Rename duration to trade_duration

freqtrade/data/btanalysis.py

@@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
 logger = logging.getLogger(__name__)
 
 # must align with columns in backtest.py
-BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "duration",
+BT_DATA_COLUMNS = ["pair", "profit_percent", "open_date", "close_date", "index", "trade_duration",
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
@@ -144,7 +144,7 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame:
     persistence.init(db_url, clean_open_orders=False)
 
     columns = ["pair", "open_date", "close_date", "profit", "profit_percent",
-               "open_rate", "close_rate", "amount", "duration", "sell_reason",
+               "open_rate", "close_rate", "amount", "trade_duration", "sell_reason",
                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
                "stake_amount", "max_rate", "min_rate", "id", "exchange",
                "stop_loss", "initial_stop_loss", "strategy", "timeframe"]

freqtrade/optimize/backtesting.py

@@ -228,7 +228,7 @@ class Backtesting:
             open_rate=buy_row.open,
             open_date=buy_row.date,
             stake_amount=stake_amount,
-            amount=stake_amount / buy_row.open,
+            amount=round(stake_amount / buy_row.open, 8),
             fee_open=self.fee,
             fee_close=self.fee,
             is_open=True,

freqtrade/plot/plotting.py

@@ -163,7 +163,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     if trades is not None and len(trades) > 0:
         # Create description for sell summarizing the trade
         trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, "
-                                                  f"{row['sell_reason']}, {row['duration']} min",
+                                                  f"{row['sell_reason']}, "
+                                                  f"{row['trade_duration']} min",
                                                   axis=1)
         trade_buys = go.Scatter(
             x=trades["open_date"],