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Fix bug in bt-analysis when multiple trades sell at the same time

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Matthias 2019-08-23 20:43:39 +02:00
parent d711b8c0e9
commit 2ae398913d
1 changed files with 2 additions and 1 deletions
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3
freqtrade/data/btanalysis.py
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@ -157,7 +157,8 @@ def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str) ->
:param trades: DataFrame containing trades (requires columns close_time and profitperc) :param trades: DataFrame containing trades (requires columns close_time and profitperc)
:return: Returns df with one additional column, col_name, containing the cumulative profit. :return: Returns df with one additional column, col_name, containing the cumulative profit.
""" """
df[col_name] = trades.set_index('close_time')['profitperc'].cumsum() # Use groupby/sum().cumsum() to avoid errors when multiple trades sold at the same candle.
df[col_name] = trades.groupby('close_time')['profitperc'].sum().cumsum()
# Set first value to 0 # Set first value to 0
df.loc[df.iloc[0].name, col_name] = 0 df.loc[df.iloc[0].name, col_name] = 0
# FFill to get continuous # FFill to get continuous