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Fix remaining tests

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Matthias
2024-03-30 13:28:13 +01:00
parent 1551f92832
commit 0906f050e5
2 changed files with 23 additions and 21 deletions
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3
freqtrade/optimize/optimize_reports/optimize_reports.py
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@@ -71,7 +71,8 @@ def _generate_result_line(result: DataFrame, starting_balance: int, first_column
'key': first_column, 'key': first_column,
'trades': len(result), 'trades': len(result),
'profit_mean': result['profit_ratio'].mean() if len(result) > 0 else 0.0, 'profit_mean': result['profit_ratio'].mean() if len(result) > 0 else 0.0,
'profit_mean_pct': result['profit_ratio'].mean() * 100.0 if len(result) > 0 else 0.0, 'profit_mean_pct': round(result['profit_ratio'].mean() * 100.0, 2
) if len(result) > 0 else 0.0,
'profit_sum': profit_sum, 'profit_sum': profit_sum,
'profit_sum_pct': round(profit_sum * 100.0, 2), 'profit_sum_pct': round(profit_sum * 100.0, 2),
'profit_total_abs': result['profit_abs'].sum(), 'profit_total_abs': result['profit_abs'].sum(),

41
tests/optimize/test_optimize_reports.py
View File

@@ -15,16 +15,16 @@ from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backte
from freqtrade.edge import PairInfo from freqtrade.edge import PairInfo
from freqtrade.enums import ExitType from freqtrade.enums import ExitType
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats, from freqtrade.optimize.optimize_reports import (generate_backtest_stats, generate_daily_stats,
generate_edge_table, generate_exit_reason_stats, generate_edge_table, generate_pair_metrics,
generate_pair_metrics,
generate_periodic_breakdown_stats, generate_periodic_breakdown_stats,
generate_strategy_comparison, generate_strategy_comparison,
generate_trading_stats, show_sorted_pairlist, generate_trading_stats, show_sorted_pairlist,
store_backtest_analysis_results, store_backtest_analysis_results,
store_backtest_stats, text_table_bt_results, store_backtest_stats, text_table_bt_results,
text_table_exit_reason, text_table_strategy) text_table_strategy)
from freqtrade.optimize.optimize_reports.bt_output import text_table_tags
from freqtrade.optimize.optimize_reports.optimize_reports import (_get_resample_from_period, from freqtrade.optimize.optimize_reports.optimize_reports import (_get_resample_from_period,
calc_streak) calc_streak, generate_tag_metrics)
from freqtrade.resolvers.strategy_resolver import StrategyResolver from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.util import dt_ts from freqtrade.util import dt_ts
from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc
@@ -392,20 +392,21 @@ def test_text_table_exit_reason():
) )
result_str = ( result_str = (
'| Exit Reason | Exits | Win Draws Loss Win% | Avg Profit % |' '| Exit Reason | Exits | Avg Profit % | Tot Profit BTC | Tot Profit % |'
' Tot Profit BTC | Tot Profit % |\n' ' Avg Duration | Win Draw Loss Win% |\n'
'|---------------+---------+--------------------------+----------------+' '|---------------+---------+----------------+------------------+----------------+'
'------------------+----------------|\n' '----------------+-------------------------|\n'
'| roi | 2 | 2 0 0 100 | 15 |' '| roi | 2 | 15.00 | 0.60000000 | 2.73 |'
' 0.6 | 15 |\n' ' 0:20:00 | 2 0 0 100 |\n'
'| stop_loss | 1 | 0 0 1 0 | -10 |' '| stop_loss | 1 | -10.00 | -0.20000000 | -0.91 |'
' -0.2 | -5 |' ' 0:10:00 | 0 0 1 0 |\n'
'| TOTAL | 3 | 6.67 | 0.40000000 | 1.82 |'
' 0:17:00 | 2 0 1 66.7 |'
) )
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2, exit_reason_stats = generate_tag_metrics('exit_reason', starting_balance=22,
results=results) results=results, skip_nan=False)
assert text_table_exit_reason(exit_reason_stats=exit_reason_stats, assert text_table_tags('exit_tag', exit_reason_stats, 'BTC') == result_str
stake_currency='BTC') == result_str
def test_generate_sell_reason_stats(): def test_generate_sell_reason_stats():
@@ -423,10 +424,10 @@ def test_generate_sell_reason_stats():
} }
) )
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2, exit_reason_stats = generate_tag_metrics('exit_reason', starting_balance=22,
results=results) results=results, skip_nan=False)
roi_result = exit_reason_stats[0] roi_result = exit_reason_stats[0]
assert roi_result['exit_reason'] == 'roi' assert roi_result['key'] == 'roi'
assert roi_result['trades'] == 2 assert roi_result['trades'] == 2
assert pytest.approx(roi_result['profit_mean']) == 0.15 assert pytest.approx(roi_result['profit_mean']) == 0.15
assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2) assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
@@ -435,7 +436,7 @@ def test_generate_sell_reason_stats():
stop_result = exit_reason_stats[1] stop_result = exit_reason_stats[1]
assert stop_result['exit_reason'] == 'stop_loss' assert stop_result['key'] == 'stop_loss'
assert stop_result['trades'] == 1 assert stop_result['trades'] == 1
assert pytest.approx(stop_result['profit_mean']) == -0.1 assert pytest.approx(stop_result['profit_mean']) == -0.1
assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2) assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)