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Adjust backtesting interface to new metrics and possibilities
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@ -6,7 +6,9 @@ export interface BacktestPayload {
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timerange: string;
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timeframe?: string;
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max_open_trades?: number;
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// TODO: Should be number or unlimited
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stake_amount?: number;
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dry_run_wallet?: number;
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enable_protections?: boolean;
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}
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@ -51,6 +53,8 @@ export interface StrategyBacktestResult {
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sell_reason_summary: Array<SellReasonResults>;
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left_open_trades: Trade[];
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total_trades: number;
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total_volume: number;
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avg_stake_amount: number;
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profit_mean: number;
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profit_total: number;
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profit_total_abs: number;
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@ -68,6 +72,11 @@ export interface StrategyBacktestResult {
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pairlist: string[];
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stake_amount: number;
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stake_currency: string;
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/** Decimal places to use when displaying values in stake-currency */
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stake_currency_decimals: number;
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starting_balance: number;
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final_balance: number;
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max_open_trades: number;
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timeframe: string;
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timerange: string;
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@ -92,6 +101,13 @@ export interface StrategyBacktestResult {
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loser_holding_avg: number;
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losing_days: number;
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max_drawdown: number;
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/** Absolute max drawdown */
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max_drawdown_abs: number;
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max_drawdown_low: number;
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max_drawdown_high: number;
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cusm_min: number;
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csum_max: number;
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winner_holding_avg: number;
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winning_days: number;
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@ -83,7 +83,19 @@
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type="number"
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></b-form-input>
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</b-form-group>
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<b-form-group
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label-cols-sm="5"
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label="Starting capital:"
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label-align-sm="right"
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label-for="starting-capital"
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>
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<b-form-input
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id="starting-capital"
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v-model="startingCapital"
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type="number"
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step="0.001"
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></b-form-input>
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</b-form-group>
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<b-form-group
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label-cols-sm="5"
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label="Stake amount:"
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@ -270,6 +282,8 @@ export default class Backtesting extends Vue {
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stakeAmount = '';
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startingCapital = '';
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btFormMode = 'run';
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selectedPlotConfig: PlotConfig = getCustomPlotConfig(getPlotConfigName());
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@ -332,11 +346,18 @@ export default class Backtesting extends Vue {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.max_open_trades = openTradesInt;
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}
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const stakeAmountInt = Number(this.stakeAmount);
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if (stakeAmountInt) {
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const stakeAmount = Number(this.stakeAmount);
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if (stakeAmount) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.stake_amount = stakeAmountInt;
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btPayload.stake_amount = stakeAmount;
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}
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const startingCapital = Number(this.startingCapital);
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if (startingCapital) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.dry_run_wallet = startingCapital;
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}
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if (this.selectedTimeframe) {
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btPayload.timeframe = this.selectedTimeframe;
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}
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