import json
import os
from functools import reduce
from pathlib import Path
from typing_extensions import Self
import copy
import joblib
import logging
from sqlalchemy import null
from multiprocessing import Pool, cpu_count
from pathlib import Path
from tabulate import tabulate
from IPython.display import HTML, display
import nest_asyncio
nest_asyncio.apply()
log = logging.getLogger(__name__)
log.setLevel(logging.DEBUG)
ft_path = ""
def getFiles():
path = os.path.split(os.environ['VIRTUAL_ENV'])[0]
os.chdir( path )
return os.getcwd()
getFiles()
ft_path = getFiles()
from user_data.strategies.x7aBackTesting import x7aBackTesting
monthly_20220701 = f"{ft_path}" + "/configs/backtesting/config.small.x7a.dev.json"
monthly_20220701 = Configuration.from_files(files=[monthly_20220701])
backtest = x7aBackTesting(monthly_20220701)
backtest.setup_config("20220901-20221001")
strategy = monthly_20220701['strategy']
# ok primero realizamos un backtest para recopilar los datos necesarios para el análisis posteriores
resuls, canldes = backtest.backtest_candles_range()
backtest.show_console_results()
"""
ok ya tenemos acceso a los datos recogidos por el backtesting
y una vista general, vamos a procesar 2 monedas del resultado
=== BACKTESTING REPORT ==========================================================================================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|---------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| ATOM/USDT | 4 | 1.50 | 6.01 | 2.154 | 0.22 | 3 days, 17:54:00 | 3 0 1 75.0 |
| ENS/USDT | 4 | -1.26 | -5.04 | -1.771 | -0.18 | 8:06:00 | 1 0 3 25.0 |
"""
analysed_trades_dict = {
strategy: {}
}
coin_one = 'ATOM/USDT'
coin_two = 'ENS/USDT'
analysed_trades_dict[strategy][coin_one] = backtest.process_pair_signals(strategy, coin_one)
# """
# ok ahora que tenemos los datos resultados de los procesados vamos a agrupar las señales de compra y venta y de esa forma
# tener una idea cuales fueron las entrada ganadoras y las perdeador
# """
# backtest.analyze_trade_groups(analysed_trades_dict,coin_one)
# backtest.process_pair_data(monthly_20220701['strategy'], 'ATOM/USDT')
# pairs = resuls['results']['pair']
=== BACKTESTING REPORT ==========================================================================================================================
| Pair | Entries | Avg Profit % | Cum Profit % | Tot Profit USDT | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|---------------+-----------+----------------+----------------+-------------------+----------------+------------------+-------------------------|
| ATOM/USDT | 4 | 1.50 | 6.01 | 2.154 | 0.22 | 3 days, 17:54:00 | 3 0 1 75.0 |
| FOOTBALL/USDT | 1 | 4.47 | 4.47 | 1.343 | 0.13 | 1:55:00 | 1 0 0 100 |
| COMP/USDT | 2 | 0.74 | 1.48 | 0.540 | 0.05 | 1 day, 4:52:00 | 1 0 1 50.0 |
| UNI/USDT | 3 | 0.64 | 1.91 | 0.474 | 0.05 | 12:15:00 | 1 0 2 33.3 |
| SOL/USDT | 2 | 0.19 | 0.39 | 0.124 | 0.01 | 11:48:00 | 1 0 1 50.0 |
| ETC/USDT | 0 | 0.00 | 0.00 | 0.000 | 0.00 | 0:00 | 0 0 0 0 |
| AAVE/USDT | 4 | -0.63 | -2.51 | -0.715 | -0.07 | 7:09:00 | 1 0 3 25.0 |
| UNFI/USDT | 3 | -0.77 | -2.31 | -0.841 | -0.08 | 6:45:00 | 1 0 2 33.3 |
| FLOW/USDT | 4 | -0.89 | -3.55 | -1.292 | -0.13 | 8:22:00 | 1 0 3 25.0 |
| ENS/USDT | 4 | -1.26 | -5.04 | -1.771 | -0.18 | 8:06:00 | 1 0 3 25.0 |
| TOTAL | 27 | 0.03 | 0.84 | 0.014 | 0.00 | 22:01:00 | 11 0 16 40.7 |
"""
ok ahora que tenemos los datos resultados de los procesados vamos a agrupar las señales de compra y venta y de esa forma
tener una idea cuales fueron las entrada ganadoras y las perdeador
"""
backtest.analyze_trade_groups(analysed_trades_dict,coin_one)
+-----------+----------------+--------------------------------------+------------+------------------+---------------------+-------------------+---------------------+-------------------+--------------------+
| pair | enter_reason | exit_reason | num_buys | profit_abs_sum | profit_abs_median | profit_abs_mean | median_profit_pct | mean_profit_pct | total_profit_pct |
|-----------+----------------+--------------------------------------+------------+------------------+---------------------+-------------------+---------------------+-------------------+--------------------|
| ATOM/USDT | 1 | exit_normal_bull_stoploss_doom ( 1 ) | 1 | -1.47581 | -1.47581 | -1.47581 | -4.07598 | -4.07598 | -4.07598 |
| ATOM/USDT | 1 | sell_profit_q_3 ( 1 ) | 1 | 1.69323 | 1.69323 | 1.69323 | 4.69712 | 4.69712 | 4.69712 |
| ATOM/USDT | 1 | sell_profit_q_2 ( 1 ) | 2 | 1.93694 | 0.968471 | 0.968471 | 5.39141 | 2.6957 | 2.6957 |
+-----------+----------------+--------------------------------------+------------+------------------+---------------------+-------------------+---------------------+-------------------+--------------------+
