How to use the backtesting.strategy_optimizer.test_suite_result.TestSuiteResult function in Backtesting

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github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / test_suite_result.py View on Github external
def convert_result_into_dict(index, evaluators, time_frames, risk, score, trades):
        return {
            TestSuiteResult.INDEX: index,
            TestSuiteResult.EVALUATORS: evaluators,
            TestSuiteResult.TIME_FRAMES: time_frames,
            TestSuiteResult.RISK: risk,
            TestSuiteResult.SCORE: score,
            TestSuiteResult.AVERAGE_TRADES: trades,
        }
github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / test_suite_result.py View on Github external
def convert_result_into_dict(index, evaluators, time_frames, risk, score, trades):
        return {
            TestSuiteResult.INDEX: index,
            TestSuiteResult.EVALUATORS: evaluators,
            TestSuiteResult.TIME_FRAMES: time_frames,
            TestSuiteResult.RISK: risk,
            TestSuiteResult.SCORE: score,
            TestSuiteResult.AVERAGE_TRADES: trades,
        }
github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / test_suite_result.py View on Github external
def convert_result_into_dict(index, evaluators, time_frames, risk, score, trades):
        return {
            TestSuiteResult.INDEX: index,
            TestSuiteResult.EVALUATORS: evaluators,
            TestSuiteResult.TIME_FRAMES: time_frames,
            TestSuiteResult.RISK: risk,
            TestSuiteResult.SCORE: score,
            TestSuiteResult.AVERAGE_TRADES: trades,
        }
github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / test_suite_result.py View on Github external
def convert_result_into_dict(index, evaluators, time_frames, risk, score, trades):
        return {
            TestSuiteResult.INDEX: index,
            TestSuiteResult.EVALUATORS: evaluators,
            TestSuiteResult.TIME_FRAMES: time_frames,
            TestSuiteResult.RISK: risk,
            TestSuiteResult.SCORE: score,
            TestSuiteResult.AVERAGE_TRADES: trades,
        }
github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / test_suite_result.py View on Github external
def convert_result_into_dict(index, evaluators, time_frames, risk, score, trades):
        return {
            TestSuiteResult.INDEX: index,
            TestSuiteResult.EVALUATORS: evaluators,
            TestSuiteResult.TIME_FRAMES: time_frames,
            TestSuiteResult.RISK: risk,
            TestSuiteResult.SCORE: score,
            TestSuiteResult.AVERAGE_TRADES: trades,
        }
github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / test_suite_result.py View on Github external
def convert_result_into_dict(index, evaluators, time_frames, risk, score, trades):
        return {
            TestSuiteResult.INDEX: index,
            TestSuiteResult.EVALUATORS: evaluators,
            TestSuiteResult.TIME_FRAMES: time_frames,
            TestSuiteResult.RISK: risk,
            TestSuiteResult.SCORE: score,
            TestSuiteResult.AVERAGE_TRADES: trades,
        }
github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / strategy_test_suite.py View on Github external
def get_test_suite_result(self):
        return TestSuiteResult(self._profitability_results,
                               self._trades_counts,
                               self.config[CONFIG_TRADING][CONFIG_TRADER_RISK],
                               self.config[CONFIG_FORCED_TIME_FRAME],
                               self.config[CONFIG_FORCED_EVALUATOR],
                               self.strategy_evaluator_class.get_name())
github Drakkar-Software / OctoBot / backtesting / strategy_optimizer / strategy_optimizer.py View on Github external
def get_report(self):
        # index, evaluators, risk, score, trades
        if self.sorted_results_through_all_time_frame:
            results = [TestSuiteResult.convert_result_into_dict(rank, result[CONFIG].get_evaluators(), "",
                                                                result[CONFIG].get_risk(), result[RANK],
                                                                round(result[TRADES_IN_RESULT], 5))
                       for rank, result in enumerate(self.sorted_results_through_all_time_frame[0:100])]
        else:
            results = []
        return results