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fix daily profit data and daily profit curve example

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This commit is contained in:
octaviusgus 2021-07-06 22:47:39 +02:00
parent dec523eef0
commit d1104bd434
2 changed files with 9 additions and 4 deletions
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2
freqtrade/optimize/optimize_reports.py
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@ -272,7 +272,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
winning_days = sum(daily_profit > 0) winning_days = sum(daily_profit > 0)
draw_days = sum(daily_profit == 0) draw_days = sum(daily_profit == 0)
losing_days = sum(daily_profit < 0) losing_days = sum(daily_profit < 0)
daily_profit_list = daily_profit.tolist() daily_profit_list = [(str(idx.date()), val) for idx, val in daily_profit.iteritems()]
return { return {
'backtest_best_day': best_rel, 'backtest_best_day': best_rel,

11
freqtrade/templates/strategy_analysis_example.ipynb
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@ -215,13 +215,18 @@
"stats = load_backtest_stats(backtest_dir)\n", "stats = load_backtest_stats(backtest_dir)\n",
"strategy_stats = stats['strategy'][strategy]\n", "strategy_stats = stats['strategy'][strategy]\n",
"\n", "\n",
"dates = []\n",
"profits = []\n",
"for date_profit in strategy_stats['daily_profit']:\n",
" dates.append(date_profit[0])\n",
" profits.append(date_profit[1])\n",
"\n",
"equity = 0\n", "equity = 0\n",
"equity_daily = []\n", "equity_daily = []\n",
"for dp in strategy_stats['daily_profit']:\n", "for daily_profit in profits:\n",
" equity_daily.append(equity)\n", " equity_daily.append(equity)\n",
" equity += float(dp)\n", " equity += float(daily_profit)\n",
"\n", "\n",
"dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
"\n", "\n",
"df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n", "df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
"\n", "\n",