Merge pull request #9160 from mohsenjfar/develop

Update strategy_analysis_example.md
This commit is contained in:
Matthias
2023-09-08 07:59:55 +02:00
committed by GitHub
2 changed files with 7 additions and 31 deletions

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@@ -167,7 +167,7 @@ trades.groupby("pair")["exit_reason"].value_counts()
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
from freqtrade.data.btanalysis import load_backtest_stats
import plotly.express as px
import pandas as pd
@@ -178,20 +178,8 @@ 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 daily_profit in profits:
equity_daily.append(equity)
equity += float(daily_profit)
df = pd.DataFrame({'dates': dates,'equity_daily': equity_daily})
df = pd.DataFrame(columns=['dates','equity'], data=strategy_stats['daily_profit'])
df['equity_daily'] = df['equity'].cumsum()
fig = px.line(df, x="dates", y="equity_daily")
fig.show()