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Merge pull request #1001 from xmatthias/feat/backtest_cum_profit

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Add cumulative profit to backtest result table
This commit is contained in:
Janne Sinivirta 2018-07-11 07:21:28 +03:00 committed by GitHub
commit aa2366346a
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2 changed files with 13 additions and 10 deletions
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14
freqtrade/optimize/backtesting.py
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@ -88,9 +88,9 @@ class Backtesting(object):
"""
stake_currency = str(self.config.get('stake_currency'))
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.1f')
tabular_data = []
headers = ['pair', 'buy count', 'avg profit %',
headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
for pair in data:
result = results[results.pair == pair]
@ -98,6 +98,7 @@ class Backtesting(object):
pair,
len(result.index),
result.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
result.profit_abs.sum(),
result.trade_duration.mean(),
len(result[result.profit_abs > 0]),
@ -109,6 +110,7 @@ class Backtesting(object):
'TOTAL',
len(results.index),
results.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
results.trade_duration.mean(),
len(results[results.profit_abs > 0]),
@ -312,9 +314,9 @@ class Backtesting(object):
self._store_backtest_result(self.config.get('exportfilename'), results)
logger.info(
'\n======================================== '
'\n================================================= '
'BACKTESTING REPORT'
' =========================================\n'
' ==================================================\n'
'%s',
self._generate_text_table(
data,
@ -323,9 +325,9 @@ class Backtesting(object):
)
logger.info(
'\n====================================== '
'\n=============================================== '
'LEFT OPEN TRADES REPORT'
' ======================================\n'
' ===============================================\n'
'%s',
self._generate_text_table(
data,

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

@ -391,15 +391,16 @@ def test_generate_text_table(default_conf, mocker):
)
result_str = (
'| pair | buy count | avg profit % | '
'| pair | buy count | avg profit % | cum profit % | '
'total profit BTC | avg duration | profit | loss |\n'
'|:--------|------------:|---------------:|'
'|:--------|------------:|---------------:|---------------:|'
'-------------------:|---------------:|---------:|-------:|\n'
'| ETH/BTC | 2 | 15.00 | '
'| ETH/BTC | 2 | 15.00 | 30.00 | '
'0.60000000 | 20.0 | 2 | 0 |\n'
'| TOTAL | 2 | 15.00 | '
'| TOTAL | 2 | 15.00 | 30.00 | '
'0.60000000 | 20.0 | 2 | 0 |'
)
print(result_str)
assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str