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remove openIndex and closeIndex from backtest-report

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This commit is contained in:
Matthias
2020-06-26 09:27:07 +02:00
parent 04cbc2cde5
commit 0fa56be9d2
6 changed files with 3 additions and 23 deletions
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2
freqtrade/edge/edge_positioning.py
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@@ -429,8 +429,6 @@ class Edge:
'profit_abs': '',
'open_date': date_column[open_trade_index],
'close_date': date_column[exit_index],
'open_index': start_point + open_trade_index,
'close_index': start_point + exit_index,
'trade_duration': '',
'open_rate': round(open_price, 15),
'close_rate': round(exit_price, 15),

6
freqtrade/optimize/backtesting.py
View File

@@ -41,8 +41,6 @@ class BacktestResult(NamedTuple):
profit_abs: float
open_date: datetime
close_date: datetime
open_index: int
close_index: int
trade_duration: float
open_at_end: bool
open_rate: float
@@ -251,8 +249,6 @@ class Backtesting:
open_date=buy_row.date,
close_date=sell_row.date,
trade_duration=trade_dur,
open_index=buy_row.Index,
close_index=sell_row.Index,
open_at_end=False,
open_rate=buy_row.open,
close_rate=closerate,
@@ -268,8 +264,6 @@ class Backtesting:
close_date=sell_row.date,
trade_duration=int((
sell_row.date - buy_row.date).total_seconds() // 60),
open_index=buy_row.Index,
close_index=sell_row.Index,
open_at_end=True,
open_rate=buy_row.open,
close_rate=sell_row.open,

4
freqtrade/optimize/optimize_reports.py
View File

@@ -52,8 +52,10 @@ def backtest_result_to_list(results: DataFrame) -> List[List]:
:param results: Dataframe containing results for one strategy
:return: List of Lists containing the trades
"""
# Return 0 as "index" for compatibility reasons (for now)
# TODO: Evaluate if we can remove this
return [[t.pair, t.profit_percent, t.open_date.timestamp(),
t.open_date.timestamp(), t.open_index - 1, t.trade_duration,
t.open_date.timestamp(), 0, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
for index, t in results.iterrows()]