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generate_pair_metrics does not need processed dict

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This commit is contained in:
Matthias 2022-01-07 08:44:11 +01:00
parent b77943af0d
commit 1203d08d1e
2 changed files with 10 additions and 9 deletions
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15
freqtrade/optimize/optimize_reports.py
View File

@ -99,11 +99,11 @@ def _generate_result_line(result: DataFrame, starting_balance: int, first_column
}
def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, starting_balance: int,
def generate_pair_metrics(pairlist: List[str], stake_currency: str, starting_balance: int,
results: DataFrame, skip_nan: bool = False) -> List[Dict]:
"""
Generates and returns a list for the given backtest data and the results dataframe
:param data: Dict of <pair: dataframe> containing data that was used during backtesting.
:param pairlist: Pairlist used
:param stake_currency: stake-currency - used to correctly name headers
:param starting_balance: Starting balance
:param results: Dataframe containing the backtest results
@ -113,7 +113,7 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, starting_b
tabular_data = []
for pair in data:
for pair in pairlist:
result = results[results['pair'] == pair]
if skip_nan and result['profit_abs'].isnull().all():
continue
@ -365,11 +365,12 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
if not isinstance(results, DataFrame):
return {}
config = content['config']
max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
pairlist = list(btdata.keys())
max_open_trades = min(config['max_open_trades'], len(pairlist))
starting_balance = config['dry_run_wallet']
stake_currency = config['stake_currency']
pair_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
pair_results = generate_pair_metrics(pairlist, stake_currency=stake_currency,
starting_balance=starting_balance,
results=results, skip_nan=False)
@ -378,7 +379,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
results=results)
left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency,
left_open_results = generate_pair_metrics(pairlist, stake_currency=stake_currency,
starting_balance=starting_balance,
results=results.loc[results['is_open']],
skip_nan=True)
@ -422,7 +423,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'trades_per_day': round(len(results) / backtest_days, 2),
'market_change': market_change,
'pairlist': list(btdata.keys()),
'pairlist': pairlist,
'stake_amount': config['stake_amount'],
'stake_currency': config['stake_currency'],
'stake_currency_decimals': decimals_per_coin(config['stake_currency']),

4
tests/optimize/test_optimize_reports.py
View File

@ -48,7 +48,7 @@ def test_text_table_bt_results():
' 0:20:00 | 2 0 1 66.7 |'
)
pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
pair_results = generate_pair_metrics(['ETH/BTC'], stake_currency='BTC',
starting_balance=4, results=results)
assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
@ -207,7 +207,7 @@ def test_generate_pair_metrics():
}
)
pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
pair_results = generate_pair_metrics(['ETH/BTC'], stake_currency='BTC',
starting_balance=2, results=results)
assert isinstance(pair_results, list)
assert len(pair_results) == 2