Timestamps should be in ms
This commit is contained in:
parent
9ed5fed887
commit
8d0f338bf2
@ -253,9 +253,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
|
|||||||
'left_open_trades': left_open_results,
|
'left_open_trades': left_open_results,
|
||||||
'total_trades': len(results),
|
'total_trades': len(results),
|
||||||
'backtest_start': min_date.datetime,
|
'backtest_start': min_date.datetime,
|
||||||
'backtest_start_ts': min_date.timestamp,
|
'backtest_start_ts': min_date.timestamp * 1000,
|
||||||
'backtest_end': max_date.datetime,
|
'backtest_end': max_date.datetime,
|
||||||
'backtest_end_ts': max_date.timestamp,
|
'backtest_end_ts': max_date.timestamp * 1000,
|
||||||
'backtest_days': backtest_days,
|
'backtest_days': backtest_days,
|
||||||
|
|
||||||
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None,
|
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None,
|
||||||
@ -272,9 +272,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
|
|||||||
strat_stats.update({
|
strat_stats.update({
|
||||||
'max_drawdown': max_drawdown,
|
'max_drawdown': max_drawdown,
|
||||||
'drawdown_start': drawdown_start,
|
'drawdown_start': drawdown_start,
|
||||||
'drawdown_start_ts': drawdown_start.timestamp(),
|
'drawdown_start_ts': drawdown_start.timestamp() * 1000,
|
||||||
'drawdown_end': drawdown_end,
|
'drawdown_end': drawdown_end,
|
||||||
'drawdown_end_ts': drawdown_end.timestamp(),
|
'drawdown_end_ts': drawdown_end.timestamp() * 1000,
|
||||||
})
|
})
|
||||||
except ValueError:
|
except ValueError:
|
||||||
strat_stats.update({
|
strat_stats.update({
|
||||||
|
Loading…
Reference in New Issue
Block a user