plot and compare multi strat profit
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Jupyter/profit_multistrat_plot.ipynb
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4960
Jupyter/profit_multistrat_plot.ipynb
Normal file
File diff suppressed because one or more lines are too long
@ -196,6 +196,7 @@ class Backtesting(object):
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if ret:
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if ret:
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row2, trade_entry, next_date = ret
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row2, trade_entry, next_date = ret
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lock_pair_until = next_date
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lock_pair_until = next_date
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trade_entry = trade_entry + ( next_date,)
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trades.append(trade_entry)
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trades.append(trade_entry)
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if record:
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if record:
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# Note, need to be json.dump friendly
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# Note, need to be json.dump friendly
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@ -210,7 +211,7 @@ class Backtesting(object):
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if record and record.find('trades') >= 0:
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if record and record.find('trades') >= 0:
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logger.info('Dumping backtest results')
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logger.info('Dumping backtest results')
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file_dump_json('backtest-result.json', records)
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file_dump_json('backtest-result.json', records)
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labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
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labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'sell_date']
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return DataFrame.from_records(trades, columns=labels)
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return DataFrame.from_records(trades, columns=labels)
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def start(self) -> None:
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def start(self) -> None:
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