lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 18:23:55 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

add cumsum to backtest-results

Browse Source
This commit is contained in:
Matthias 2018-07-08 19:55:04 +02:00
parent 7c8c8e83d3
commit 1a24afef77
1 changed files with 4 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/optimize/backtesting.py
View File

@ -88,9 +88,9 @@ class Backtesting(object):
"""
stake_currency = str(self.config.get('stake_currency'))
floatfmt = ('s', 'd', '.2f', '.8f', '.1f')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.1f')
tabular_data = []
headers = ['pair', 'buy count', 'avg profit %',
headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
for pair in data:
result = results[results.pair == pair]
@ -98,6 +98,7 @@ class Backtesting(object):
pair,
len(result.index),
result.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
result.profit_abs.sum(),
result.trade_duration.mean(),
len(result[result.profit_abs > 0]),
@ -109,6 +110,7 @@ class Backtesting(object):
'TOTAL',
len(results.index),
results.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
results.trade_duration.mean(),
len(results[results.profit_abs > 0]),