update documentation and add default values

This commit is contained in:
Anuj Jain 2024-09-04 09:56:12 +05:30
parent 268683f8ea
commit 08d5174d02
2 changed files with 25 additions and 2 deletions

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@ -122,6 +122,27 @@ automatically accessible by including them on the indicator-list, and these incl
- **profit_ratio :** trade profit ratio - **profit_ratio :** trade profit ratio
- **profit_abs :** absolute profit return of the trade - **profit_abs :** absolute profit return of the trade
#### Sample Output for Indicator Values
```bash
freqtrade backtesting-analysis -c user_data/config.json --analysis-groups 0 --indicator-list chikou_span tenkan_sen
```
In this example,
we aim to display the `chikou_span` and `tenkan_sen` indicator values at both the entry and exit points of trades.
A sample output for indicators might look like this:
| pair | open_date | enter_reason | exit_reason | chikou_span (entry) | tenkan_sen (entry) | chikou_span (exit) | tenkan_sen (exit) |
|-----------|---------------------------|--------------|-------------|---------------------|--------------------|--------------------|-------------------|
| DOGE/USDT | 2024-07-06 00:35:00+00:00 | | exit_signal | 0.105 | 0.106 | 0.105 | 0.107 |
| BTC/USDT | 2024-08-05 14:20:00+00:00 | | roi | 54643.440 | 51696.400 | 54386.000 | 52072.010 |
As shown in the table, `chikou_span (entry)` represents the indicator value at the time of trade entry,
while `chikou_span (exit)` reflects its value at the time of exit.
This detailed view of indicator values enhances the analysis.
The `(entry)` and `(exit)` suffixes are added to indicators
to distinguish the values at the entry and exit points of the trade.
### Filtering the trade output by date ### Filtering the trade output by date

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@ -51,7 +51,9 @@ def _load_exit_signal_candles(backtest_dir: Path) -> Dict[str, Dict[str, pd.Data
return _load_backtest_analysis_data(backtest_dir, "exited") return _load_backtest_analysis_data(backtest_dir, "exited")
def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_candles, date_col: str): def _process_candles_and_indicators(
pairlist, strategy_name, trades, signal_candles, date_col: str = "open_date"
):
analysed_trades_dict: Dict[str, Dict] = {strategy_name: {}} analysed_trades_dict: Dict[str, Dict] = {strategy_name: {}}
try: try:
@ -69,7 +71,7 @@ def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_cand
def _analyze_candles_and_indicators( def _analyze_candles_and_indicators(
pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, date_col: str pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, date_col: str = "open_date"
) -> pd.DataFrame: ) -> pd.DataFrame:
buyf = signal_candles buyf = signal_candles