Merge pull request #1550 from freqtrade/feat/backtest-comparison

Add backtest comparison view, allowing the comparison of multiple strategies

src/components/ftbot/BacktestResultComparison.vue

@@ -0,0 +1,63 @@
+<template>
+  <div class="px-0 mw-100">
+    <div class="d-flex justify-content-center">
+      <h3>Backtest-result comparison</h3>
+    </div>
+
+    <!-- <div class="d-flex">
+      <div v-for="[key, result] in Object.entries(backtestResults)" :key="key" class="border m-1">
+        <BacktestResultSelectEntry :backtest-result="result" />
+      </div>
+    </div> -->
+    <div class="d-flex flex-column text-start ms-0 me-2 gap-2">
+      <div class="d-flex flex-column flex-xl-row">
+        <div class="px-0 px-xl-0 pt-2 pt-xl-0 ps-xl-1 flex-fill">
+          <b-table bordered :items="backtestResultStats" :fields="backtestResultFields">
+            <template
+              v-for="[key, result] in Object.entries(backtestResults)"
+              #[`head(${key})`]
+              :key="key"
+            >
+              <BacktestResultSelectEntry :backtest-result="result" />
+            </template>
+          </b-table>
+        </div>
+      </div>
+    </div>
+  </div>
+</template>
+
+<script setup lang="ts">
+import { BacktestResultInMemory } from '@/types';
+import { formatObjectForTable } from '@/shared/objectToTableItems';
+
+import { computed } from 'vue';
+import { generateBacktestMetricRows } from '@/shared/backtestMetrics';
+import { TableField } from 'bootstrap-vue-next';
+import BacktestResultSelectEntry from '@/components/ftbot/BacktestResultSelectEntry.vue';
+
+const props = defineProps({
+  backtestResults: { required: true, type: Object as () => Record<string, BacktestResultInMemory> },
+});
+
+const backtestResultStats = computed(() => {
+  const values = {};
+  Object.entries(props.backtestResults).forEach(([key, result]) => {
+    const tmp = generateBacktestMetricRows(result.strategy);
+    values[key] = tmp;
+  });
+  console.log(values);
+  // return '';
+  return formatObjectForTable(values, 'metric');
+});
+
+const backtestResultFields = computed<TableField[]>(() => {
+  const res = [{ key: 'metric', label: 'Metric' }];
+  Object.entries(props.backtestResults).forEach(([key, value]) => {
+    res.push({ key, label: value.metadata.strategyName });
+  });
+  return res;
+});
+</script>
+
+<style lang="scss" scoped></style>

src/components/ftbot/BacktestRun.vue

@@ -56,6 +56,7 @@
         <b-form-input
           id="starting-capital"
           v-model="btStore.startingCapital"
+          placeholder="Use config default"
           type="number"
           step="0.001"
         ></b-form-input>
@@ -66,20 +67,19 @@
         label-align-sm="right"
         label-for="stake-amount"
       >
-        <div class="d-flex">
-          <b-form-checkbox
-            id="stake-amount-bool"
-            v-model="btStore.stakeAmountUnlimited"
-            class="col-md-6"
-            >Unlimited stake</b-form-checkbox
-          >
-
+        <div class="d-flex align-items-center">
+          <div style="flex-basis: 100%" class="d-flex">
+            <b-form-checkbox id="stake-amount-bool" v-model="btStore.stakeAmountUnlimited"
+              >Unlimited stake</b-form-checkbox
+            >
+          </div>
           <b-form-input
             id="stake-amount"
             v-model="btStore.stakeAmount"
             type="number"
             placeholder="Use strategy default"
             step="0.01"
+            style="flex-basis: 100%"
             :disabled="btStore.stakeAmountUnlimited"
           ></b-form-input>
         </div>
@@ -90,6 +90,7 @@
         label="Enable Protections:"
         label-align-sm="right"
         label-for="enable-protections"
+        class="align-items-center"
       >
         <b-form-checkbox
           id="enable-protections"
@@ -102,6 +103,7 @@
         label="Cache Backtest results:"
         label-align-sm="right"
         label-for="enable-cache"
+        class="align-items-center"
       >
         <b-form-checkbox id="enable-cache" v-model="btStore.allowCache"></b-form-checkbox>
       </b-form-group>
@@ -111,6 +113,7 @@
           label="Enable FreqAI:"
           label-align-sm="right"
           label-for="enable-freqai"
+          class="align-items-center"
         >
           <template #label>
             <div class="d-flex justify-content-center">

src/components/ftbot/PairSummary.vue

@@ -1,6 +1,6 @@
 <template>
   <div>
-    <b-form-group v-if="backtestMode" label-for="trade-filter" class="mb-2">
+    <b-form-group v-if="backtestMode" label-for="trade-filter" class="mb-2 me-5">
       <b-form-input id="trade-filter" v-model="filterText" type="text" placeholder="Filter" />
     </b-form-group>
     <b-list-group>

src/components/ftbot/TradeListNav.vue

@@ -34,7 +34,7 @@
           </div>
           <b-button
             size="sm"
-            class="ms-auto"
+            class="ms-auto mt-auto"
             variant="outline-secondary"
             @click="ordersVisible[i] = !ordersVisible[i]"
             ><i-mdi-chevron-right v-if="!ordersVisible[i]" width="24" height="24" />

src/views/BacktestingView.vue

@@ -18,7 +18,7 @@
               class="mx-1 flex-samesize-items"
               value="historicResults"
               :disabled="!botStore.activeBot.canRunBacktest"
-              >Load Results</b-form-radio
+              ><i-mdi-cloud-download class="me-2" />Load Results</b-form-radio
             >
             <b-form-radio
               v-model="btFormMode"
@@ -27,7 +27,7 @@
               class="mx-1 flex-samesize-items"
               value="run"
               :disabled="!botStore.activeBot.canRunBacktest"
-              >Run backtest</b-form-radio
+              ><i-mdi-run-fast class="me-2" />Run backtest</b-form-radio
             >
             <b-form-radio
               id="bt-analyze-btn"
@@ -37,7 +37,17 @@
               class="mx-1 flex-samesize-items"
               value="results"
               :disabled="!hasBacktestResult"
-              >Analyze result</b-form-radio
+              ><i-mdi-table-eye class="me-2" />Analyze result</b-form-radio
+            >
+            <b-form-radio
+              v-if="hasMultiBacktestResult"
+              v-model="btFormMode"
+              name="bt-form-radios"
+              button
+              class="mx-1 flex-samesize-items"
+              value="compare-results"
+              :disabled="!hasMultiBacktestResult"
+              ><i-mdi-compare-horizontal class="me-2" />Compare results</b-form-radio
             >
             <b-form-radio
               v-model="btFormMode"
@@ -46,7 +56,7 @@
               class="mx-1 flex-samesize-items"
               value="visualize-summary"
               :disabled="!hasBacktestResult"
-              >Visualize summary</b-form-radio
+              ><i-mdi-chart-bell-curve-cumulative class="me-2" />Visualize summary</b-form-radio
             >
             <b-form-radio
               v-model="btFormMode"
@@ -55,7 +65,7 @@
               class="mx-1 flex-samesize-items"
               value="visualize"
               :disabled="!hasBacktestResult"
-              >Visualize result</b-form-radio
+              ><i-mdi-chart-timeline-variant-shimmer class="me-2" />Visualize result</b-form-radio
             >
           </div>
           <small v-show="botStore.activeBot.backtestRunning" class="text-end bt-running-label"
@@ -113,6 +123,12 @@
             class="flex-fill"
           />
 
+          <BacktestResultComparison
+            v-if="hasBacktestResult && btFormMode === 'compare-results'"
+            :backtest-results="botStore.activeBot.backtestHistory"
+            class="flex-fill"
+          />
+
           <BacktestGraphs
             v-if="hasBacktestResult && btFormMode === 'visualize-summary'"
             :trades="botStore.activeBot.selectedBacktestResult.trades"
@@ -141,6 +157,7 @@ import BacktestHistoryLoad from '@/components/ftbot/BacktestHistoryLoad.vue';
 import BacktestResultChart from '@/components/ftbot/BacktestResultChart.vue';
 import BacktestResultSelect from '@/components/ftbot/BacktestResultSelect.vue';
 import BacktestResultAnalysis from '@/components/ftbot/BacktestResultAnalysis.vue';
+import BacktestResultComparison from '@/components/ftbot/BacktestResultComparison.vue';
 import BacktestRun from '@/components/ftbot/BacktestRun.vue';
 
 import { formatPercent } from '@/shared/formatters';
@@ -153,6 +170,7 @@ enum BtRunModes {
   results = 'results',
   visualize = 'visualize',
   visualizesummary = 'visualize-summary',
+  compareresults = 'compare-results',
   historicresults = 'historicResults',
 }
 
@@ -164,6 +182,12 @@ const hasBacktestResult = computed(() =>
     ? Object.keys(botStore.activeBot.backtestHistory).length !== 0
     : false,
 );
+const hasMultiBacktestResult = computed(() =>
+  botStore.activeBot.backtestHistory
+    ? Object.keys(botStore.activeBot.backtestHistory).length > 1
+    : false,
+);
+
 const timeframe = computed((): string => {
   try {
     return botStore.activeBot.selectedBacktestResult.timeframe;