load_trades_db should give as many columns as possible
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		| @@ -81,19 +81,30 @@ def load_trades_from_db(db_url: str) -> pd.DataFrame: | ||||
|     """ | ||||
|     trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS) | ||||
|     persistence.init(db_url, clean_open_orders=False) | ||||
|     columns = ["pair", "profit", "open_time", "close_time", | ||||
|                "open_rate", "close_rate", "duration", "sell_reason", | ||||
|                "max_rate", "min_rate"] | ||||
|  | ||||
|     trades = pd.DataFrame([(t.pair, t.calc_profit(), | ||||
|     columns = ["pair", "open_time", "close_time", "profit", "profitperc", | ||||
|                "open_rate", "close_rate", "amount", "duration", "sell_reason", | ||||
|                "fee_open", "fee_close", "open_rate_requested", "close_rate_requested", | ||||
|                "stake_amount", "max_rate", "min_rate", "id", "exchange", | ||||
|                "stop_loss", "initial_stop_loss", "strategy", "ticker_interval"] | ||||
|  | ||||
|     trades = pd.DataFrame([(t.pair, | ||||
|                             t.open_date.replace(tzinfo=pytz.UTC), | ||||
|                             t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None, | ||||
|                             t.open_rate, t.close_rate, | ||||
|                             t.calc_profit(), t.calc_profit_percent(), | ||||
|                             t.open_rate, t.close_rate, t.amount, | ||||
|                             t.close_date.timestamp() - t.open_date.timestamp() | ||||
|                             if t.close_date else None, | ||||
|                             t.sell_reason, | ||||
|                             t.fee_open, t.fee_close, | ||||
|                             t.open_rate_requested, | ||||
|                             t.close_rate_requested, | ||||
|                             t.stake_amount, | ||||
|                             t.max_rate, | ||||
|                             t.min_rate, | ||||
|                             t.id, t.exchange, | ||||
|                             t.stop_loss, t.initial_stop_loss, | ||||
|                             t.strategy, t.ticker_interval | ||||
|                             ) | ||||
|                            for t in Trade.query.all()], | ||||
|                           columns=columns) | ||||
|   | ||||
| @@ -45,6 +45,11 @@ def test_load_trades_db(default_conf, fee, mocker): | ||||
|     assert isinstance(trades, DataFrame) | ||||
|     assert "pair" in trades.columns | ||||
|     assert "open_time" in trades.columns | ||||
|     assert "profitperc" in trades.columns | ||||
|  | ||||
|     for col in BT_DATA_COLUMNS: | ||||
|         if col not in ['index', 'open_at_end']: | ||||
|             assert col in trades.columns | ||||
|  | ||||
|  | ||||
| def test_extract_trades_of_period(): | ||||
|   | ||||
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