adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update documentation page too.

Browse Source
This commit is contained in:
Matthias 2021-07-08 20:04:47 +02:00
parent d1104bd434
commit 03861945a3
1 changed files with 8 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

11
docs/strategy_analysis_example.md
View File

@ -148,13 +148,18 @@ import pandas as pd
stats = load_backtest_stats(backtest_dir) stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy] strategy_stats = stats['strategy'][strategy]
dates = []
profits = []
for date_profit in strategy_stats['daily_profit']:
dates.append(date_profit[0])
profits.append(date_profit[1])
equity = 0 equity = 0
equity_daily = [] equity_daily = []
for dp in strategy_stats['daily_profit']: for daily_profit in profits:
equity_daily.append(equity) equity_daily.append(equity)
equity += float(dp) equity += float(daily_profit)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily}) df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})