diff --git a/quants_lab/research_notebooks/01_analyze_optimization_results.ipynb b/quants_lab/research_notebooks/01_analyze_optimization_results.ipynb new file mode 100644 index 0000000..8ecdcc4 --- /dev/null +++ b/quants_lab/research_notebooks/01_analyze_optimization_results.ipynb @@ -0,0 +1,10911 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": null, + "outputs": [], + "source": [ + "import os\n", + "import sys\n", + "\n", + "root_path = os.path.abspath(os.path.join(os.getcwd(), '../../..'))\n", + "sys.path.append(root_path)" + ], + "metadata": { + "collapsed": false + } + }, + { + "cell_type": "code", + "execution_count": 1, + "outputs": [], + "source": [ + "\n", + "from utils.optuna_database_manager import OptunaDBManager\n", + "\n", + "db_root_path = \"../../data/backtesting/\"\n", + "db_name = \"backtesting_report.db\"\n", + "\n", + "optuna_db_manager = OptunaDBManager(db_name=db_name,\n", + " db_root_path=db_root_path)" + ], + "metadata": { + "collapsed": false, + "ExecuteTime": { + "end_time": "2023-12-12T01:19:16.027765Z", + "start_time": "2023-12-12T01:19:15.541461Z" + } + } + }, + { + "cell_type": "code", + "execution_count": 2, + "outputs": [ + { + "data": { + "text/plain": " study_id study_name\n0 1 super_trend_optimization_1\n1 2 super_trend_optimization_mt", + "text/html": "
| \n | study_id | \nstudy_name | \n
|---|---|---|
| 0 | \n1 | \nsuper_trend_optimization_1 | \n
| 1 | \n2 | \nsuper_trend_optimization_mt | \n
| \n | trial_id | \nnumber | \nstudy_id | \nstate | \ndatetime_start | \ndatetime_complete | \nstudy_name | \naccuracy | \navg_trading_time_in_hours | \nconfig | \n... | \ntotal_positions | \nwin_signals | \ntrial_value_id | \nobjective_x | \nvalue | \nvalue_type | \nstudy_direction_id | \ndirection | \nobjective_y | \nhover_text | \n
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 227 | \n230 | \n0 | \n2 | \nCOMPLETE | \n2023-12-11 22:02:43.231166 | \n2023-12-11 22:03:00.557164 | \nsuper_trend_optimization_mt | \n0.479042 | \n2.822156 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n501 | \n240 | \n228 | \n0 | \n-0.350982 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 230</b><br><b>Study: super_trend_... | \n
| 228 | \n231 | \n1 | \n2 | \nCOMPLETE | \n2023-12-11 22:03:00.567468 | \n2023-12-11 22:03:17.057086 | \nsuper_trend_optimization_mt | \n0.417391 | \n4.070543 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n460 | \n192 | \n229 | \n0 | \n0.124883 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 231</b><br><b>Study: super_trend_... | \n
| 229 | \n232 | \n2 | \n2 | \nCOMPLETE | \n2023-12-11 22:03:17.064624 | \n2023-12-11 22:03:33.419313 | \nsuper_trend_optimization_mt | \n0.340796 | \n1.579353 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n804 | \n274 | \n230 | \n0 | \n-0.453629 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 232</b><br><b>Study: super_trend_... | \n
| 230 | \n233 | \n3 | \n2 | \nCOMPLETE | \n2023-12-11 22:03:33.427127 | \n2023-12-11 22:03:49.949266 | \nsuper_trend_optimization_mt | \n0.283824 | \n2.090662 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n680 | \n193 | \n231 | \n0 | \n-0.050734 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 233</b><br><b>Study: super_trend_... | \n
| 231 | \n234 | \n4 | \n2 | \nCOMPLETE | \n2023-12-11 22:03:49.957449 | \n2023-12-11 22:04:07.160226 | \nsuper_trend_optimization_mt | \n0.417303 | \n3.651018 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n393 | \n164 | \n232 | \n0 | \n0.161915 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 234</b><br><b>Study: super_trend_... | \n
| 232 | \n235 | \n5 | \n2 | \nCOMPLETE | \n2023-12-11 22:04:07.168221 | \n2023-12-11 22:04:24.069134 | \nsuper_trend_optimization_mt | \n0.623590 | \n1.696103 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n975 | \n608 | \n233 | \n0 | \n-0.185476 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 235</b><br><b>Study: super_trend_... | \n
| 233 | \n236 | \n6 | \n2 | \nCOMPLETE | \n2023-12-11 22:04:24.076702 | \n2023-12-11 22:04:41.105547 | \nsuper_trend_optimization_mt | \n0.625000 | \n1.627661 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n808 | \n505 | \n234 | \n0 | \n-0.316476 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 236</b><br><b>Study: super_trend_... | \n
| 234 | \n237 | \n7 | \n2 | \nCOMPLETE | \n2023-12-11 22:04:41.112936 | \n2023-12-11 22:04:57.605407 | \nsuper_trend_optimization_mt | \n0.355278 | \n1.569410 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n881 | \n313 | \n235 | \n0 | \n-0.103853 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 237</b><br><b>Study: super_trend_... | \n
| 235 | \n238 | \n8 | \n2 | \nCOMPLETE | \n2023-12-11 22:04:57.612671 | \n2023-12-11 22:05:15.267079 | \nsuper_trend_optimization_mt | \n0.513237 | \n0.961312 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n1662 | \n853 | \n236 | \n0 | \n0.740488 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 238</b><br><b>Study: super_trend_... | \n
| 236 | \n239 | \n9 | \n2 | \nCOMPLETE | \n2023-12-11 22:05:15.275493 | \n2023-12-11 22:05:33.211438 | \nsuper_trend_optimization_mt | \n0.482476 | \n0.928934 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n1341 | \n647 | \n237 | \n0 | \n-0.960720 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 239</b><br><b>Study: super_trend_... | \n
| 237 | \n240 | \n10 | \n2 | \nCOMPLETE | \n2023-12-11 22:05:33.219372 | \n2023-12-11 22:05:50.577500 | \nsuper_trend_optimization_mt | \n0.294807 | \n3.181910 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n597 | \n176 | \n238 | \n0 | \n1.199858 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 240</b><br><b>Study: super_trend_... | \n
| 238 | \n241 | \n11 | \n2 | \nCOMPLETE | \n2023-12-11 22:05:50.586509 | \n2023-12-11 22:06:07.810065 | \nsuper_trend_optimization_mt | \n0.294807 | \n3.181910 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n597 | \n176 | \n239 | \n0 | \n1.199858 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 241</b><br><b>Study: super_trend_... | \n
| 239 | \n242 | \n12 | \n2 | \nCOMPLETE | \n2023-12-11 22:06:07.817956 | \n2023-12-11 22:06:24.450827 | \nsuper_trend_optimization_mt | \n0.294807 | \n3.181910 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n597 | \n176 | \n240 | \n0 | \n1.199858 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 242</b><br><b>Study: super_trend_... | \n
| 240 | \n243 | \n13 | \n2 | \nCOMPLETE | \n2023-12-11 22:06:24.458958 | \n2023-12-11 22:06:41.097271 | \nsuper_trend_optimization_mt | \n0.294807 | \n3.181910 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n597 | \n176 | \n241 | \n0 | \n1.199858 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 243</b><br><b>Study: super_trend_... | \n
| 241 | \n244 | \n14 | \n2 | \nCOMPLETE | \n2023-12-11 22:06:41.104551 | \n2023-12-11 22:06:57.602507 | \nsuper_trend_optimization_mt | \n0.260870 | \n2.892609 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n575 | \n150 | \n242 | \n0 | \n0.020470 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 244</b><br><b>Study: super_trend_... | \n
| 242 | \n245 | \n15 | \n2 | \nCOMPLETE | \n2023-12-11 22:06:57.609660 | \n2023-12-11 22:07:14.204659 | \nsuper_trend_optimization_mt | \n0.288591 | \n3.179195 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n596 | \n172 | \n243 | \n0 | \n0.993143 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 245</b><br><b>Study: super_trend_... | \n
| 243 | \n246 | \n16 | \n2 | \nCOMPLETE | \n2023-12-11 22:07:14.212057 | \n2023-12-11 22:07:30.819529 | \nsuper_trend_optimization_mt | \n0.303597 | \n2.316331 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n695 | \n211 | \n244 | \n0 | \n0.378650 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 246</b><br><b>Study: super_trend_... | \n
| 244 | \n247 | \n17 | \n2 | \nCOMPLETE | \n2023-12-11 22:07:30.827380 | \n2023-12-11 22:07:47.521386 | \nsuper_trend_optimization_mt | \n0.293132 | \n3.186348 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n597 | \n175 | \n245 | \n0 | \n1.089455 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 247</b><br><b>Study: super_trend_... | \n
| 245 | \n248 | \n18 | \n2 | \nCOMPLETE | \n2023-12-11 22:07:47.529136 | \n2023-12-11 22:08:04.390746 | \nsuper_trend_optimization_mt | \n0.238185 | \n2.656522 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n529 | \n126 | \n246 | \n0 | \n-0.201113 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 248</b><br><b>Study: super_trend_... | \n
| 246 | \n249 | \n19 | \n2 | \nCOMPLETE | \n2023-12-11 22:08:04.398085 | \n2023-12-11 22:08:20.923331 | \nsuper_trend_optimization_mt | \n0.295058 | \n2.328125 | \n\"{\\\"exchange\\\": \\\"binance_perpetual\\\", \\\"tradi... | \n... | \n688 | \n203 | \n247 | \n0 | \n0.192099 | \nFINITE | \n2 | \nMAXIMIZE | \n0 | \n<b>Trial ID: 249</b><br><b>Study: super_trend_... | \n
20 rows × 28 columns
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