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

freqtrade/commands/arguments.py

@@ -222,6 +222,7 @@ ARGS_ANALYZE_ENTRIES_EXITS = [
     "indicator_list",
     "timerange",
     "analysis_rejected",
+    "analysis_exited",
     "analysis_to_csv",
     "analysis_csv_path",
 ]

freqtrade/commands/cli_options.py

@@ -720,6 +720,11 @@ AVAILABLE_CLI_OPTIONS = {
         help="Analyse rejected signals",
         action="store_true",
     ),
+    "analysis_exited": Arg(
+        "--exit-signals",
+        help="Analyse indicators at exit signals",
+        action="store_true",
+    ),
     "analysis_to_csv": Arg(
         "--analysis-to-csv",
         help="Save selected analysis tables to individual CSVs",

freqtrade/configuration/configuration.py

@@ -401,6 +401,7 @@ class Configuration:
             ("indicator_list", "Analysis indicator list: {}"),
             ("timerange", "Filter trades by timerange: {}"),
             ("analysis_rejected", "Analyse rejected signals: {}"),
+            ("analysis_exited", "Analyse exited signals: {}"),
             ("analysis_to_csv", "Store analysis tables to CSV: {}"),
             ("analysis_csv_path", "Path to store analysis CSVs: {}"),
             # Lookahead analysis results

freqtrade/data/entryexitanalysis.py

@@ -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:
+                if do_exited is True:
+                    signal_candles = _load_exit_signal_candles(config["exportfilename"])
+                else:
                     signal_candles = _load_signal_candles(config["exportfilename"])
-                exit_signal_candles = _load_exit_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,

tests/optimize/test_optimize_reports.py

@@ -295,7 +295,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     # mock directory exporting
     store_backtest_analysis_results(testdatadir, candle_dict, {}, {}, "2022_01_01_15_05_13")
 
-    assert dump_mock.call_count == 2
+    assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     assert str(dump_mock.call_args_list[0][0][0]).endswith("_signals.pkl")
 
@@ -303,7 +303,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     # mock file exporting
     filename = Path(testdatadir / "testresult")
     store_backtest_analysis_results(filename, candle_dict, {}, {}, "2022_01_01_15_05_13")
-    assert dump_mock.call_count == 2
+    assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>_signals.pkl
     assert str(dump_mock.call_args_list[0][0][0]).endswith("_signals.pkl")