diff --git a/freqtrade/optimize/optimize_reports/bt_output.py b/freqtrade/optimize/optimize_reports/bt_output.py index cc179410a..c305a7b0e 100644 --- a/freqtrade/optimize/optimize_reports/bt_output.py +++ b/freqtrade/optimize/optimize_reports/bt_output.py @@ -370,8 +370,18 @@ def text_table_add_metrics(strat_results: dict) -> None: f"{strat_results['winning_days']} / " f"{strat_results['draw_days']} / {strat_results['losing_days']}", ), - ("Avg. Duration Winners", f"{strat_results['winner_holding_avg']}"), - ("Avg. Duration Loser", f"{strat_results['loser_holding_avg']}"), + ( + "Min/Max/Avg. Duration Winners", + f"{strat_results.get('winner_holding_min', 'N/A')} / " + f"{strat_results.get('winner_holding_max', 'N/A')} / " + f"{strat_results.get('winner_holding_avg', 'N/A')}", + ), + ( + "Min/Max/Avg. Duration Losers", + f"{strat_results.get('loser_holding_min', 'N/A')} / " + f"{strat_results.get('loser_holding_max', 'N/A')} / " + f"{strat_results.get('loser_holding_avg', 'N/A')}", + ), ( "Max Consecutive Wins / Loss", ( diff --git a/freqtrade/optimize/optimize_reports/optimize_reports.py b/freqtrade/optimize/optimize_reports/optimize_reports.py index 1478ee2be..4242d7a9e 100644 --- a/freqtrade/optimize/optimize_reports/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports/optimize_reports.py @@ -23,7 +23,7 @@ from freqtrade.ft_types import ( BacktestResultType, get_BacktestResultType_default, ) -from freqtrade.util import decimals_per_coin, fmt_coin, get_dry_run_wallet +from freqtrade.util import decimals_per_coin, fmt_coin, format_duration, get_dry_run_wallet logger = logging.getLogger(__name__) @@ -336,22 +336,44 @@ def generate_trading_stats(results: DataFrame) -> dict[str, Any]: } winning_trades = results.loc[results["profit_ratio"] > 0] + winning_duration = winning_trades["trade_duration"] draw_trades = results.loc[results["profit_ratio"] == 0] losing_trades = results.loc[results["profit_ratio"] < 0] + losing_duration = losing_trades["trade_duration"] holding_avg = ( timedelta(minutes=round(results["trade_duration"].mean())) if not results.empty else timedelta() ) + winner_holding_min = ( + timedelta(minutes=round(winning_duration[winning_duration > 0].min())) + if not winning_duration.empty + else timedelta() + ) + winner_holding_max = ( + timedelta(minutes=round(winning_duration.max())) + if not winning_duration.empty + else timedelta() + ) winner_holding_avg = ( - timedelta(minutes=round(winning_trades["trade_duration"].mean())) - if not winning_trades.empty + timedelta(minutes=round(winning_duration.mean())) + if not winning_duration.empty + else timedelta() + ) + loser_holding_min = ( + timedelta(minutes=round(losing_duration[losing_duration > 0].min())) + if not losing_duration.empty + else timedelta() + ) + loser_holding_max = ( + timedelta(minutes=round(losing_duration.max())) + if not losing_duration.empty else timedelta() ) loser_holding_avg = ( - timedelta(minutes=round(losing_trades["trade_duration"].mean())) - if not losing_trades.empty + timedelta(minutes=round(losing_duration.mean())) + if not losing_duration.empty else timedelta() ) winstreak, loss_streak = calc_streak(results) @@ -363,9 +385,17 @@ def generate_trading_stats(results: DataFrame) -> dict[str, Any]: "winrate": len(winning_trades) / len(results) if len(results) else 0.0, "holding_avg": holding_avg, "holding_avg_s": holding_avg.total_seconds(), - "winner_holding_avg": winner_holding_avg, + "winner_holding_min": format_duration(winner_holding_min), + "winner_holding_min_s": winner_holding_min.total_seconds(), + "winner_holding_max": format_duration(winner_holding_max), + "winner_holding_max_s": winner_holding_max.total_seconds(), + "winner_holding_avg": format_duration(winner_holding_avg), "winner_holding_avg_s": winner_holding_avg.total_seconds(), - "loser_holding_avg": loser_holding_avg, + "loser_holding_min": format_duration(loser_holding_min), + "loser_holding_min_s": loser_holding_min.total_seconds(), + "loser_holding_max": format_duration(loser_holding_max), + "loser_holding_max_s": loser_holding_max.total_seconds(), + "loser_holding_avg": format_duration(loser_holding_avg), "loser_holding_avg_s": loser_holding_avg.total_seconds(), "max_consecutive_wins": winstreak, "max_consecutive_losses": loss_streak, diff --git a/freqtrade/util/__init__.py b/freqtrade/util/__init__.py index 5a4857eea..98fda93cd 100644 --- a/freqtrade/util/__init__.py +++ b/freqtrade/util/__init__.py @@ -13,7 +13,13 @@ from freqtrade.util.datetime_helpers import ( shorten_date, ) from freqtrade.util.dry_run_wallet import get_dry_run_wallet -from freqtrade.util.formatters import decimals_per_coin, fmt_coin, fmt_coin2, round_value +from freqtrade.util.formatters import ( + decimals_per_coin, + fmt_coin, + fmt_coin2, + format_duration, + round_value, +) from freqtrade.util.ft_precise import FtPrecise from freqtrade.util.measure_time import MeasureTime from freqtrade.util.periodic_cache import PeriodicCache @@ -44,6 +50,7 @@ __all__ = [ "shorten_date", "decimals_per_coin", "round_value", + "format_duration", "fmt_coin", "fmt_coin2", "MeasureTime", diff --git a/freqtrade/util/formatters.py b/freqtrade/util/formatters.py index 82ac1cf66..fa656f52b 100644 --- a/freqtrade/util/formatters.py +++ b/freqtrade/util/formatters.py @@ -1,3 +1,5 @@ +from datetime import timedelta + from freqtrade.constants import DECIMAL_PER_COIN_FALLBACK, DECIMALS_PER_COIN @@ -66,3 +68,15 @@ def fmt_coin2( val = f"{val} {coin}" return val + + +def format_duration(td: timedelta) -> str: + """ + Format a timedelta object to "XXd HH:MM" format + :param td: Timedelta object to format + :return: Formatted time string + """ + d = td.days + h, r = divmod(td.seconds, 3600) + m, s = divmod(r, 60) + return f"{d}d {h:02d}:{m:02d}" diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 8943a7467..4667f3e1c 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -40,7 +40,7 @@ from freqtrade.optimize.optimize_reports.optimize_reports import ( generate_tag_metrics, ) from freqtrade.resolvers.strategy_resolver import StrategyResolver -from freqtrade.util import dt_ts +from freqtrade.util import dt_ts, format_duration from freqtrade.util.datetime_helpers import dt_from_ts, dt_utc from tests.conftest import CURRENT_TEST_STRATEGY, log_has_re from tests.data.test_history import _clean_test_file @@ -482,8 +482,8 @@ def test_generate_trading_stats(testdatadir): bt_data = load_backtest_data(filename) res = generate_trading_stats(bt_data) assert isinstance(res, dict) - assert res["winner_holding_avg"] == timedelta(seconds=1440) - assert res["loser_holding_avg"] == timedelta(days=1, seconds=21420) + assert res["winner_holding_avg"] == format_duration(timedelta(seconds=1440)) + assert res["loser_holding_avg"] == format_duration(timedelta(days=1, seconds=21420)) assert "wins" in res assert "losses" in res assert "draws" in res diff --git a/tests/util/test_formatters.py b/tests/util/test_formatters.py index ba77eb9a6..8872137a0 100644 --- a/tests/util/test_formatters.py +++ b/tests/util/test_formatters.py @@ -1,5 +1,6 @@ -from freqtrade.util import decimals_per_coin, fmt_coin, round_value -from freqtrade.util.formatters import fmt_coin2 +from datetime import timedelta + +from freqtrade.util import decimals_per_coin, fmt_coin, fmt_coin2, format_duration, round_value def test_decimals_per_coin(): @@ -45,3 +46,12 @@ def test_round_value(): assert round_value(0.1274512123, 5) == "0.12745" assert round_value(222.2, 3, True) == "222.200" assert round_value(222.2, 0, True) == "222" + + +def test_format_duration(): + assert format_duration(timedelta(minutes=5)) == "0d 00:05" + assert format_duration(timedelta(minutes=75)) == "0d 01:15" + assert format_duration(timedelta(minutes=1440)) == "1d 00:00" + assert format_duration(timedelta(minutes=1445)) == "1d 00:05" + assert format_duration(timedelta(minutes=11445)) == "7d 22:45" + assert format_duration(timedelta(minutes=101445)) == "70d 10:45"