lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

fix some formatting issues

Browse Source
This commit is contained in:
gcarq 2017-11-14 23:46:48 +01:00
parent 5469293e5f
commit fb7ea169d4
2 changed files with 14 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/tests/conftest.py
View File

@ -56,6 +56,8 @@ def default_conf():
@pytest.fixture(scope="module")
def backtest_conf():
return {
"stake_currency": "BTC",
"stake_amount": 0.01,
"minimal_roi": {
"40": 0.0,
"30": 0.01,

19
freqtrade/tests/test_backtesting.py
View File

@ -59,7 +59,7 @@ def get_timeframe(data: Dict[str, Dict]) -> Tuple[Arrow, Arrow]:
return arrow.get(min_date), arrow.get(max_date)
def generate_text_table(data: Dict[str, Dict], results: DataFrame) -> str:
def generate_text_table(data: Dict[str, Dict], results: DataFrame, stake_currency) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:return: pretty printed table with tabulate as str
@ -72,7 +72,7 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame) -> str:
pair,
len(result.index),
'{:.2f}%'.format(result.profit.mean() * 100.0),
'{:.8f}'.format(result.profit.sum()),
'{:.08f} {}'.format(result.profit.sum(), stake_currency),
'{:.2f}'.format(result.duration.mean() * 5),
])
@ -81,7 +81,7 @@ def generate_text_table(data: Dict[str, Dict], results: DataFrame) -> str:
'TOTAL',
len(results.index),
'{:.2f}%'.format(results.profit.mean() * 100.0),
'{:.8f}'.format(results.profit.sum()),
'{:.08f} {}'.format(results.profit.sum(), stake_currency),
'{:.2f}'.format(results.duration.mean() * 5),
])
return tabulate(tabular_data, headers=headers)
@ -100,7 +100,7 @@ def backtest(backtest_conf, processed, mocker):
trade = Trade(
open_rate=row.close,
open_date=row.date,
amount=1,
amount=backtest_conf['stake_amount'],
fee=exchange.get_fee() * 2
)
# calculate win/lose forwards from buy point
@ -138,12 +138,17 @@ def test_backtest(backtest_conf, backdata, mocker):
config = config or backtest_conf
data = livedata or backdata
print('Using stake_currency: {} ...\nUsing stake_amount: {} ...'.format(
config['stake_currency'], config['stake_amount']
))
min_date, max_date = get_timeframe(data)
print('Measuring data from {} up to {} ...'.format(
min_date.isoformat(), max_date.isoformat()
))
results = backtest(config, preprocess(data), mocker)
print('====================== BACKTESTING REPORT ======================================\n')
print(generate_text_table(data, results))
print('====================== BACKTESTING REPORT ======================================\n\n'
'NOTE: This Report doesn\'t respect the limits of max_open_trades, \n'
' so the projected values should be taken with a grain of salt.\n')
print(generate_text_table(data, results, config['stake_currency']))