From aab5596fa6ed145a5bf3afb9a700272704bffd9b Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 27 Jul 2020 07:20:40 +0200 Subject: [PATCH] Convert trade open / close to timestamp (to allow uniform analysis of backtest and real trade data - while giving control of date-formatting to the endsystem. --- freqtrade/optimize/optimize_reports.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 6e0f9acea..f917e7cab 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -5,6 +5,7 @@ from typing import Any, Dict, List from arrow import Arrow from pandas import DataFrame +from numpy import int64 from tabulate import tabulate from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN @@ -246,6 +247,9 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame], skip_nan=True) daily_stats = generate_daily_stats(results) + results['open_timestamp'] = results['open_date'].astype(int64) // 1e6 + results['close_timestamp'] = results['close_date'].astype(int64) // 1e6 + backtest_days = (max_date - min_date).days strat_stats = { 'trades': results.to_dict(orient='records'),