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Fix pretty print backtests evaluation #301

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Mar 2, 2025
Merged

Fix pretty print backtests evaluation #301

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42 changes: 27 additions & 15 deletions investing_algorithm_framework/domain/utils/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -51,17 +51,19 @@ def is_positive(number) -> bool:
return number > 0


def pretty_print_profit_evaluation(reports, precision=4):
def pretty_print_profit_evaluation(
reports, price_precision=2, percentage_precision=4
):
profit_table = {}
profit_table["Algorithm name"] = [
report.name for report in reports
]
profit_table["Profit"] = [
f"{float(report.total_net_gain):.{precision}f} {report.trading_symbol}"
f"{float(report.total_net_gain):.{price_precision}f} {report.trading_symbol}"
for report in reports
]
profit_table["Profit percentage"] = [
f"{float(report.total_net_gain_percentage):.{precision}f}%" for report in reports
f"{float(report.total_net_gain_percentage):.{percentage_precision}f}%" for report in reports
]
profit_table["Percentage positive trades"] = [
f"{float(report.percentage_positive_trades):.{0}f}%"
Expand All @@ -72,21 +74,25 @@ def pretty_print_profit_evaluation(reports, precision=4):
for report in reports
]
profit_table["Total value"] = [
f"{float(report.total_value):.{precision}f}" for report in reports
f"{float(report.total_value):.{price_precision}f}" for report in reports
]
print(tabulate(profit_table, headers="keys", tablefmt="rounded_grid"))


def pretty_print_growth_evaluation(reports, precision=4):
def pretty_print_growth_evaluation(
reports,
price_precision=2,
percentage_precision=4
):
growth_table = {}
growth_table["Algorithm name"] = [
report.name for report in reports
]
growth_table["Growth"] = [
f"{float(report.growth):.{precision}f} {report.trading_symbol}" for report in reports
f"{float(report.growth):.{price_precision}f} {report.trading_symbol}" for report in reports
]
growth_table["Growth percentage"] = [
f"{float(report.growth_rate):.{precision}f}%" for report in reports
f"{float(report.growth_rate):.{percentage_precision}f}%" for report in reports
]
growth_table["Percentage positive trades"] = [
f"{float(report.percentage_positive_trades):.{0}f}%"
Expand All @@ -97,7 +103,7 @@ def pretty_print_growth_evaluation(reports, precision=4):
for report in reports
]
growth_table["Total value"] = [
f"{float(report.total_value):.{precision}f}" for report in reports
f"{float(report.total_value):.{price_precision}f}" for report in reports
]
print(
tabulate(growth_table, headers="keys", tablefmt="rounded_grid")
Expand Down Expand Up @@ -683,8 +689,8 @@ def pretty_print_backtest_reports_evaluation(
:%%%#+- .=*#%%% {COLOR_GREEN}Backtest reports evaluation{COLOR_RESET}
*%%%%%%%+------=*%%%%%%%- {COLOR_GREEN}---------------------------{COLOR_RESET}
*%%%%%%%%%%%%%%%%%%%%%%%- {COLOR_YELLOW}Number of reports:{COLOR_RESET} {COLOR_GREEN}{number_of_backtest_reports} backtest reports{COLOR_RESET}
.%%%%%%%%%%%%%%%%%%%%%%# {COLOR_YELLOW}Largest overall profit:{COLOR_RESET}{COLOR_GREEN}{COLOR_RESET}{COLOR_GREEN} (Algorithm {most_profitable.name}) {float(most_profitable.total_net_gain):.{precision}f} {most_profitable.trading_symbol} {float(most_profitable.total_net_gain_percentage):.{precision}f}% ({most_profitable.backtest_date_range.name} {most_profitable.backtest_date_range.start_date} - {most_profitable.backtest_date_range.end_date}){COLOR_RESET}
#%%%####%%%%%%%%**#%%%+ {COLOR_YELLOW}Largest overall growth:{COLOR_RESET}{COLOR_GREEN} (Algorithm {most_profitable.name}) {float(most_growth.growth):.{precision}f} {most_growth.trading_symbol} {float(most_growth.growth_rate):.{precision}f}% ({most_growth.backtest_date_range.name} {most_growth.backtest_date_range.start_date} - {most_growth.backtest_date_range.end_date}){COLOR_RESET}
.%%%%%%%%%%%%%%%%%%%%%%# {COLOR_YELLOW}Largest overall profit:{COLOR_RESET}{COLOR_GREEN}{COLOR_RESET}{COLOR_GREEN} (Algorithm {most_profitable.name}) {float(most_profitable.total_net_gain):.{price_precision}f} {most_profitable.trading_symbol} {float(most_profitable.total_net_gain_percentage):.{percentage_precision}f}% ({most_profitable.backtest_date_range.name} {most_profitable.backtest_date_range.start_date} - {most_profitable.backtest_date_range.end_date}){COLOR_RESET}
#%%%####%%%%%%%%**#%%%+ {COLOR_YELLOW}Largest overall growth:{COLOR_RESET}{COLOR_GREEN} (Algorithm {most_profitable.name}) {float(most_growth.growth):.{price_precision}f} {most_growth.trading_symbol} {float(most_growth.growth_rate):.{percentage_precision}f}% ({most_growth.backtest_date_range.name} {most_growth.backtest_date_range.start_date} - {most_growth.backtest_date_range.end_date}){COLOR_RESET}
.:-+*%%%%- {COLOR_PURPLE}-+..#{COLOR_RESET}%%%+.{COLOR_PURPLE}+- +{COLOR_RESET}%%%#*=-:
.:-=*%%%%. {COLOR_PURPLE}+={COLOR_RESET} .%%# {COLOR_PURPLE}-+.-{COLOR_RESET}%%%%=-:..
.:=+#%%%%%*###%%%%#*+#%%%%%%*+-:
Expand All @@ -711,14 +717,18 @@ def pretty_print_backtest_reports_evaluation(
pretty_print_date_ranges(backtest_reports_evaluation.get_date_ranges())
print("")

pretty_print_price_efficiency(reports, precision=precision)
pretty_print_price_efficiency(reports, precision=price_precision)
print(f"{COLOR_YELLOW}All profits ordered{COLOR_RESET}")
pretty_print_profit_evaluation(
backtest_reports_evaluation.get_profit_order(backtest_date_range), precision
backtest_reports_evaluation.get_profit_order(backtest_date_range),
price_precision=price_precision,
percentage_precision=percentage_precision
)
print(f"{COLOR_YELLOW}All growths ordered{COLOR_RESET}")
pretty_print_growth_evaluation(
backtest_reports_evaluation.get_growth_order(backtest_date_range), precision
backtest_reports_evaluation.get_growth_order(backtest_date_range),
percentage_precision=percentage_precision,
price_precision=price_precision
)


Expand Down Expand Up @@ -755,7 +765,10 @@ def pretty_print_backtest(
show_triggered_stop_losses_only: bool - show only the triggered stop losses
show_take_profits: bool - show the take profits
show_triggered_take_profits_only: bool - show only the triggered take profits
precision: int - the precision of the floats
amount_precesion: int - the amount precision
price_precision: int - the price precision
time_precision: int - the time precision
percentage_precision: int - the percentage precision

Returns:
None
Expand Down Expand Up @@ -785,7 +798,6 @@ def pretty_print_backtest(
"""

print(ascii_art)
# pretty_print_price_efficiency([backtest_report], precision=precision)

if show_positions:
print(f"{COLOR_YELLOW}Positions overview{COLOR_RESET}")
Expand Down
31 changes: 31 additions & 0 deletions tests/domain/backtesting/test_pretty_print_backtests_evaluation.py
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Original file line number Diff line number Diff line change
@@ -0,0 +1,31 @@
import os
from unittest import TestCase

from investing_algorithm_framework.domain import BacktestReportsEvaluation, \
pretty_print_backtest_reports_evaluation, load_backtest_reports


class Test(TestCase):

def setUp(self):
self.resource_dir = os.path.abspath(
os.path.join(
os.path.join(
os.path.join(
os.path.join(
os.path.realpath(__file__),
os.pardir
),
os.pardir
),
os.pardir
),
"resources"
)
)

def test_pretty_print(self):
path = os.path.join(self.resource_dir, "backtest_reports_for_testing")
reports = load_backtest_reports(path)
evaluation = BacktestReportsEvaluation(reports)
pretty_print_backtest_reports_evaluation(evaluation)
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