A script to parse and display buy_tag and sell_reason for freqtrade backtesting trades

Last update: Jan 01, 2023

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Overview

freqtrade-buyreasons

A script to parse and display buy_tag and sell_reason for freqtrade backtesting trades

Usage

Copy the buy_reasons.py script into your freqtrade/scripts folder. You then need to backtest with the --export options enabled in freqtrade so that this script has the right data to work with:

freqtrade backtesting -c --timeframe 5m --strategy --timerange= --export=trades --export-filename=user_data/backtest_results/ -

Then you can run:

buy_reasons.py -c -s -t -g<[0,1,2,3,4]> [-l ]

The -l option is the same as the --datadir option in freqtrade, in case you have your downloaded historic data in a different folder to user_data/data/

Example:

buy_reasons.py -c my_config.json -s DoNothingStrategy -t 20211001- -g0,1,2

Comments

No trades to show

I don't seem to get through this error. Even though I have checked the backtest_results dir. It has three files one meta, json backtest results and the pickled signals. But when I run the script it seems to process the pairs but then throw the message 'no trades to show'.

Processing 71 pairs...
Strategy258btc
\_ No trades to show

Could it be a special case not covered by the if conditions under the following sections?

for sname in stratnames:
        bigdf = pd.DataFrame()

        print(f"{sname}")
        for tpair, trades in analysed_trades_dict[sname].items():
            bigdf = pd.concat([bigdf, trades], ignore_index=True)

        if outfile:
            outfile.write(bigdf.to_csv())
        else:
            bigdf.to_csv(f'{sname}_all_trade_buys.csv')

        if (start_date is not None):
            bigdf = bigdf.loc[(bigdf['date'] > start_date)]

        if (end_date is not None):
            bigdf = bigdf.loc[(bigdf['date'] < end_date)]

        if bigdf.shape[0] > 0 and ('enter_reason' in bigdf.columns):
            if group is not None: .......................

Would it have been better to use try & except somewhere?

opened by moinonin 1

pickled_signal_candles' referenced before assignment

I got the following error when running the buy_reasons script

Loading backtest trades data for Strategy258btc ...
Loading all candle data: 20220101- [/home/defi/Desktop/portfolio/projects/python/crypto/freqtrade/user_data/data/binance]
Traceback (most recent call last):
  File "/home/defi/Desktop/portfolio/projects/python/crypto/freqtrade/scripts/buy_reasons.py", line 585, in <module>
    main()
  File "/home/defi/Desktop/portfolio/projects/python/crypto/freqtrade/scripts/buy_reasons.py", line 479, in main
    parallel=parallel, pickled_signal_candles=pickled_signal_candles)
UnboundLocalError: local variable 'pickled_signal_candles' referenced before assignment

Any workaround is appreciated!

opened by moinonin 1

Update buy_reasons.py
Multiple tweaks:

clean up use of --no-parallel

add --timeframe parameter

get data format from config instead of a parameter

get pairlist from trades dataframe if pairlist is empty
opened by rokups 1

error with Namespace object

(.env) [email protected]:~/ft# python3 scripts/buy_reasons.py -c user_data/configbt.json -s Tester -g0,1,2
Traceback (most recent call last):
  File "scripts/buy_reasons.py", line 424, in <module>
    main()
  File "scripts/buy_reasons.py", line 270, in main
    if args.group is not None and args.indicators is not None:
AttributeError: 'Namespace' object has no attribute 'indicators'

I experienced this error

opened by txtr99 0

tab spacing error

(.env) [email protected]:~/ft# python3 scripts/buy_reasons.py -c user_data/configbt.json -s Tester -g0,1,2
  File "scripts/buy_reasons.py", line 275
    parallel = False
                   ^
TabError: inconsistent use of tabs and spaces in indentation

This error is coming up although I don't see anything wrong with line 275..

opened by txtr99 1