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Merge pull request #1672 from freqtrade/doc/remove_double

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Remove duplicate backtest-result-analysis documentation
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Misagh 2019-03-17 21:58:12 +01:00 committed by GitHub
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docs/backtesting.md
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@ -65,35 +65,7 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
python3 ./freqtrade/main.py backtesting --export trades python3 ./freqtrade/main.py backtesting --export trades
``` ```
The exported trades can be read using the following code for manual analysis, or can be used by the plotting script `plot_dataframe.py` in the scripts folder. The exported trades can be used for [further analysis](#further-backtest-result-analysis), or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
``` python
import json
from pathlib import Path
import pandas as pd
filename=Path('user_data/backtest_data/backtest-result.json')
with filename.open() as file:
data = json.load(file)
columns = ["pair", "profit", "opents", "closets", "index", "duration",
"open_rate", "close_rate", "open_at_end", "sell_reason"]
df = pd.DataFrame(data, columns=columns)
df['opents'] = pd.to_datetime(df['opents'],
unit='s',
utc=True,
infer_datetime_format=True
)
df['closets'] = pd.to_datetime(df['closets'],
unit='s',
utc=True,
infer_datetime_format=True
)
```
If you have some ideas for interesting / helpful backtest data analysis, feel free to submit a PR so the community can benefit from it.
#### Exporting trades to file specifying a custom filename #### Exporting trades to file specifying a custom filename
@ -263,7 +235,9 @@ df.groupby("pair")["sell_reason"].value_counts()
``` ```
This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable. This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable.
If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a PR so the community can benefit from it.
## Backtesting multiple strategies ## Backtesting multiple strategies