Add support for collating and analysing rejected trades in backtest

This commit is contained in:
froggleston
2022-12-05 15:34:31 +00:00
parent f28b314266
commit 5a4e99b413
9 changed files with 254 additions and 57 deletions

View File

@@ -634,7 +634,7 @@ AVAILABLE_CLI_OPTIONS = {
"3: by pair and enter_tag, "
"4: by pair, enter_ and exit_tag (this can get quite large)"),
nargs='+',
default=['0', '1', '2'],
default=[],
choices=['0', '1', '2', '3', '4'],
),
"enter_reason_list": Arg(
@@ -658,6 +658,21 @@ AVAILABLE_CLI_OPTIONS = {
nargs='+',
default=[],
),
"analysis_rejected": Arg(
'--rejected',
help='Analyse rejected trades',
action='store_true',
),
"analysis_to_csv": Arg(
'--analysis-to-csv',
help='Save selected analysis tables to individual CSVs',
action='store_true',
),
"analysis_csv_path": Arg(
'--analysis-csv-path',
help=("Specify a path to save the analysis CSVs "
"if --analysis-to-csv is enabled. Default: user_data/basktesting_results/"),
),
"freqaimodel": Arg(
'--freqaimodel',
help='Specify a custom freqaimodels.',