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Introduce --exit-signals flag to backtesting-analysis command

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This commit is contained in:
jainanuj94
2024-08-02 20:09:56 +05:30
parent 8f8859a5f5
commit b0e863dbbb
5 changed files with 14 additions and 25 deletions
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28
freqtrade/data/entryexitanalysis.py
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@@ -319,6 +319,7 @@ def process_entry_exit_reasons(config: Config):
enter_reason_list = config.get("enter_reason_list", ["all"])
exit_reason_list = config.get("exit_reason_list", ["all"])
indicator_list = config.get("indicator_list", [])
do_exited = config.get("analysis_exited", False)
do_rejected = config.get("analysis_rejected", False)
to_csv = config.get("analysis_to_csv", False)
csv_path = Path(config.get("analysis_csv_path", config["exportfilename"]))
@@ -335,8 +336,10 @@ def process_entry_exit_reasons(config: Config):
trades = load_backtest_data(config["exportfilename"], strategy_name)
if trades is not None and not trades.empty:
signal_candles = _load_signal_candles(config["exportfilename"])
exit_signal_candles = _load_exit_signal_candles(config["exportfilename"])
if do_exited is True:
signal_candles = _load_exit_signal_candles(config["exportfilename"])
else:
signal_candles = _load_signal_candles(config["exportfilename"])
rej_df = None
if do_rejected:
@@ -353,10 +356,6 @@ 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,
@@ -365,23 +364,6 @@ 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,