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Refactor and add documentation

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This commit is contained in:
jainanuj94
2024-08-05 23:19:38 +05:30
parent ecf9c173c4
commit 7f0e5dd335
6 changed files with 40 additions and 47 deletions
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22
freqtrade/data/entryexitanalysis.py
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@@ -51,7 +51,9 @@ def _load_exit_signal_candles(backtest_dir: Path):
return _load_backtest_analysis_data(backtest_dir, "exited")
def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_candles):
def _process_candles_and_indicators(
pairlist, strategy_name, trades, signal_candles, analyse_on="open_date"
):
analysed_trades_dict = {strategy_name: {}}
try:
@@ -60,7 +62,7 @@ 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], analyse_on
)
except Exception as e:
print(f"Cannot process entry/exit reasons for {strategy_name}: ", e)
@@ -68,7 +70,9 @@ def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_cand
return analysed_trades_dict
def _analyze_candles_and_indicators(pair, trades: pd.DataFrame, signal_candles: pd.DataFrame):
def _analyze_candles_and_indicators(
pair, trades: pd.DataFrame, signal_candles: pd.DataFrame, analyse_on="open_date"
):
buyf = signal_candles
if len(buyf) > 0:
@@ -78,8 +82,8 @@ def _analyze_candles_and_indicators(pair, trades: pd.DataFrame, signal_candles:
trades_inds = pd.DataFrame()
if trades_red.shape[0] > 0 and buyf.shape[0] > 0:
for t, v in trades_red.open_date.items():
allinds = buyf.loc[(buyf["date"] < v)]
for t, v in trades_red.iterrows():
allinds = buyf.loc[(buyf["date"] < v[analyse_on])]
if allinds.shape[0] > 0:
tmp_inds = allinds.iloc[[-1]]
@@ -339,8 +343,10 @@ def process_entry_exit_reasons(config: Config):
trades = load_backtest_data(config["exportfilename"], strategy_name)
if trades is not None and not trades.empty:
analyse_on = "open_date"
if do_exited is True:
signal_candles = _load_exit_signal_candles(config["exportfilename"])
analyse_on = "close_date"
else:
signal_candles = _load_signal_candles(config["exportfilename"])
@@ -356,7 +362,11 @@ def process_entry_exit_reasons(config: Config):
)
analysed_trades_dict = _process_candles_and_indicators(
config["exchange"]["pair_whitelist"], strategy_name, trades, signal_candles
config["exchange"]["pair_whitelist"],
strategy_name,
trades,
signal_candles,
analyse_on,
)
res_df = prepare_results(