def test_generate_text_table_sell_reason(default_conf, mocker):
results = pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2, -0.1],
'profit_abs': [0.2, 0.4, -0.2],
'trade_duration': [10, 30, 10],
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
result_str = (
'| Sell Reason | Sells | Wins | Draws | Losses |'
' Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % |\n'
'|---------------+---------+--------+---------+----------+'
'----------------+----------------+------------------+----------------|\n'
'| roi | 2 | 2 | 0 | 0 |'
' 15 | 30 | 0.6 | 15 |\n'
'| stop_loss | 1 | 0 | 0 | 1 |'
' -10 | -10 | -0.2 | -5 |'
)
assert generate_text_table_sell_reason(
data={'ETH/BTC': {}},
stake_currency='BTC', max_open_trades=2,
results=results) == result_str
def test_generate_text_table_sell_reason(default_conf, mocker):
results = pd.DataFrame(
{
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
'profit_percent': [0.1, 0.2, -0.1],
'profit_abs': [0.2, 0.4, -0.2],
'trade_duration': [10, 30, 10],
'profit': [2, 0, 0],
'loss': [0, 0, 1],
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
}
)
result_str = (
'| Sell Reason | Count | Profit | Loss | Profit % |\n'
'|:--------------|--------:|---------:|-------:|-----------:|\n'
'| roi | 2 | 2 | 0 | 15 |\n'
'| stop_loss | 1 | 0 | 1 | -10 |'
)
assert generate_text_table_sell_reason(
data={'ETH/BTC': {}}, results=results) == result_str
def start(self) -> None:
"""
Run backtesting end-to-end
:return: None
"""
data: Dict[str, Any] = {}
logger.info('Using stake_currency: %s ...',
self.config['stake_currency'])
logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
# Use max_open_trades in backtesting, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True):
max_open_trades = self.config['max_open_trades']
else:
logger.info(
'Ignoring max_open_trades (--disable-max-market-positions was used) ...'
)
max_open_trades = 0
position_stacking = self.config.get('position_stacking', False)
data, timerange = self.load_bt_data()
all_results = {}
for strat in self.strategylist:
logger.info("Running backtesting for Strategy %s",
strat.get_strategy_name())
self._set_strategy(strat)
# need to reprocess data every time to populate signals
preprocessed = self.strategy.tickerdata_to_dataframe(data)
# Trim startup period from analyzed dataframe
for pair, df in preprocessed.items():
preprocessed[pair] = history.trim_dataframe(df, timerange)
min_date, max_date = history.get_timerange(preprocessed)
logger.info('Backtesting with data from %s up to %s (%s days)..',
min_date.isoformat(), max_date.isoformat(),
(max_date - min_date).days)
# Execute backtest and print results
all_results[self.strategy.get_strategy_name()] = self.backtest(
processed=preprocessed,
stake_amount=self.config['stake_amount'],
start_date=min_date,
end_date=max_date,
max_open_trades=max_open_trades,
position_stacking=position_stacking,
)
for strategy, results in all_results.items():
if self.config.get('export', False):
self._store_backtest_result(
Path(self.config['exportfilename']), results,
strategy if len(self.strategylist) > 1 else None)
print(f"Result for strategy {strategy}")
print(' BACKTESTING REPORT '.center(133, '='))
print(
generate_text_table(
data,
stake_currency=self.config['stake_currency'],
max_open_trades=self.config['max_open_trades'],
results=results))
print(' SELL REASON STATS '.center(133, '='))
print(generate_text_table_sell_reason(data, results))
print(' LEFT OPEN TRADES REPORT '.center(133, '='))
print(
generate_text_table(
data,
stake_currency=self.config['stake_currency'],
max_open_trades=self.config['max_open_trades'],
results=results.loc[results.open_at_end],
skip_nan=True))
print()
if len(all_results) > 1:
# Print Strategy summary table
print(' Strategy Summary '.center(133, '='))
print(
generate_text_table_strategy(self.config['stake_currency'],
self.config['max_open_trades'],
all_results=all_results))
print('\nFor more details, please look at the detail tables above')
