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

Add long/short support to backtesting

Browse Source
This commit is contained in:
Matthias
2021-11-18 20:34:59 +01:00
parent f40221dd9f
commit 0a50017c84
5 changed files with 19 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
freqtrade/optimize/optimize_reports.py
View File

@@ -454,6 +454,8 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
# 'days_breakdown_stats': days_breakdown_stats,
'total_trades': len(results),
'trade_count_long': len(results.loc[~results['is_short']]),
'trade_count_short': len(results.loc[results['is_short']]),
'total_volume': float(results['stake_amount'].sum()),
'avg_stake_amount': results['stake_amount'].mean() if len(results) > 0 else 0,
'profit_mean': results['profit_ratio'].mean() if len(results) > 0 else 0,
@@ -719,6 +721,9 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('', ''), # Empty line to improve readability
('Total/Daily Avg Trades',
f"{strat_results['total_trades']} / {strat_results['trades_per_day']}"),
('Long / Short',
f"{strat_results.get('trade_count_long', 'total_trades')} / "
f"{strat_results.get('trade_count_short', 0)}"),
('Starting balance', round_coin_value(strat_results['starting_balance'],
strat_results['stake_currency'])),
('Final balance', round_coin_value(strat_results['final_balance'],