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improve backtesting result formatting

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This commit is contained in:
Janne Sinivirta 2018-01-02 16:40:33 +02:00
parent 0c11d4443f
commit ae52880f81
2 changed files with 15 additions and 12 deletions
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18
freqtrade/optimize/backtesting.py
View File

@ -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],

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():