lychiyu/frequi_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/frequi.git synced 2024-11-10 18:23:50 +00:00
Code Issues Actions Packages Projects Releases Wiki Activity

Add more options to BacktestReport

Browse Source
This commit is contained in:
Matthias 2020-07-26 19:36:47 +02:00
parent 9eddc34057
commit bbbddee5f4
3 changed files with 72 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

61
src/components/ftbot/BacktestResultView.vue
View File

@ -4,11 +4,25 @@
<h2>BacktestResult for {{ strategy }}</h2>
</div>
<div class="container">
<div class="row">Backtest days {{ backtestResult.backtest_days }}</div>
<b-card header="Metrics">
<b-table class="table-sm" :items="backtestResultStats" :fields="backtestResultFields">
</b-table>
</b-card>
<b-card header="Results per pair" class="mt-2">
<b-table class="table-sm" :items="backtestResult.results_per_pair" :fields="perPairFields">
</b-table>
</b-card>
<b-table class="table-sm" :items="backtestResultStats" :fields="backtestResultFields">
</b-table>
<TradeList class="trade-history" :trades="backtestResult.trades" />
<b-card header="Results per Sell-reason" class="mt-2">
<b-table
class="table-sm"
:items="backtestResult.sell_reason_summary"
:fields="perSellReason"
>
</b-table>
</b-card>
<TradeList class="trade-history mt-2" :trades="backtestResult.trades" />
</div>
</div>
</template>
@ -18,7 +32,7 @@ import TradeList from '@/components/ftbot/TradeList.vue';
import { Component, Vue, Prop } from 'vue-property-decorator';
import { StrategyBacktestResult } from '@/types';
import { timestampms } from '@/shared/formatters';
import { timestampms, formatPercent } from '@/shared/formatters';
@Component({
components: { TradeList },
@ -52,6 +66,43 @@ export default class BacktestResultView extends Vue {
];
}
get perPairFields() {
return [
{ key: 'key', label: 'Pair' },
{ key: 'trades', label: 'Buys' },
{ key: 'profit_mean', label: 'Avg Profit %', formatter: (value) => formatPercent(value, 2) },
{ key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
{ key: 'profit_total_abs', label: `Tot Profit ${this.backtestResult.stake_currency}` },
{
key: 'profit_total_pct',
label: 'Tot Profit %',
formatter: (value) => formatPercent(value, 2),
},
{ key: 'duration_avg', label: 'Avg Duration' },
{ key: 'wins', label: 'Wins' },
{ key: 'draws', label: 'Draws' },
{ key: 'losses', label: 'Losses' },
];
}
get perSellReason() {
return [
{ key: 'sell_reason', label: 'Sell Reason' },
{ key: 'trades', label: 'Buys' },
{ key: 'profit_mean', label: 'Avg Profit %', formatter: (value) => formatPercent(value, 2) },
{ key: 'profit_sum', label: 'Cum Profit %', formatter: (value) => formatPercent(value, 2) },
{ key: 'profit_total_abs', label: `Tot Profit ${this.backtestResult.stake_currency}` },
{
key: 'profit_total_pct',
label: 'Tot Profit %',
formatter: (value) => formatPercent(value, 2),
},
{ key: 'wins', label: 'Wins' },
{ key: 'draws', label: 'Draws' },
{ key: 'losses', label: 'Losses' },
];
}
backtestResultFields: Array<Record<string, string>> = [
{ key: 'metric', label: 'Metric' },
{ key: 'value', label: 'Value' },

3
src/types/backtest.ts
View File

@ -16,6 +16,7 @@ export interface PairResults {
profit_sum_pct: number;
profit_total_abs: number;
profit_total_pct: number;
profit_total: number;
trades: number;
wins: number;
}
@ -56,6 +57,8 @@ export interface StrategyBacktestResult {
results_per_pair: Array<PairResults>;
sell_reason_summary: Array<SellReasonResults>;
stake_amount: number;
stake_currency: string;
max_open_trades: number;
total_trades: number;
trades_per_day: number;
winner_holding_avg: number;

15
src/views/Backtesting.vue
View File

@ -1,7 +1,18 @@
<template>
<div class="container-fluid">
<div class="row mb-2">
<TimeRangeSelect v-model="timerange"></TimeRangeSelect>
<div class="row ml-1">
<div class="col-mb-12">
<TimeRangeSelect v-model="timerange"></TimeRangeSelect>
</div>
<div class="col-mb-12">
<b-form-group
label="Strategy"
label-for="strategyName"
invalid-feedback="Strategy is required"
>
<b-form-input id="strategyName" v-model="strategy"></b-form-input>
</b-form-group>
</div>
</div>
<div class="row">
<b-button variant="primary" :disabled="backtestRunning" @click="clickBacktest">