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Enhance backtest results with sell reason profit / loss table

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This commit is contained in:
Matthias 2019-12-25 09:39:29 +01:00
parent 5e6e625694
commit e5aed098b5
2 changed files with 10 additions and 8 deletions
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6
freqtrade/optimize/backtesting.py
View File

@ -183,9 +183,11 @@ class Backtesting:
Generate small table outlining Backtest results
"""
tabular_data = []
headers = ['Sell Reason', 'Count']
headers = ['Sell Reason', 'Count', 'Profit', 'Loss']
for reason, count in results['sell_reason'].value_counts().iteritems():
tabular_data.append([reason.value, count])
profit = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] >= 0)])
loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
tabular_data.append([reason.value, count, profit, loss])
return tabulate(tabular_data, headers=headers, tablefmt="pipe")
def _generate_text_table_strategy(self, all_results: dict) -> str:

12
tests/optimize/test_backtesting.py
View File

@ -394,8 +394,8 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
results = pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2, 0.3],
'profit_abs': [0.2, 0.4, 0.5],
'profit_percent': [0.1, 0.2, -0.3],
'profit_abs': [0.2, 0.4, -0.5],
'trade_duration': [10, 30, 10],
'profit': [2, 0, 0],
'loss': [0, 0, 1],
@ -404,10 +404,10 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
)
result_str = (
'| Sell Reason | Count |\n'
'|:--------------|--------:|\n'
'| roi | 2 |\n'
'| stop_loss | 1 |'
'| Sell Reason | Count | Profit | Loss |\n'
'|:--------------|--------:|---------:|-------:|\n'
'| roi | 2 | 2 | 0 |\n'
'| stop_loss | 1 | 0 | 1 |'
)
assert backtesting._generate_text_table_sell_reason(
data={'ETH/BTC': {}}, results=results) == result_str