Timestamps should be in ms

This commit is contained in:
Matthias 2020-07-26 15:23:21 +02:00
parent 9ed5fed887
commit 8d0f338bf2

View File

@ -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({