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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.
This commit is contained in:
Matthias 2020-07-27 07:20:40 +02:00
parent 977a6d4e9c
commit aab5596fa6
1 changed files with 4 additions and 0 deletions
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4
freqtrade/optimize/optimize_reports.py
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@ -5,6 +5,7 @@ from typing import Any, Dict, List
from arrow import Arrow from arrow import Arrow
from pandas import DataFrame from pandas import DataFrame
from numpy import int64
from tabulate import tabulate from tabulate import tabulate
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN 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) skip_nan=True)
daily_stats = generate_daily_stats(results) 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 backtest_days = (max_date - min_date).days
strat_stats = { strat_stats = {
'trades': results.to_dict(orient='records'), 'trades': results.to_dict(orient='records'),