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

Calculate and save all metrics per pair (fix)

Browse Source
This commit is contained in:
mrpabloyeah
2025-03-25 20:16:57 +01:00
parent 916ef43f7f
commit be40e828a9
1 changed files with 16 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/optimize/optimize_reports/optimize_reports.py
+16 -7
View File
@@ -74,7 +74,7 @@ def _generate_result_line(
min_date: datetime, min_date: datetime,
max_date: datetime, max_date: datetime,
starting_balance: float, starting_balance: float,
first_column: str | list[str] first_column: str | list[str],
) -> dict: ) -> dict:
""" """
Generate one result dict, with "first_column" as key. Generate one result dict, with "first_column" as key.
@@ -168,13 +168,18 @@ def generate_pair_metrics( #
if skip_nan and result["profit_abs"].isnull().all(): if skip_nan and result["profit_abs"].isnull().all():
continue continue
tabular_data.append(_generate_result_line(result, min_date, max_date, starting_balance, pair)) tabular_data.append(
_generate_result_line(result, min_date, max_date, starting_balance, pair)
)
# Sort by total profit %: # Sort by total profit %:
tabular_data = sorted(tabular_data, key=lambda k: k["profit_total_abs"], reverse=True) tabular_data = sorted(tabular_data, key=lambda k: k["profit_total_abs"], reverse=True)
# Append Total # Append Total
tabular_data.append(_generate_result_line(results, min_date, max_date, starting_balance, "TOTAL")) tabular_data.append(
_generate_result_line(results, min_date, max_date, starting_balance, "TOTAL")
)
return tabular_data return tabular_data
@@ -203,13 +208,17 @@ def generate_tag_metrics(
if skip_nan and group["profit_abs"].isnull().all(): if skip_nan and group["profit_abs"].isnull().all():
continue continue
tabular_data.append(_generate_result_line(group, min_date, max_date, starting_balance, tags)) tabular_data.append(
_generate_result_line(group, min_date, max_date, starting_balance, tags)
)
# Sort by total profit %: # Sort by total profit %:
tabular_data = sorted(tabular_data, key=lambda k: k["profit_total_abs"], reverse=True) tabular_data = sorted(tabular_data, key=lambda k: k["profit_total_abs"], reverse=True)
# Append Total # Append Total
tabular_data.append(_generate_result_line(results, min_date, max_date, starting_balance, "TOTAL")) tabular_data.append(
_generate_result_line(results, min_date, max_date, starting_balance, "TOTAL")
)
return tabular_data return tabular_data
else: else:
return [] return []
@@ -436,7 +445,7 @@ def generate_strategy_stats(
results=results, results=results,
min_date=min_date, min_date=min_date,
max_date=max_date, max_date=max_date,
skip_nan=False skip_nan=False,
) )
exit_reason_stats = generate_tag_metrics( exit_reason_stats = generate_tag_metrics(
"exit_reason", "exit_reason",
@@ -444,7 +453,7 @@ def generate_strategy_stats(
results=results, results=results,
min_date=min_date, min_date=min_date,
max_date=max_date, max_date=max_date,
skip_nan=False skip_nan=False,
) )
mix_tag_stats = generate_tag_metrics( mix_tag_stats = generate_tag_metrics(
["enter_tag", "exit_reason"], ["enter_tag", "exit_reason"],