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Rename open_time and close_time to *date

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Matthias
2020-06-26 09:19:44 +02:00
parent 415853583b
commit b068e7c564
7 changed files with 38 additions and 37 deletions
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8
freqtrade/optimize/optimize_reports.py
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@@ -52,8 +52,8 @@ def backtest_result_to_list(results: DataFrame) -> List[List]:
:param results: Dataframe containing results for one strategy
:return: List of Lists containing the trades
"""
return [[t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
return [[t.pair, t.profit_percent, t.open_date.timestamp(),
t.open_date.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value]
for index, t in results.iterrows()]
@@ -350,10 +350,10 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
def text_table_add_metrics(strategy_results: Dict) -> str:
if len(strategy_results['trades']) > 0:
min_trade = min(strategy_results['trades'], key=lambda x: x['open_time'])
min_trade = min(strategy_results['trades'], key=lambda x: x['open_date'])
metrics = [
('Total trades', strategy_results['total_trades']),
('First trade', min_trade['open_time'].strftime(DATETIME_PRINT_FORMAT)),
('First trade', min_trade['open_date'].strftime(DATETIME_PRINT_FORMAT)),
('First trade Pair', min_trade['pair']),
('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),