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Initial commit - create a different file for signals

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This commit is contained in:
jainanuj94
2024-08-02 15:54:03 +05:30
parent 2ad921f99e
commit 8f8859a5f5
6 changed files with 76 additions and 13 deletions
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29
freqtrade/data/entryexitanalysis.py
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@@ -47,9 +47,12 @@ def _load_signal_candles(backtest_dir: Path):
return _load_backtest_analysis_data(backtest_dir, "signals")
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):
analysed_trades_dict = {}
analysed_trades_dict[strategy_name] = {}
analysed_trades_dict = {strategy_name: {}}
try:
logger.info(f"Processing {strategy_name} : {len(pairlist)} pairs")
@@ -333,6 +336,7 @@ def process_entry_exit_reasons(config: Config):
if trades is not None and not trades.empty:
signal_candles = _load_signal_candles(config["exportfilename"])
exit_signal_candles = _load_exit_signal_candles(config["exportfilename"])
rej_df = None
if do_rejected:
@@ -349,6 +353,10 @@ def process_entry_exit_reasons(config: Config):
config["exchange"]["pair_whitelist"], strategy_name, trades, signal_candles
)
exited_trades_dict = _process_candles_and_indicators(
config["exchange"]["pair_whitelist"], strategy_name, trades, exit_signal_candles
)
res_df = prepare_results(
analysed_trades_dict,
strategy_name,
@@ -357,6 +365,23 @@ def process_entry_exit_reasons(config: Config):
timerange=timerange,
)
exited_df = prepare_results(
exited_trades_dict,
strategy_name,
enter_reason_list,
exit_reason_list,
timerange=timerange,
)
print_results(
exited_df,
analysis_groups,
indicator_list,
to_csv=False,
rejected_signals=None,
csv_path=csv_path,
)
print_results(
res_df,
analysis_groups,