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ABS drawdown should show wallet high and low values

This commit is contained in:
Matthias 2021-02-16 20:39:50 +01:00
parent aed23d55c2
commit f367375e5b
1 changed files with 12 additions and 4 deletions
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16
freqtrade/optimize/optimize_reports.py
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@ -334,11 +334,11 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'drawdown_end': drawdown_end, 'drawdown_end': drawdown_end,
'drawdown_end_ts': drawdown_end.timestamp() * 1000, 'drawdown_end_ts': drawdown_end.timestamp() * 1000,
'max_drawdown_low': low_val, 'max_drawdown_low': low_val + starting_balance,
'max_drawdown_high': high_val, 'max_drawdown_high': high_val + starting_balance,
}) })
csum_min, csum_max = calculate_csum(results) csum_min, csum_max = calculate_csum(results, starting_balance)
strat_stats.update({ strat_stats.update({
'csum_min': csum_min, 'csum_min': csum_min,
'csum_max': csum_max 'csum_max': csum_max
@ -493,7 +493,15 @@ def text_table_add_metrics(strat_results: Dict) -> str:
return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl") return tabulate(metrics, headers=["Metric", "Value"], tablefmt="orgtbl")
else: else:
return '' start_balance = round_coin_value(strat_results['starting_balance'],
strat_results['stake_currency'])
stake_amount = round_coin_value(strat_results['stake_amount'],
strat_results['stake_currency'])
message = ("No trades made. "
f"Your starting balance was {start_balance}, "
f"and your stake was {stake_amount}."
)
return message
def show_backtest_results(config: Dict, backtest_stats: Dict): def show_backtest_results(config: Dict, backtest_stats: Dict):