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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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15
freqtrade/optimize/backtesting.py
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@@ -42,7 +42,8 @@ from freqtrade.optimize.bt_progress import BTProgress
from freqtrade.optimize.optimize_reports import (
generate_backtest_stats,
generate_rejected_signals,
generate_trade_signal_candles,
generate_trade_entry_signal_candles,
generate_trade_exit_signal_candles,
show_backtest_results,
store_backtest_analysis_results,
store_backtest_stats,
@@ -122,6 +123,7 @@ class Backtesting:
self.processed_dfs: Dict[str, Dict] = {}
self.rejected_dict: Dict[str, List] = {}
self.rejected_df: Dict[str, Dict] = {}
self.exited_dfs: Dict[str, Dict] = {}
self._exchange_name = self.config["exchange"]["name"]
if not exchange:
@@ -1558,12 +1560,15 @@ class Backtesting:
self.config.get("export", "none") == "signals"
and self.dataprovider.runmode == RunMode.BACKTEST
):
self.processed_dfs[strategy_name] = generate_trade_signal_candles(
self.processed_dfs[strategy_name] = generate_trade_entry_signal_candles(
preprocessed_tmp, results
)
self.rejected_df[strategy_name] = generate_rejected_signals(
preprocessed_tmp, self.rejected_dict
)
self.exited_dfs[strategy_name] = generate_trade_exit_signal_candles(
preprocessed_tmp, results
)
return min_date, max_date
@@ -1639,7 +1644,11 @@ class Backtesting:
and self.dataprovider.runmode == RunMode.BACKTEST
):
store_backtest_analysis_results(
self.config["exportfilename"], self.processed_dfs, self.rejected_df, dt_appendix
self.config["exportfilename"],
self.processed_dfs,
self.rejected_df,
self.exited_dfs,
dt_appendix,
)
# Results may be mixed up now. Sort them so they follow --strategy-list order.