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add buy/sell index to backtest result

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This commit is contained in:
xmatthias 2018-06-10 20:52:42 +02:00
parent 9cc087c788
commit 12e455cbf5
1 changed files with 6 additions and 0 deletions
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6
freqtrade/optimize/backtesting.py
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@ -33,6 +33,8 @@ class BacktestResult(NamedTuple):
profit_abs: float
open_time: datetime
close_time: datetime
open_index: int
close_index: int
trade_duration: float
open_at_end: bool
@ -142,6 +144,8 @@ class Backtesting(object):
open_time=buy_row.date,
close_time=sell_row.date,
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
open_index=buy_row.index,
close_index=sell_row.index,
open_at_end=False
)
if partial_ticker:
@ -153,6 +157,8 @@ class Backtesting(object):
open_time=buy_row.date,
close_time=sell_row.date,
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
open_index=buy_row.index,
close_index=sell_row.index,
open_at_end=True
)
logger.info('Force_selling still open trade %s with %s perc - %s', btr.pair,