Add leverage to backtest results

closes #7574
This commit is contained in:
Matthias
2022-11-06 09:40:44 +01:00
parent 1d2b89bc13
commit d48a9ae96d
3 changed files with 5 additions and 1 deletions

View File

@@ -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)