Fix Backtesting Analysis Column Wrong

This commit is contained in:
zhanglei14 2023-01-04 01:16:52 +08:00
parent 91d8370909
commit 63db1fd894

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@ -52,7 +52,7 @@ def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_cand
return analysed_trades_dict
def _analyze_candles_and_indicators(pair, trades, signal_candles):
def _analyze_candles_and_indicators(pair, trades:pd.DataFrame, signal_candles:pd.DataFrame):
buyf = signal_candles
if len(buyf) > 0:
@ -120,7 +120,7 @@ def _do_group_table_output(bigdf, glist):
else:
agg_mask = {'profit_abs': ['count', 'sum', 'median', 'mean'],
'profit_ratio': ['sum', 'median', 'mean']}
'profit_ratio': ['median', 'mean', 'sum']}
agg_cols = ['num_buys', 'profit_abs_sum', 'profit_abs_median',
'profit_abs_mean', 'median_profit_pct', 'mean_profit_pct',
'total_profit_pct']