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Merge pull request #287 from gcarq/fix_tabulate

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Improve backtesting result formatting
This commit is contained in:
Samuel Husso 2018-01-02 19:00:54 +02:00 committed by GitHub
commit 1e3a29c049
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2 changed files with 16 additions and 13 deletions
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20
freqtrade/optimize/backtesting.py
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@ -41,27 +41,29 @@ def generate_text_table(
Generates and returns a text table for the given backtest data and the results dataframe
:return: pretty printed table with tabulate as str
"""
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
tabular_data = []
headers = ['pair', 'buy count', 'avg profit', 'total profit', 'avg duration']
headers = ['pair', 'buy count', 'avg profit %',
'total profit ' + stake_currency, 'avg duration']
for pair in data:
result = results[results.currency == pair]
tabular_data.append([
pair,
len(result.index),
'{:.2f}%'.format(result.profit_percent.mean() * 100.0),
'{:.08f} {}'.format(result.profit_BTC.sum(), stake_currency),
'{:.2f}'.format(result.duration.mean() * ticker_interval),
result.profit_percent.mean() * 100.0,
result.profit_BTC.sum(),
result.duration.mean() * ticker_interval,
])
# Append Total
tabular_data.append([
'TOTAL',
len(results.index),
'{:.2f}%'.format(results.profit_percent.mean() * 100.0),
'{:.08f} {}'.format(results.profit_BTC.sum(), stake_currency),
'{:.2f}'.format(results.duration.mean() * ticker_interval),
results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(),
results.duration.mean() * ticker_interval,
])
return tabulate(tabular_data, headers=headers)
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt)
def backtest(stake_amount: float, processed: Dict[str, DataFrame],
@ -173,6 +175,6 @@ def start(args):
config['stake_amount'], preprocess(data), max_open_trades, args.realistic_simulation
)
logger.info(
'\n====================== BACKTESTING REPORT ======================================\n%s',
'\n====================== BACKTESTING REPORT ================================\n%s',
generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
)

9
freqtrade/tests/optimize/test_backtesting.py
View File

@ -18,11 +18,12 @@ def test_generate_text_table():
'duration': [10, 30]
}
)
print(generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5))
assert generate_text_table({'BTC_ETH': {}}, results, 'BTC', 5) == (
'pair buy count avg profit total profit avg duration\n'
'------- ----------- ------------ -------------- --------------\n'
'BTC_ETH 2 15.00% 0.60000000 BTC 100\n'
'TOTAL 2 15.00% 0.60000000 BTC 100')
'pair buy count avg profit % total profit BTC avg duration\n'
'------- ----------- -------------- ------------------ --------------\n'
'BTC_ETH 2 15.00 0.60000000 100.0\n'
'TOTAL 2 15.00 0.60000000 100.0')
def test_get_timeframe():