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Add leverage to backtest results

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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
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4
freqtrade/data/btanalysis.py
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@ -26,7 +26,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
'profit_ratio', 'profit_abs', 'exit_reason', 'profit_ratio', 'profit_abs', 'exit_reason',
'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs', 'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs',
'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag', '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 # Compatibility support for pre short Columns
if 'is_short' not in df.columns: if 'is_short' not in df.columns:
df['is_short'] = 0 df['is_short'] = 0
if 'leverage' not in df.columns:
df['leverage'] = 1.0
if 'enter_tag' not in df.columns: if 'enter_tag' not in df.columns:
df['enter_tag'] = df['buy_tag'] df['enter_tag'] = df['buy_tag']
df = df.drop(['buy_tag'], axis=1) df = df.drop(['buy_tag'], axis=1)

1
tests/optimize/test_backtesting.py
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@ -764,6 +764,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'max_rate': [0.10501, 0.1038888], 'max_rate': [0.10501, 0.1038888],
'is_open': [False, False], 'is_open': [False, False],
'enter_tag': [None, None], 'enter_tag': [None, None],
"leverage": [1.0, 1.0],
"is_short": [False, False], "is_short": [False, False],
'open_timestamp': [1517251200000, 1517283000000], 'open_timestamp': [1517251200000, 1517283000000],
'close_timestamp': [1517265300000, 1517285400000], 'close_timestamp': [1517265300000, 1517285400000],

1
tests/optimize/test_backtesting_adjust_position.py
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@ -72,6 +72,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
'max_rate': [0.10481985, 0.1038888], 'max_rate': [0.10481985, 0.1038888],
'is_open': [False, False], 'is_open': [False, False],
'enter_tag': [None, None], 'enter_tag': [None, None],
'leverage': [1.0, 1.0],
'is_short': [False, False], 'is_short': [False, False],
'open_timestamp': [1517251200000, 1517283000000], 'open_timestamp': [1517251200000, 1517283000000],
'close_timestamp': [1517265300000, 1517285400000], 'close_timestamp': [1517265300000, 1517285400000],