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Rename duration to trade_duration

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Matthias 2020-06-26 21:04:40 +02:00
parent f368aabcc7
commit 7727292861
4 changed files with 6 additions and 5 deletions
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4
freqtrade/data/btanalysis.py
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@ -16,7 +16,7 @@ from freqtrade.persistence import Trade
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# must align with columns in backtest.py # 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"] "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) persistence.init(db_url, clean_open_orders=False)
columns = ["pair", "open_date", "close_date", "profit", "profit_percent", 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", "fee_open", "fee_close", "open_rate_requested", "close_rate_requested",
"stake_amount", "max_rate", "min_rate", "id", "exchange", "stake_amount", "max_rate", "min_rate", "id", "exchange",
"stop_loss", "initial_stop_loss", "strategy", "timeframe"] "stop_loss", "initial_stop_loss", "strategy", "timeframe"]

2
freqtrade/optimize/backtesting.py
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@ -228,7 +228,7 @@ class Backtesting:
open_rate=buy_row.open, open_rate=buy_row.open,
open_date=buy_row.date, open_date=buy_row.date,
stake_amount=stake_amount, stake_amount=stake_amount,
amount=stake_amount / buy_row.open, amount=round(stake_amount / buy_row.open, 8),
fee_open=self.fee, fee_open=self.fee,
fee_close=self.fee, fee_close=self.fee,
is_open=True, is_open=True,

3
freqtrade/plot/plotting.py
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@ -163,7 +163,8 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
if trades is not None and len(trades) > 0: if trades is not None and len(trades) > 0:
# Create description for sell summarizing the trade # Create description for sell summarizing the trade
trades['desc'] = trades.apply(lambda row: f"{round(row['profit_percent'] * 100, 1)}%, " 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) axis=1)
trade_buys = go.Scatter( trade_buys = go.Scatter(
x=trades["open_date"], x=trades["open_date"],

2
tests/optimize/test_backtesting.py
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@ -468,7 +468,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True), Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
'close_rate': [0.104969, 0.103541], 'close_rate': [0.104969, 0.103541],
'close_fee': [0.0025, 0.0025], 'close_fee': [0.0025, 0.0025],
'amount': [0.009574, 0.009706], 'amount': [0.00957442, 0.0097064],
'trade_duration': [235, 40], 'trade_duration': [235, 40],
'open_at_end': [False, False], 'open_at_end': [False, False],
'sell_reason': [SellType.ROI, SellType.ROI] 'sell_reason': [SellType.ROI, SellType.ROI]