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use BT_DATA_COLUMNS for trade wide indicators

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This commit is contained in:
Anuj Jain 2024-09-06 12:28:02 +05:30
parent b7145debfb
commit 8d96844312
2 changed files with 6 additions and 11 deletions
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6
docs/advanced-backtesting.md
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@ -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. to distinguish the values at the entry and exit points of the trade.
!!! note "Trade-wide Indicators" !!! note "Trade-wide Indicators"
Certain trade-wide indicators do not have the `(entry)` or `(exit)` suffix. These indicators include: Certain trade-wide indicators do not have the `(entry)` or `(exit)` suffix. These indicators include: `pair`, `stake_amount`,
`"open_date"`, `"close_date"`, `"min_rate"`, `"max_rate"`, `"profit_ratio"`, and `"profit_abs"`. `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 ### Filtering the trade output by date

11
freqtrade/data/entryexitanalysis.py
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@ -8,6 +8,7 @@ import pandas as pd
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import Config from freqtrade.constants import Config
from freqtrade.data.btanalysis import ( from freqtrade.data.btanalysis import (
BT_DATA_COLUMNS,
get_latest_backtest_filename, get_latest_backtest_filename,
load_backtest_data, load_backtest_data,
load_backtest_stats, load_backtest_stats,
@ -303,15 +304,7 @@ def print_results(
def _merge_dfs(entry_df, exit_df, available_inds): def _merge_dfs(entry_df, exit_df, available_inds):
merge_on = ["pair", "open_date"] merge_on = ["pair", "open_date"]
trade_wide_indicators = [ signal_wide_indicators = list(set(available_inds) - set(BT_DATA_COLUMNS))
"open_date",
"close_date",
"min_rate",
"max_rate",
"profit_ratio",
"profit_abs",
]
signal_wide_indicators = list(set(available_inds) - set(trade_wide_indicators))
columns_to_keep = merge_on + ["enter_reason", "exit_reason"] + available_inds columns_to_keep = merge_on + ["enter_reason", "exit_reason"] + available_inds
if exit_df is None or exit_df.empty: if exit_df is None or exit_df.empty: