diff --git a/docs/advanced-backtesting.md b/docs/advanced-backtesting.md index 5004dfc2a..a6b30b5f8 100644 --- a/docs/advanced-backtesting.md +++ b/docs/advanced-backtesting.md @@ -145,8 +145,10 @@ The `(entry)` and `(exit)` suffixes are added to indicators to distinguish the values at the entry and exit points of the trade. !!! note "Trade-wide Indicators" - Certain trade-wide indicators do not have the `(entry)` or `(exit)` suffix. These indicators include: - `"open_date"`, `"close_date"`, `"min_rate"`, `"max_rate"`, `"profit_ratio"`, and `"profit_abs"`. + Certain trade-wide indicators do not have the `(entry)` or `(exit)` suffix. These indicators include: `pair`, `stake_amount`, + `max_stake_amount`, `amount`, `open_date`, `close_date`, `open_rate`, `close_rate`, `fee_open`, `fee_close`, `trade_duration`, + `profit_ratio`, `profit_abs`, `exit_reason`,`initial_stop_loss_abs`, `initial_stop_loss_ratio`, `stop_loss_abs`, `stop_loss_ratio`, + `min_rate`, `max_rate`, `is_open`, `enter_tag`, `leverage`, `is_short`, `open_timestamp`, `close_timestamp` and `orders` ### Filtering the trade output by date diff --git a/freqtrade/data/entryexitanalysis.py b/freqtrade/data/entryexitanalysis.py index 974e39d39..8077e104a 100644 --- a/freqtrade/data/entryexitanalysis.py +++ b/freqtrade/data/entryexitanalysis.py @@ -8,6 +8,7 @@ import pandas as pd from freqtrade.configuration import TimeRange from freqtrade.constants import Config from freqtrade.data.btanalysis import ( + BT_DATA_COLUMNS, get_latest_backtest_filename, load_backtest_data, load_backtest_stats, @@ -303,15 +304,7 @@ def print_results( def _merge_dfs(entry_df, exit_df, available_inds): merge_on = ["pair", "open_date"] - trade_wide_indicators = [ - "open_date", - "close_date", - "min_rate", - "max_rate", - "profit_ratio", - "profit_abs", - ] - signal_wide_indicators = list(set(available_inds) - set(trade_wide_indicators)) + signal_wide_indicators = list(set(available_inds) - set(BT_DATA_COLUMNS)) columns_to_keep = merge_on + ["enter_reason", "exit_reason"] + available_inds if exit_df is None or exit_df.empty: