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Add test for create_cum_profit

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Matthias
2019-06-29 17:19:42 +02:00
parent 044be3b93e
commit edd3fc8825
2 changed files with 22 additions and 3 deletions
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3
freqtrade/data/btanalysis.py
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@@ -114,6 +114,9 @@ def extract_trades_of_period(dataframe: pd.DataFrame, trades: pd.DataFrame) -> p
def create_cum_profit(df: pd.DataFrame, trades: pd.DataFrame, col_name: str):
"""
Adds a column `col_name` with the cumulative profit for the given trades array.
:param df: DataFrame with date index
:param trades: DataFrame containing trades (requires columns close_time and profitperc)
:return: Returns df with one additional column, col_name, containing the cumulative profit.
"""
df[col_name] = trades.set_index('close_time')['profitperc'].cumsum()
# Set first value to 0