dt_utc(2017, 11, 14, 21, 35, 00),
dt_utc(2017, 11, 14, 22, 10, 00),
],
"wins": [2, 0],
"draws": [0, 0],
"losses": [0, 0],
@@ -427,7 +441,12 @@ def test_generate_pair_metrics():
)
pair_results = generate_pair_metrics(
["ETH/BTC"], stake_currency="BTC", starting_balance=2, results=results
["ETH/BTC"],
stake_currency="BTC",
starting_balance=2,
results=results,
min_date=dt_from_ts(1510688220),
max_date=dt_from_ts(1510700340),
)
assert isinstance(pair_results, list)
assert len(pair_results) == 2
@@ -512,6 +531,11 @@ def test_text_table_exit_reason(capsys):
"profit_ratio": [0.1, 0.2, -0.1],
"profit_abs": [0.2, 0.4, -0.2],
"trade_duration": [10, 30, 10],
"close_date": [
dt_utc(2017, 11, 14, 21, 35, 00),
dt_utc(2017, 11, 14, 22, 10, 00),
dt_utc(2017, 11, 14, 22, 43, 00),
],
"wins": [2, 0, 0],
"draws": [0, 0, 0],
"losses": [0, 0, 1],
@@ -520,7 +544,12 @@ def test_text_table_exit_reason(capsys):
)
exit_reason_stats = generate_tag_metrics(
"exit_reason", starting_balance=22, results=results, skip_nan=False
"exit_reason",
starting_balance=22,
results=results,
min_date=dt_from_ts(1510688220),
max_date=dt_from_ts(1510700340),
skip_nan=False,
)
text_table_tags("exit_tag", exit_reason_stats, "BTC")
text = capsys.readouterr().out
@@ -550,6 +579,11 @@ def test_generate_sell_reason_stats():
"profit_ratio": [0.1, 0.2, -0.1],
"profit_abs": [0.2, 0.4, -0.2],
"trade_duration": [10, 30, 10],
"close_date": [
dt_utc(2017, 11, 14, 21, 35, 00),
dt_utc(2017, 11, 14, 22, 10, 00),
dt_utc(2017, 11, 14, 22, 43, 00),
],
"wins": [2, 0, 0],
"draws": [0, 0, 0],
"losses": [0, 0, 1],
@@ -558,7 +592,12 @@ def test_generate_sell_reason_stats():
)
exit_reason_stats = generate_tag_metrics(
"exit_reason", starting_balance=22, results=results, skip_nan=False
"exit_reason",
starting_balance=22,
results=results,
min_date=dt_from_ts(1510688220),
max_date=dt_from_ts(1510700340),
skip_nan=False,
)
roi_result = exit_reason_stats[0]
assert roi_result["key"] == "roi"