mirror of
https://github.com/freqtrade/frequi.git
synced 2024-11-10 18:23:50 +00:00
composition: migrate remaining components
This commit is contained in:
parent
2baabf7f04
commit
e969cf83a8
|
@ -67,7 +67,7 @@ export default defineComponent({
|
|||
get() {
|
||||
return botStore.botStores[props.bot.botId].autoRefresh;
|
||||
},
|
||||
set(_) {
|
||||
set() {
|
||||
// pass
|
||||
},
|
||||
});
|
||||
|
|
File diff suppressed because it is too large
Load Diff
|
@ -103,7 +103,7 @@ export default defineComponent({
|
|||
name: 'CandleChartContainer',
|
||||
components: { CandleChart, PlotConfigurator, vSelect },
|
||||
props: {
|
||||
trades: { required: false, default: [], type: Array as () => Trade[] },
|
||||
trades: { required: false, default: () => [], type: Array as () => Trade[] },
|
||||
availablePairs: { required: true, type: Array as () => string[] },
|
||||
timeframe: { required: true, type: String },
|
||||
historicView: { required: false, default: false, type: Boolean },
|
||||
|
|
|
@ -18,7 +18,7 @@ import {
|
|||
} from 'echarts/components';
|
||||
|
||||
import { ClosedTrade, CumProfitData, CumProfitDataPerDate } from '@/types';
|
||||
import { defineComponent, ref, computed } from '@vue/composition-api';
|
||||
import { defineComponent, ref, computed, watch } from '@vue/composition-api';
|
||||
import { useSettingsStore } from '@/stores/settings';
|
||||
|
||||
use([
|
||||
|
@ -50,50 +50,55 @@ export default defineComponent({
|
|||
setup(props) {
|
||||
const settingsStore = useSettingsStore();
|
||||
const botList = ref<string[]>([]);
|
||||
const cumulativeData = computed(() => {
|
||||
botList.value = [];
|
||||
const res: CumProfitData[] = [];
|
||||
const resD: CumProfitDataPerDate = {};
|
||||
const closedTrades = props.trades
|
||||
.slice()
|
||||
.sort((a, b) => (a.close_timestamp > b.close_timestamp ? 1 : -1));
|
||||
let profit = 0.0;
|
||||
const cumulativeData = ref<{ date: number; profit: any }[]>([]);
|
||||
|
||||
for (let i = 0, len = closedTrades.length; i < len; i += 1) {
|
||||
const trade = closedTrades[i];
|
||||
watch(
|
||||
() => props.trades,
|
||||
() => {
|
||||
botList.value = [];
|
||||
const res: CumProfitData[] = [];
|
||||
const resD: CumProfitDataPerDate = {};
|
||||
const closedTrades = props.trades
|
||||
.slice()
|
||||
.sort((a, b) => (a.close_timestamp > b.close_timestamp ? 1 : -1));
|
||||
let profit = 0.0;
|
||||
|
||||
if (trade.close_timestamp && trade[props.profitColumn]) {
|
||||
profit += trade[props.profitColumn];
|
||||
if (!resD[trade.close_timestamp]) {
|
||||
// New timestamp
|
||||
resD[trade.close_timestamp] = { profit, [trade.botId]: profit };
|
||||
} else {
|
||||
// Add to existing profit
|
||||
resD[trade.close_timestamp].profit += trade[props.profitColumn];
|
||||
if (resD[trade.close_timestamp][trade.botId]) {
|
||||
resD[trade.close_timestamp][trade.botId] += trade[props.profitColumn];
|
||||
for (let i = 0, len = closedTrades.length; i < len; i += 1) {
|
||||
const trade = closedTrades[i];
|
||||
|
||||
if (trade.close_timestamp && trade[props.profitColumn]) {
|
||||
profit += trade[props.profitColumn];
|
||||
if (!resD[trade.close_timestamp]) {
|
||||
// New timestamp
|
||||
resD[trade.close_timestamp] = { profit, [trade.botId]: profit };
|
||||
} else {
|
||||
resD[trade.close_timestamp][trade.botId] = profit;
|
||||
// Add to existing profit
|
||||
resD[trade.close_timestamp].profit += trade[props.profitColumn];
|
||||
if (resD[trade.close_timestamp][trade.botId]) {
|
||||
resD[trade.close_timestamp][trade.botId] += trade[props.profitColumn];
|
||||
} else {
|
||||
resD[trade.close_timestamp][trade.botId] = profit;
|
||||
}
|
||||
}
|
||||
// console.log(trade.close_date, profit);
|
||||
res.push({ date: trade.close_timestamp, profit, [trade.botId]: profit });
|
||||
if (!botList.value.includes(trade.botId)) {
|
||||
botList.value.push(trade.botId);
|
||||
}
|
||||
}
|
||||
// console.log(trade.close_date, profit);
|
||||
res.push({ date: trade.close_timestamp, profit, [trade.botId]: profit });
|
||||
if (!botList.value.includes(trade.botId)) {
|
||||
botList.value.push(trade.botId);
|
||||
}
|
||||
}
|
||||
}
|
||||
// console.log(resD);
|
||||
// console.log(resD);
|
||||
|
||||
return Object.entries(resD).map(([k, v]) => {
|
||||
const obj = { date: parseInt(k, 10), profit: v.profit };
|
||||
// TODO: The below could allow "lines" per bot"
|
||||
// this.botList.forEach((botId) => {
|
||||
// obj[botId] = v[botId];
|
||||
// });
|
||||
return obj;
|
||||
});
|
||||
});
|
||||
cumulativeData.value = Object.entries(resD).map(([k, v]) => {
|
||||
const obj = { date: parseInt(k, 10), profit: v.profit };
|
||||
// TODO: The below could allow "lines" per bot"
|
||||
// this.botList.forEach((botId) => {
|
||||
// obj[botId] = v[botId];
|
||||
// });
|
||||
return obj;
|
||||
});
|
||||
},
|
||||
);
|
||||
|
||||
const chartOptions = computed((): EChartsOption => {
|
||||
const chartOptionsLoc: EChartsOption = {
|
||||
|
|
|
@ -59,11 +59,9 @@
|
|||
|
||||
<script lang="ts">
|
||||
import TradeList from '@/components/ftbot/TradeList.vue';
|
||||
import { Component, Vue, Prop } from 'vue-property-decorator';
|
||||
import { StrategyBacktestResult, Trade } from '@/types';
|
||||
|
||||
import ValuePair from '@/components/general/ValuePair.vue';
|
||||
|
||||
import { defineComponent, computed } from '@vue/composition-api';
|
||||
import {
|
||||
timestampms,
|
||||
formatPercent,
|
||||
|
@ -71,298 +69,310 @@ import {
|
|||
humanizeDurationFromSeconds,
|
||||
} from '@/shared/formatters';
|
||||
|
||||
@Component({
|
||||
export default defineComponent({
|
||||
name: 'LoginModal',
|
||||
components: {
|
||||
TradeList,
|
||||
ValuePair,
|
||||
},
|
||||
})
|
||||
export default class BacktestResultView extends Vue {
|
||||
@Prop({ required: true }) readonly backtestResult!: StrategyBacktestResult;
|
||||
props: {
|
||||
backtestResult: { required: true, type: Object as () => StrategyBacktestResult },
|
||||
},
|
||||
setup(props) {
|
||||
const hasBacktestResult = computed(() => {
|
||||
return !!props.backtestResult;
|
||||
});
|
||||
|
||||
get hasBacktestResult() {
|
||||
return !!this.backtestResult;
|
||||
}
|
||||
const formatPriceStake = (price) => {
|
||||
return `${formatPrice(price, props.backtestResult.stake_currency_decimals)} ${
|
||||
props.backtestResult.stake_currency
|
||||
}`;
|
||||
};
|
||||
const getSortedTrades = (backtestResult: StrategyBacktestResult): Trade[] => {
|
||||
const sortedTrades = backtestResult.trades
|
||||
.slice()
|
||||
.sort((a, b) => a.profit_ratio - b.profit_ratio);
|
||||
return sortedTrades;
|
||||
};
|
||||
|
||||
getSortedTrades(backtestResult: StrategyBacktestResult): Trade[] {
|
||||
const sortedTrades = backtestResult.trades
|
||||
.slice()
|
||||
.sort((a, b) => a.profit_ratio - b.profit_ratio);
|
||||
return sortedTrades;
|
||||
}
|
||||
const bestPair = computed((): string => {
|
||||
const trades = getSortedTrades(props.backtestResult);
|
||||
const value = trades[trades.length - 1];
|
||||
return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
|
||||
});
|
||||
const worstPair = computed((): string => {
|
||||
const trades = getSortedTrades(props.backtestResult);
|
||||
const value = trades[0];
|
||||
return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
|
||||
});
|
||||
const backtestResultStats = computed(() => {
|
||||
// Transpose Result into readable format
|
||||
const shortMetrics =
|
||||
props.backtestResult?.trade_count_short && props.backtestResult?.trade_count_short > 0
|
||||
? [
|
||||
{ metric: '___', value: '___' },
|
||||
{
|
||||
metric: 'Long / Short',
|
||||
value: `${props.backtestResult.trade_count_long} / ${props.backtestResult.trade_count_short}`,
|
||||
},
|
||||
{
|
||||
metric: 'Total profit Long',
|
||||
value: `${formatPercent(
|
||||
props.backtestResult.profit_total_long || 0,
|
||||
)} | ${formatPriceStake(props.backtestResult.profit_total_long_abs)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Total profit Short',
|
||||
value: `${formatPercent(
|
||||
props.backtestResult.profit_total_short || 0,
|
||||
)} | ${formatPriceStake(props.backtestResult.profit_total_short_abs)}`,
|
||||
},
|
||||
]
|
||||
: [];
|
||||
|
||||
formatPriceStake(price) {
|
||||
return `${formatPrice(price, this.backtestResult.stake_currency_decimals)} ${
|
||||
this.backtestResult.stake_currency
|
||||
}`;
|
||||
}
|
||||
return [
|
||||
{
|
||||
metric: 'Total Profit',
|
||||
value: `${formatPercent(props.backtestResult.profit_total)} | ${formatPriceStake(
|
||||
props.backtestResult.profit_total_abs,
|
||||
)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Total trades / Daily Avg Trades',
|
||||
value: `${props.backtestResult.total_trades} / ${props.backtestResult.trades_per_day}`,
|
||||
},
|
||||
// { metric: 'First trade', value: props.backtestResult.backtest_fi },
|
||||
// { metric: 'First trade Pair', value: props.backtestResult.backtest_best_day },
|
||||
{
|
||||
metric: 'Best day',
|
||||
value: `${formatPercent(props.backtestResult.backtest_best_day, 2)} | ${formatPriceStake(
|
||||
props.backtestResult.backtest_best_day_abs,
|
||||
)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Worst day',
|
||||
value: `${formatPercent(props.backtestResult.backtest_worst_day, 2)} | ${formatPriceStake(
|
||||
props.backtestResult.backtest_worst_day_abs,
|
||||
)}`,
|
||||
},
|
||||
|
||||
get bestPair(): string {
|
||||
const trades = this.getSortedTrades(this.backtestResult);
|
||||
const value = trades[trades.length - 1];
|
||||
return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
|
||||
}
|
||||
{
|
||||
metric: 'Win/Draw/Loss',
|
||||
value: `${
|
||||
props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
|
||||
.wins
|
||||
} / ${
|
||||
props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
|
||||
.draws
|
||||
} / ${
|
||||
props.backtestResult.results_per_pair[props.backtestResult.results_per_pair.length - 1]
|
||||
.losses
|
||||
}`,
|
||||
},
|
||||
{
|
||||
metric: 'Days win/draw/loss',
|
||||
value: `${props.backtestResult.winning_days} / ${props.backtestResult.draw_days} / ${props.backtestResult.losing_days}`,
|
||||
},
|
||||
|
||||
get worstPair(): string {
|
||||
const trades = this.getSortedTrades(this.backtestResult);
|
||||
const value = trades[0];
|
||||
return `${value.pair} ${formatPercent(value.profit_ratio, 2)}`;
|
||||
}
|
||||
{
|
||||
metric: 'Avg. Duration winners',
|
||||
value: humanizeDurationFromSeconds(props.backtestResult.winner_holding_avg),
|
||||
},
|
||||
{
|
||||
metric: 'Avg. Duration Losers',
|
||||
value: humanizeDurationFromSeconds(props.backtestResult.loser_holding_avg),
|
||||
},
|
||||
{ metric: 'Rejected entry signals', value: props.backtestResult.rejected_signals },
|
||||
{
|
||||
metric: 'Entry/Exit timeouts',
|
||||
value: `${props.backtestResult.timedout_entry_orders} / ${props.backtestResult.timedout_exit_orders}`,
|
||||
},
|
||||
|
||||
get backtestResultStats() {
|
||||
// Transpose Result into readable format
|
||||
const shortMetrics =
|
||||
this.backtestResult?.trade_count_short && this.backtestResult?.trade_count_short > 0
|
||||
? [
|
||||
{ metric: '___', value: '___' },
|
||||
{
|
||||
metric: 'Long / Short',
|
||||
value: `${this.backtestResult.trade_count_long} / ${this.backtestResult.trade_count_short}`,
|
||||
},
|
||||
{
|
||||
metric: 'Total profit Long',
|
||||
value: `${formatPercent(
|
||||
this.backtestResult.profit_total_long || 0,
|
||||
)} | ${this.formatPriceStake(this.backtestResult.profit_total_long_abs)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Total profit Short',
|
||||
value: `${formatPercent(
|
||||
this.backtestResult.profit_total_short || 0,
|
||||
)} | ${this.formatPriceStake(this.backtestResult.profit_total_short_abs)}`,
|
||||
},
|
||||
]
|
||||
: [];
|
||||
...shortMetrics,
|
||||
|
||||
return [
|
||||
{
|
||||
metric: 'Total Profit',
|
||||
value: `${formatPercent(this.backtestResult.profit_total)} | ${this.formatPriceStake(
|
||||
this.backtestResult.profit_total_abs,
|
||||
)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Total trades / Daily Avg Trades',
|
||||
value: `${this.backtestResult.total_trades} / ${this.backtestResult.trades_per_day}`,
|
||||
},
|
||||
// { metric: 'First trade', value: this.backtestResult.backtest_fi },
|
||||
// { metric: 'First trade Pair', value: this.backtestResult.backtest_best_day },
|
||||
{
|
||||
metric: 'Best day',
|
||||
value: `${formatPercent(
|
||||
this.backtestResult.backtest_best_day,
|
||||
2,
|
||||
)} | ${this.formatPriceStake(this.backtestResult.backtest_best_day_abs)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Worst day',
|
||||
value: `${formatPercent(
|
||||
this.backtestResult.backtest_worst_day,
|
||||
2,
|
||||
)} | ${this.formatPriceStake(this.backtestResult.backtest_worst_day_abs)}`,
|
||||
},
|
||||
{ metric: '___', value: '___' },
|
||||
{ metric: 'Min balance', value: formatPriceStake(props.backtestResult.csum_min) },
|
||||
{ metric: 'Max balance', value: formatPriceStake(props.backtestResult.csum_max) },
|
||||
{ metric: 'Market change', value: formatPercent(props.backtestResult.market_change) },
|
||||
{ metric: '___', value: '___' },
|
||||
{
|
||||
metric: 'Max Drawdown (Account)',
|
||||
value: formatPercent(props.backtestResult.max_drawdown_account),
|
||||
},
|
||||
{
|
||||
metric: 'Max Drawdown ABS',
|
||||
value: formatPriceStake(props.backtestResult.max_drawdown_abs),
|
||||
},
|
||||
{
|
||||
metric: 'Drawdown high | low',
|
||||
value: `${formatPriceStake(props.backtestResult.max_drawdown_high)} | ${formatPriceStake(
|
||||
props.backtestResult.max_drawdown_low,
|
||||
)}`,
|
||||
},
|
||||
{ metric: 'Drawdown start', value: timestampms(props.backtestResult.drawdown_start_ts) },
|
||||
{ metric: 'Drawdown end', value: timestampms(props.backtestResult.drawdown_end_ts) },
|
||||
{ metric: '___', value: '___' },
|
||||
|
||||
{
|
||||
metric: 'Win/Draw/Loss',
|
||||
value: `${
|
||||
this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1].wins
|
||||
} / ${
|
||||
this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1]
|
||||
.draws
|
||||
} / ${
|
||||
this.backtestResult.results_per_pair[this.backtestResult.results_per_pair.length - 1]
|
||||
.losses
|
||||
}`,
|
||||
},
|
||||
{
|
||||
metric: 'Days win/draw/loss',
|
||||
value: `${this.backtestResult.winning_days} / ${this.backtestResult.draw_days} / ${this.backtestResult.losing_days}`,
|
||||
},
|
||||
{
|
||||
metric: 'Best Pair',
|
||||
value: `${props.backtestResult.best_pair.key} ${formatPercent(
|
||||
props.backtestResult.best_pair.profit_sum,
|
||||
)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Worst Pair',
|
||||
value: `${props.backtestResult.worst_pair.key} ${formatPercent(
|
||||
props.backtestResult.worst_pair.profit_sum,
|
||||
)}`,
|
||||
},
|
||||
{ metric: 'Best single Trade', value: bestPair },
|
||||
{ metric: 'Worst single Trade', value: worstPair },
|
||||
];
|
||||
});
|
||||
|
||||
{
|
||||
metric: 'Avg. Duration winners',
|
||||
value: humanizeDurationFromSeconds(this.backtestResult.winner_holding_avg),
|
||||
},
|
||||
{
|
||||
metric: 'Avg. Duration Losers',
|
||||
value: humanizeDurationFromSeconds(this.backtestResult.loser_holding_avg),
|
||||
},
|
||||
{ metric: 'Rejected entry signals', value: this.backtestResult.rejected_signals },
|
||||
{
|
||||
metric: 'Entry/Exit timeouts',
|
||||
value: `${this.backtestResult.timedout_entry_orders} / ${this.backtestResult.timedout_exit_orders}`,
|
||||
},
|
||||
const backtestResultSettings = computed(() => {
|
||||
// Transpose Result into readable format
|
||||
return [
|
||||
{ setting: 'Backtesting from', value: timestampms(props.backtestResult.backtest_start_ts) },
|
||||
{ setting: 'Backtesting to', value: timestampms(props.backtestResult.backtest_end_ts) },
|
||||
{
|
||||
setting: 'BT execution time',
|
||||
value: humanizeDurationFromSeconds(
|
||||
props.backtestResult.backtest_run_end_ts - props.backtestResult.backtest_run_start_ts,
|
||||
),
|
||||
},
|
||||
{ setting: 'Max open trades', value: props.backtestResult.max_open_trades },
|
||||
{ setting: 'Timeframe', value: props.backtestResult.timeframe },
|
||||
{ setting: 'Timerange', value: props.backtestResult.timerange },
|
||||
{ setting: 'Stoploss', value: formatPercent(props.backtestResult.stoploss, 2) },
|
||||
{ setting: 'Trailing Stoploss', value: props.backtestResult.trailing_stop },
|
||||
{
|
||||
setting: 'Trail only when offset is reached',
|
||||
value: props.backtestResult.trailing_only_offset_is_reached,
|
||||
},
|
||||
{ setting: 'Trailing Stop positive', value: props.backtestResult.trailing_stop_positive },
|
||||
{
|
||||
setting: 'Trailing stop positive offset',
|
||||
value: props.backtestResult.trailing_stop_positive_offset,
|
||||
},
|
||||
{ setting: 'Custom Stoploss', value: props.backtestResult.use_custom_stoploss },
|
||||
{ setting: 'ROI', value: props.backtestResult.minimal_roi },
|
||||
{
|
||||
setting: 'Use Exit Signal',
|
||||
value:
|
||||
props.backtestResult.use_exit_signal !== undefined
|
||||
? props.backtestResult.use_exit_signal
|
||||
: props.backtestResult.use_sell_signal,
|
||||
},
|
||||
{
|
||||
setting: 'Exit profit only',
|
||||
value:
|
||||
props.backtestResult.exit_profit_only !== undefined
|
||||
? props.backtestResult.exit_profit_only
|
||||
: props.backtestResult.sell_profit_only,
|
||||
},
|
||||
{
|
||||
setting: 'Exit profit offset',
|
||||
value:
|
||||
props.backtestResult.exit_profit_offset !== undefined
|
||||
? props.backtestResult.exit_profit_offset
|
||||
: props.backtestResult.sell_profit_offset,
|
||||
},
|
||||
{ setting: 'Enable protections', value: props.backtestResult.enable_protections },
|
||||
{
|
||||
setting: 'Starting balance',
|
||||
value: formatPriceStake(props.backtestResult.starting_balance),
|
||||
},
|
||||
{
|
||||
setting: 'Final balance',
|
||||
value: formatPriceStake(props.backtestResult.final_balance),
|
||||
},
|
||||
{
|
||||
setting: 'Avg. stake amount',
|
||||
value: formatPriceStake(props.backtestResult.avg_stake_amount),
|
||||
},
|
||||
{
|
||||
setting: 'Total trade volume',
|
||||
value: formatPriceStake(props.backtestResult.total_volume),
|
||||
},
|
||||
];
|
||||
});
|
||||
const perPairFields = computed(() => {
|
||||
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 ${props.backtestResult.stake_currency}`,
|
||||
formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
|
||||
},
|
||||
{
|
||||
key: 'profit_total',
|
||||
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' },
|
||||
];
|
||||
});
|
||||
|
||||
...shortMetrics,
|
||||
const perExitReason = computed(() => {
|
||||
return [
|
||||
{ key: 'exit_reason', label: 'Exit 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 ${props.backtestResult.stake_currency}`,
|
||||
|
||||
{ metric: '___', value: '___' },
|
||||
{ metric: 'Min balance', value: this.formatPriceStake(this.backtestResult.csum_min) },
|
||||
{ metric: 'Max balance', value: this.formatPriceStake(this.backtestResult.csum_max) },
|
||||
{ metric: 'Market change', value: formatPercent(this.backtestResult.market_change) },
|
||||
{ metric: '___', value: '___' },
|
||||
{
|
||||
metric: 'Max Drawdown (Account)',
|
||||
value: formatPercent(this.backtestResult.max_drawdown_account),
|
||||
},
|
||||
{
|
||||
metric: 'Max Drawdown ABS',
|
||||
value: this.formatPriceStake(this.backtestResult.max_drawdown_abs),
|
||||
},
|
||||
{
|
||||
metric: 'Drawdown high | low',
|
||||
value: `${this.formatPriceStake(
|
||||
this.backtestResult.max_drawdown_high,
|
||||
)} | ${this.formatPriceStake(this.backtestResult.max_drawdown_low)}`,
|
||||
},
|
||||
{ metric: 'Drawdown start', value: timestampms(this.backtestResult.drawdown_start_ts) },
|
||||
{ metric: 'Drawdown end', value: timestampms(this.backtestResult.drawdown_end_ts) },
|
||||
{ metric: '___', value: '___' },
|
||||
|
||||
{
|
||||
metric: 'Best Pair',
|
||||
value: `${this.backtestResult.best_pair.key} ${formatPercent(
|
||||
this.backtestResult.best_pair.profit_sum,
|
||||
)}`,
|
||||
},
|
||||
{
|
||||
metric: 'Worst Pair',
|
||||
value: `${this.backtestResult.worst_pair.key} ${formatPercent(
|
||||
this.backtestResult.worst_pair.profit_sum,
|
||||
)}`,
|
||||
},
|
||||
{ metric: 'Best single Trade', value: this.bestPair },
|
||||
{ metric: 'Worst single Trade', value: this.worstPair },
|
||||
formatter: (value) => formatPrice(value, props.backtestResult.stake_currency_decimals),
|
||||
},
|
||||
{
|
||||
key: 'profit_total',
|
||||
label: 'Tot Profit %',
|
||||
formatter: (value) => formatPercent(value, 2),
|
||||
},
|
||||
{ key: 'wins', label: 'Wins' },
|
||||
{ key: 'draws', label: 'Draws' },
|
||||
{ key: 'losses', label: 'Losses' },
|
||||
];
|
||||
});
|
||||
const backtestResultFields: Array<Record<string, string>> = [
|
||||
{ key: 'metric', label: 'Metric' },
|
||||
{ key: 'value', label: 'Value' },
|
||||
];
|
||||
}
|
||||
|
||||
timestampms = timestampms;
|
||||
|
||||
formatPercent = formatPercent;
|
||||
|
||||
get backtestResultSettings() {
|
||||
// Transpose Result into readable format
|
||||
return [
|
||||
{ setting: 'Backtesting from', value: timestampms(this.backtestResult.backtest_start_ts) },
|
||||
{ setting: 'Backtesting to', value: timestampms(this.backtestResult.backtest_end_ts) },
|
||||
{
|
||||
setting: 'BT execution time',
|
||||
value: humanizeDurationFromSeconds(
|
||||
this.backtestResult.backtest_run_end_ts - this.backtestResult.backtest_run_start_ts,
|
||||
),
|
||||
},
|
||||
{ setting: 'Max open trades', value: this.backtestResult.max_open_trades },
|
||||
{ setting: 'Timeframe', value: this.backtestResult.timeframe },
|
||||
{ setting: 'Timerange', value: this.backtestResult.timerange },
|
||||
{ setting: 'Stoploss', value: formatPercent(this.backtestResult.stoploss, 2) },
|
||||
{ setting: 'Trailing Stoploss', value: this.backtestResult.trailing_stop },
|
||||
{
|
||||
setting: 'Trail only when offset is reached',
|
||||
value: this.backtestResult.trailing_only_offset_is_reached,
|
||||
},
|
||||
{ setting: 'Trailing Stop positive', value: this.backtestResult.trailing_stop_positive },
|
||||
{
|
||||
setting: 'Trailing stop positive offset',
|
||||
value: this.backtestResult.trailing_stop_positive_offset,
|
||||
},
|
||||
{ setting: 'Custom Stoploss', value: this.backtestResult.use_custom_stoploss },
|
||||
{ setting: 'ROI', value: this.backtestResult.minimal_roi },
|
||||
{
|
||||
setting: 'Use Exit Signal',
|
||||
value:
|
||||
this.backtestResult.use_exit_signal !== undefined
|
||||
? this.backtestResult.use_exit_signal
|
||||
: this.backtestResult.use_sell_signal,
|
||||
},
|
||||
{
|
||||
setting: 'Exit profit only',
|
||||
value:
|
||||
this.backtestResult.exit_profit_only !== undefined
|
||||
? this.backtestResult.exit_profit_only
|
||||
: this.backtestResult.sell_profit_only,
|
||||
},
|
||||
{
|
||||
setting: 'Exit profit offset',
|
||||
value:
|
||||
this.backtestResult.exit_profit_offset !== undefined
|
||||
? this.backtestResult.exit_profit_offset
|
||||
: this.backtestResult.sell_profit_offset,
|
||||
},
|
||||
{ setting: 'Enable protections', value: this.backtestResult.enable_protections },
|
||||
{
|
||||
setting: 'Starting balance',
|
||||
value: this.formatPriceStake(this.backtestResult.starting_balance),
|
||||
},
|
||||
{
|
||||
setting: 'Final balance',
|
||||
value: this.formatPriceStake(this.backtestResult.final_balance),
|
||||
},
|
||||
{
|
||||
setting: 'Avg. stake amount',
|
||||
value: this.formatPriceStake(this.backtestResult.avg_stake_amount),
|
||||
},
|
||||
{
|
||||
setting: 'Total trade volume',
|
||||
value: this.formatPriceStake(this.backtestResult.total_volume),
|
||||
},
|
||||
const backtestsettingFields: Array<Record<string, string>> = [
|
||||
{ key: 'setting', label: 'Setting' },
|
||||
{ key: 'value', label: 'Value' },
|
||||
];
|
||||
}
|
||||
|
||||
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}`,
|
||||
formatter: (value) => formatPrice(value, this.backtestResult.stake_currency_decimals),
|
||||
},
|
||||
{
|
||||
key: 'profit_total',
|
||||
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 perExitReason() {
|
||||
return [
|
||||
{ key: 'exit_reason', label: 'Exit 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}`,
|
||||
|
||||
formatter: (value) => formatPrice(value, this.backtestResult.stake_currency_decimals),
|
||||
},
|
||||
{
|
||||
key: 'profit_total',
|
||||
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' },
|
||||
];
|
||||
|
||||
backtestsettingFields: Array<Record<string, string>> = [
|
||||
{ key: 'setting', label: 'Setting' },
|
||||
{ key: 'value', label: 'Value' },
|
||||
];
|
||||
}
|
||||
return {
|
||||
hasBacktestResult,
|
||||
formatPriceStake,
|
||||
bestPair,
|
||||
worstPair,
|
||||
backtestResultStats,
|
||||
backtestResultSettings,
|
||||
perPairFields,
|
||||
perExitReason,
|
||||
backtestResultFields,
|
||||
backtestsettingFields,
|
||||
};
|
||||
},
|
||||
});
|
||||
</script>
|
||||
|
||||
<style lang="scss" scoped>
|
||||
|
|
|
@ -37,61 +37,64 @@
|
|||
</template>
|
||||
|
||||
<script lang="ts">
|
||||
import { Component, Vue, Emit, Prop, Watch } from 'vue-property-decorator';
|
||||
import { dateFromString, dateStringToTimeRange, timestampToDateString } from '@/shared/formatters';
|
||||
import { defineComponent, ref, computed, onMounted, watch } from '@vue/composition-api';
|
||||
|
||||
const now = new Date();
|
||||
@Component({})
|
||||
export default class TimeRangeSelect extends Vue {
|
||||
dateFrom = '';
|
||||
|
||||
dateTo = '';
|
||||
export default defineComponent({
|
||||
name: 'TimeRangeSelect',
|
||||
props: {
|
||||
value: { required: true, type: String },
|
||||
},
|
||||
setup(props, { emit }) {
|
||||
const dateFrom = ref<string>('');
|
||||
const dateTo = ref<string>('');
|
||||
|
||||
@Prop() value!: string;
|
||||
const timeRange = computed(() => {
|
||||
if (dateFrom.value !== '' || dateTo.value !== '') {
|
||||
return `${dateStringToTimeRange(dateFrom.value)}-${dateStringToTimeRange(dateTo.value)}`;
|
||||
}
|
||||
return '';
|
||||
});
|
||||
|
||||
@Emit('input')
|
||||
emitTimeRange() {
|
||||
return this.timeRange;
|
||||
}
|
||||
const updated = () => {
|
||||
emit('input', timeRange.value);
|
||||
};
|
||||
|
||||
@Watch('value')
|
||||
valueChanged(val) {
|
||||
console.log('TimeRange', val);
|
||||
if (val !== this.value) {
|
||||
this.updateInput();
|
||||
}
|
||||
}
|
||||
const updateInput = () => {
|
||||
const tr = props.value.split('-');
|
||||
if (tr[0]) {
|
||||
dateFrom.value = timestampToDateString(dateFromString(tr[0], 'yyyyMMdd'));
|
||||
}
|
||||
if (tr.length > 1 && tr[1]) {
|
||||
dateTo.value = timestampToDateString(dateFromString(tr[1], 'yyyyMMdd'));
|
||||
}
|
||||
updated();
|
||||
};
|
||||
|
||||
updateInput() {
|
||||
const tr = this.value.split('-');
|
||||
if (tr[0]) {
|
||||
this.dateFrom = timestampToDateString(dateFromString(tr[0], 'yyyyMMdd'));
|
||||
}
|
||||
if (tr.length > 1 && tr[1]) {
|
||||
this.dateTo = timestampToDateString(dateFromString(tr[1], 'yyyyMMdd'));
|
||||
}
|
||||
}
|
||||
watch(
|
||||
() => timeRange.value,
|
||||
() => updated(),
|
||||
);
|
||||
|
||||
created() {
|
||||
if (!this.value) {
|
||||
this.dateFrom = timestampToDateString(new Date(now.getFullYear(), now.getMonth() - 1, 1));
|
||||
} else {
|
||||
this.updateInput();
|
||||
}
|
||||
this.emitTimeRange();
|
||||
}
|
||||
onMounted(() => {
|
||||
if (!props.value) {
|
||||
dateFrom.value = timestampToDateString(new Date(now.getFullYear(), now.getMonth() - 1, 1));
|
||||
} else {
|
||||
updateInput();
|
||||
}
|
||||
emit('input', timeRange.value);
|
||||
});
|
||||
|
||||
updated() {
|
||||
this.emitTimeRange();
|
||||
}
|
||||
|
||||
get timeRange() {
|
||||
if (this.dateFrom !== '' || this.dateTo !== '') {
|
||||
return `${dateStringToTimeRange(this.dateFrom)}-${dateStringToTimeRange(this.dateTo)}`;
|
||||
}
|
||||
return '';
|
||||
}
|
||||
}
|
||||
return {
|
||||
dateFrom,
|
||||
dateTo,
|
||||
timeRange,
|
||||
updated,
|
||||
};
|
||||
},
|
||||
});
|
||||
</script>
|
||||
|
||||
<style scoped></style>
|
||||
|
|
Loading…
Reference in New Issue
Block a user