From d2744755d2789de62b72afed644d1e74f650ecd1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Wed, 17 Feb 2021 20:37:30 +0100
Subject: [PATCH] Adjust backtesting interface to new metrics and possibilities

---
 src/types/backtest.ts     | 16 ++++++++++++++++
 src/views/Backtesting.vue | 29 +++++++++++++++++++++++++----
 2 files changed, 41 insertions(+), 4 deletions(-)

diff --git a/src/types/backtest.ts b/src/types/backtest.ts
index a2d44af7..2f547488 100644
--- a/src/types/backtest.ts
+++ b/src/types/backtest.ts
@@ -6,7 +6,9 @@ export interface BacktestPayload {
   timerange: string;
   timeframe?: string;
   max_open_trades?: number;
+  // TODO: Should be number or unlimited
   stake_amount?: number;
+  dry_run_wallet?: number;
   enable_protections?: boolean;
 }
 
@@ -51,6 +53,8 @@ export interface StrategyBacktestResult {
   sell_reason_summary: Array<SellReasonResults>;
   left_open_trades: Trade[];
   total_trades: number;
+  total_volume: number;
+  avg_stake_amount: number;
   profit_mean: number;
   profit_total: number;
   profit_total_abs: number;
@@ -68,6 +72,11 @@ export interface StrategyBacktestResult {
   pairlist: string[];
   stake_amount: number;
   stake_currency: string;
+  /** Decimal places to use when displaying values in stake-currency */
+  stake_currency_decimals: number;
+  starting_balance: number;
+  final_balance: number;
+
   max_open_trades: number;
   timeframe: string;
   timerange: string;
@@ -92,6 +101,13 @@ export interface StrategyBacktestResult {
   loser_holding_avg: number;
   losing_days: number;
   max_drawdown: number;
+  /** Absolute max drawdown */
+  max_drawdown_abs: number;
+  max_drawdown_low: number;
+  max_drawdown_high: number;
+
+  cusm_min: number;
+  csum_max: number;
 
   winner_holding_avg: number;
   winning_days: number;
diff --git a/src/views/Backtesting.vue b/src/views/Backtesting.vue
index 00e3b881..cae3439a 100644
--- a/src/views/Backtesting.vue
+++ b/src/views/Backtesting.vue
@@ -83,7 +83,19 @@
                 type="number"
               ></b-form-input>
             </b-form-group>
-
+            <b-form-group
+              label-cols-sm="5"
+              label="Starting capital:"
+              label-align-sm="right"
+              label-for="starting-capital"
+            >
+              <b-form-input
+                id="starting-capital"
+                v-model="startingCapital"
+                type="number"
+                step="0.001"
+              ></b-form-input>
+            </b-form-group>
             <b-form-group
               label-cols-sm="5"
               label="Stake amount:"
@@ -270,6 +282,8 @@ export default class Backtesting extends Vue {
 
   stakeAmount = '';
 
+  startingCapital = '';
+
   btFormMode = 'run';
 
   selectedPlotConfig: PlotConfig = getCustomPlotConfig(getPlotConfigName());
@@ -332,11 +346,18 @@ export default class Backtesting extends Vue {
       // eslint-disable-next-line @typescript-eslint/camelcase
       btPayload.max_open_trades = openTradesInt;
     }
-    const stakeAmountInt = Number(this.stakeAmount);
-    if (stakeAmountInt) {
+    const stakeAmount = Number(this.stakeAmount);
+    if (stakeAmount) {
       // eslint-disable-next-line @typescript-eslint/camelcase
-      btPayload.stake_amount = stakeAmountInt;
+      btPayload.stake_amount = stakeAmount;
     }
+
+    const startingCapital = Number(this.startingCapital);
+    if (startingCapital) {
+      // eslint-disable-next-line @typescript-eslint/camelcase
+      btPayload.dry_run_wallet = startingCapital;
+    }
+
     if (this.selectedTimeframe) {
       btPayload.timeframe = this.selectedTimeframe;
     }