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Add create_cum_profit column

This commit is contained in:
Matthias 2019-06-29 16:57:04 +02:00
parent 0436811cf0
commit 044be3b93e
2 changed files with 13 additions and 1 deletions
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2
freqtrade/arguments.py
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@ -359,7 +359,7 @@ ARGS_PLOT_DATAFRAME = (ARGS_COMMON + ARGS_STRATEGY +
"refresh_pairs", "live"])
ARGS_PLOT_PROFIT = (ARGS_COMMON + ARGS_STRATEGY +
["pairs", "timerange", "export", "exportfilename"])
["pairs", "timerange", "export", "exportfilename", "db_url", "trade_source"])
class TimeRange(NamedTuple):

12
freqtrade/data/btanalysis.py
View File

@ -109,3 +109,15 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> p
trades = trades.loc[(trades['open_time'] >= dataframe.iloc[0]['date']) &
(trades['close_time'] <= dataframe.iloc[-1]['date'])]
return trades
def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str):
"""
Adds a column `col_name` with the cumulative profit for the given trades array.
"""
df[col_name] = trades.set_index('close_time')['profitperc'].cumsum()
# Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0
# FFill to get continuous
df[col_name] = df[col_name].ffill()
return df