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This commit is contained in:
Matthias
2023-04-28 14:55:17 +02:00
parent f455e3327c
commit 76ae539e61
2 changed files with 6 additions and 6 deletions
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1
docs/advanced-backtesting.md
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@@ -141,6 +141,7 @@ freqtrade backtesting-analysis -c <config.json> --analysis-to-csv --rejected-sig
```
This will write to `user_data/backtest_results`:
* rejected_signals.csv
* group_0.csv
* group_1.csv

11
freqtrade/data/entryexitanalysis.py
View File

@@ -1,5 +1,6 @@
import logging
from pathlib import Path
from typing import Optional
import joblib
import pandas as pd
@@ -52,9 +53,7 @@ def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_cand
for pair in pairlist:
if pair in signal_candles[strategy_name]:
analysed_trades_dict[strategy_name][pair] = _analyze_candles_and_indicators(
pair,
trades,
signal_candles[strategy_name][pair])
pair, trades, signal_candles[strategy_name][pair])
except Exception as e:
print(f"Cannot process entry/exit reasons for {strategy_name}: ", e)
@@ -214,8 +213,8 @@ def prepare_results(analysed_trades, stratname,
return res_df
def print_results(res_df, analysis_groups, indicator_list,
rejected_signals=None, to_csv=False, csv_path=None):
def print_results(res_df: pd.DataFrame, analysis_groups, indicator_list,
rejected_signals=None, to_csv=False, csv_path: Optional[Path] = None):
if res_df.shape[0] > 0:
if analysis_groups:
_do_group_table_output(res_df, analysis_groups, to_csv=to_csv, csv_path=csv_path)
@@ -246,7 +245,7 @@ def print_results(res_df, analysis_groups, indicator_list,
print("\\No trades to show")
def _print_table(df, sortcols=None, show_index=False, name=None, to_csv=False, csv_path=None):
def _print_table(df: pd.DataFrame, sortcols=None, show_index=False, name=None, to_csv=False, csv_path=None):
if (sortcols is not None):
data = df.sort_values(sortcols)
else: