Add leverage to backtest results

closes #7574

freqtrade/data/btanalysis.py

@@ -26,7 +26,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
                    'profit_ratio', 'profit_abs', 'exit_reason',
                    'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
                    'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
-                   'is_short', 'open_timestamp', 'close_timestamp', 'orders'
+                   'leverage', 'is_short', 'open_timestamp', 'close_timestamp', 'orders'
                    ]
 
 
@@ -280,6 +280,8 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
             # Compatibility support for pre short Columns
             if 'is_short' not in df.columns:
                 df['is_short'] = 0
+            if 'leverage' not in df.columns:
+                df['leverage'] = 1.0
             if 'enter_tag' not in df.columns:
                 df['enter_tag'] = df['buy_tag']
                 df = df.drop(['buy_tag'], axis=1)

tests/optimize/test_backtesting.py

@@ -764,6 +764,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
          'max_rate': [0.10501, 0.1038888],
          'is_open': [False, False],
          'enter_tag': [None, None],
+         "leverage": [1.0, 1.0],
          "is_short": [False, False],
          'open_timestamp': [1517251200000, 1517283000000],
          'close_timestamp': [1517265300000, 1517285400000],

tests/optimize/test_backtesting_adjust_position.py

@@ -72,6 +72,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
          'max_rate': [0.10481985, 0.1038888],
          'is_open': [False, False],
          'enter_tag': [None, None],
+         'leverage': [1.0, 1.0],
          'is_short': [False, False],
          'open_timestamp': [1517251200000, 1517283000000],
          'close_timestamp': [1517265300000, 1517285400000],