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Merge pull request #5244 from octaviusgus/develop

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fix daily profit data bug and daily profit curve example
This commit is contained in:
Matthias
2021-07-09 07:06:14 +02:00
committed by GitHub
parent d96d6024f4 03861945a3
commit fb25130588
3 changed files with 17 additions and 7 deletions
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11
docs/strategy_analysis_example.md
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@@ -148,13 +148,18 @@ import pandas as pd
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
dates = []
profits = []
for date_profit in strategy_stats['daily_profit']:
dates.append(date_profit[0])
profits.append(date_profit[1])
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
for daily_profit in profits:
equity_daily.append(equity)
equity += float(dp)
equity += float(daily_profit)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})