fix daily profit data and daily profit curve example

This commit is contained in:
octaviusgus
2021-07-06 22:47:39 +02:00
parent dec523eef0
commit d1104bd434
2 changed files with 9 additions and 4 deletions

View File

@@ -215,13 +215,18 @@
"stats = load_backtest_stats(backtest_dir)\n",
"strategy_stats = stats['strategy'][strategy]\n",
"\n",
"dates = []\n",
"profits = []\n",
"for date_profit in strategy_stats['daily_profit']:\n",
" dates.append(date_profit[0])\n",
" profits.append(date_profit[1])\n",
"\n",
"equity = 0\n",
"equity_daily = []\n",
"for dp in strategy_stats['daily_profit']:\n",
"for daily_profit in profits:\n",
" equity_daily.append(equity)\n",
" equity += float(dp)\n",
" equity += float(daily_profit)\n",
"\n",
"dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])\n",
"\n",
"df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})\n",
"\n",