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add daily_profit_list 

added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
This commit is contained in:
octaviusgus 2021-07-04 14:38:17 +02:00 committed by GitHub
parent 791dfd9ba3
commit 4aa2ae37bd
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1 changed files with 3 additions and 0 deletions
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freqtrade/optimize/optimize_reports.py
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@ -261,6 +261,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
'winning_days': 0,
'draw_days': 0,
'losing_days': 0,
'daily_profit_list': [],
}
daily_profit_rel = results.resample('1d', on='close_date')['profit_ratio'].sum()
daily_profit = results.resample('1d', on='close_date')['profit_abs'].sum().round(10)
@ -271,6 +272,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
winning_days = sum(daily_profit > 0)
draw_days = sum(daily_profit == 0)
losing_days = sum(daily_profit < 0)
daily_profit_list = daily_profit.tolist()
return {
'backtest_best_day': best_rel,
@ -280,6 +282,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
'winning_days': winning_days,
'draw_days': draw_days,
'losing_days': losing_days,
'daily_profit': daily_profit_list,
}