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Add days breakdown table to backtesting

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This commit is contained in:
rextea
2021-03-26 18:40:50 +03:00
parent dd5873ef24
commit 2bed41da5d
5 changed files with 74 additions and 9 deletions
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2
freqtrade/commands/arguments.py
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@@ -21,7 +21,7 @@ ARGS_COMMON_OPTIMIZE = ["timeframe", "timerange", "dataformat_ohlcv",
ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
"enable_protections", "dry_run_wallet",
"strategy_list", "export", "exportfilename"]
"strategy_list", "export", "exportfilename", "show_days"]
ARGS_HYPEROPT = ARGS_COMMON_OPTIMIZE + ["hyperopt", "hyperopt_path",
"position_stacking", "use_max_market_positions",