From f368aabcc7bce32752f93f26d020be7222e12678 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Fri, 26 Jun 2020 20:51:36 +0200
Subject: [PATCH] Add amount to backtest-result

---
 freqtrade/optimize/backtesting.py      | 3 +++
 freqtrade/optimize/optimize_reports.py | 1 +
 tests/optimize/test_backtesting.py     | 1 +
 3 files changed, 5 insertions(+)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 7021e85b6..d00f033cd 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -45,6 +45,7 @@ class BacktestResult(NamedTuple):
     close_date: datetime
     close_rate: float
     close_fee: float
+    amount: float
     trade_duration: float
     open_at_end: bool
     sell_reason: SellType
@@ -254,6 +255,7 @@ class Backtesting:
                                       close_date=sell_row.date,
                                       close_rate=closerate,
                                       close_fee=self.fee,
+                                      amount=trade.amount,
                                       trade_duration=trade_dur,
                                       open_at_end=False,
                                       sell_reason=sell.sell_type
@@ -270,6 +272,7 @@ class Backtesting:
                                     close_date=sell_row.date,
                                     close_rate=sell_row.open,
                                     close_fee=self.fee,
+                                    amount=trade.amount,
                                     trade_duration=int((
                                         sell_row.date - buy_row.date).total_seconds() // 60),
                                     open_at_end=True,
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index d1c58617d..a7cc8a7d6 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -250,6 +250,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
             'backtest_days': backtest_days,
             'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else None,
             'market_change': market_change,
+            'stake_amount': config['stake_amount']
         }
         result['strategy'][strategy] = strat_stats
 
diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py
index 4ee03f6ba..d5a6f8888 100644
--- a/tests/optimize/test_backtesting.py
+++ b/tests/optimize/test_backtesting.py
@@ -468,6 +468,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
                                        Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True),
          'close_rate': [0.104969, 0.103541],
          'close_fee': [0.0025, 0.0025],
+         'amount': [0.009574, 0.009706],
          'trade_duration': [235, 40],
          'open_at_end': [False, False],
          'sell_reason': [SellType.ROI, SellType.ROI]