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feat: Update initial bt table

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This commit is contained in:
Matthias
2024-07-08 07:07:50 +02:00
parent 8393205489
commit 5765bb4a4f
2 changed files with 12 additions and 14 deletions
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20
freqtrade/optimize/optimize_reports/bt_output.py
View File

@@ -6,7 +6,7 @@ from tabulate import tabulate
from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
from freqtrade.optimize.optimize_reports.optimize_reports import generate_periodic_breakdown_stats
from freqtrade.types import BacktestResultType
from freqtrade.util import decimals_per_coin, fmt_coin
from freqtrade.util import decimals_per_coin, fmt_coin, print_rich_table
logger = logging.getLogger(__name__)
@@ -146,14 +146,13 @@ def text_table_periodic_breakdown(
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
def text_table_strategy(strategy_results, stake_currency: str) -> str:
def text_table_strategy(strategy_results, stake_currency: str, title: str):
"""
Generate summary table per strategy
:param strategy_results: Dict of <Strategyname: DataFrame> containing results for all strategies
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
floatfmt = _get_line_floatfmt(stake_currency)
headers = _get_line_header("Strategy", stake_currency, "Trades")
# _get_line_header() is also used for per-pair summary. Per-pair drawdown is mostly useless
# therefore we slip this column in only for strategy summary here.
@@ -177,8 +176,8 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
[
t["key"],
t["trades"],
t["profit_mean_pct"],
t["profit_total_abs"],
f"{t['profit_mean_pct']:.2f}",
f"{t['profit_total_abs']:.{decimals_per_coin(stake_currency)}f}",
t["profit_total_pct"],
t["duration_avg"],
generate_wins_draws_losses(t["wins"], t["draws"], t["losses"]),
@@ -186,8 +185,7 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
]
for t, drawdown in zip(strategy_results, drawdown)
]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers, floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
print_rich_table(output, headers, summary=title)
def text_table_add_metrics(strat_results: Dict) -> str:
@@ -472,15 +470,13 @@ def show_backtest_results(config: Config, backtest_stats: BacktestResultType):
if len(backtest_stats["strategy"]) > 0:
# Print Strategy summary table
table = text_table_strategy(backtest_stats["strategy_comparison"], stake_currency)
print(
f"Backtested {results['backtest_start']} -> {results['backtest_end']} |"
f" Max open trades : {results['max_open_trades']}"
)
print(" STRATEGY SUMMARY ".center(len(table.splitlines()[0]), "="))
print(table)
print("=" * len(table.splitlines()[0]))
print("\nFor more details, please look at the detail tables above")
text_table_strategy(
backtest_stats["strategy_comparison"], stake_currency, "STRATEGY SUMMARY"
)
def show_sorted_pairlist(config: Config, backtest_stats: BacktestResultType):

6
tests/optimize/test_optimize_reports.py
View File

@@ -507,7 +507,7 @@ def test_generate_sell_reason_stats():
assert stop_result["profit_mean_pct"] == round(stop_result["profit_mean"] * 100, 2)
def test_text_table_strategy(testdatadir):
def test_text_table_strategy(testdatadir, capsys):
filename = testdatadir / "backtest_results/backtest-result_multistrat.json"
bt_res_data = load_backtest_stats(filename)
@@ -515,8 +515,10 @@ def test_text_table_strategy(testdatadir):
strategy_results = generate_strategy_comparison(bt_stats=bt_res_data["strategy"])
assert strategy_results == bt_res_data_comparison
text = text_table_strategy(strategy_results, "BTC")
text_table_strategy(strategy_results, "BTC", "STRATEGY SUMMARY")
captured = capsys.readouterr()
text = captured.out
assert re.search(
r".* Strategy .* Trades .* Avg Profit % .* Tot Profit BTC .* Tot Profit % .* "
r"Avg Duration .* Win Draw Loss Win% .* Drawdown .*",