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fix: update total_volume calculation to actually reflect volume

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closes #11268
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Matthias
2025-01-22 18:18:10 +01:00
parent 1d22cf98c8
commit 7f2e6966a6
1 changed files with 11 additions and 3 deletions
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14
freqtrade/optimize/optimize_reports/optimize_reports.py
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@@ -108,7 +108,14 @@ def _generate_result_line(
} }
def generate_pair_metrics( def calculate_trade_volume(trades_dict: list[dict[str, Any]]) -> float:
# Aggregate the total volume traded from orders.cost.
# Orders is a nested dictionary within the trades list.
return sum(sum(order["cost"] for order in trade.get("orders", [])) for trade in trades_dict)
def generate_pair_metrics( #
pairlist: list[str], pairlist: list[str],
stake_currency: str, stake_currency: str,
starting_balance: float, starting_balance: float,
@@ -431,8 +438,9 @@ def generate_strategy_stats(
expectancy, expectancy_ratio = calculate_expectancy(results) expectancy, expectancy_ratio = calculate_expectancy(results)
backtest_days = (max_date - min_date).days or 1 backtest_days = (max_date - min_date).days or 1
trades_dict = results.to_dict(orient="records")
strat_stats = { strat_stats = {
"trades": results.to_dict(orient="records"), "trades": trades_dict,
"locks": [lock.to_json() for lock in content["locks"]], "locks": [lock.to_json() for lock in content["locks"]],
"best_pair": best_pair, "best_pair": best_pair,
"worst_pair": worst_pair, "worst_pair": worst_pair,
@@ -444,7 +452,7 @@ def generate_strategy_stats(
"total_trades": len(results), "total_trades": len(results),
"trade_count_long": len(results.loc[~results["is_short"]]), "trade_count_long": len(results.loc[~results["is_short"]]),
"trade_count_short": len(results.loc[results["is_short"]]), "trade_count_short": len(results.loc[results["is_short"]]),
"total_volume": float(results["stake_amount"].sum()), "total_volume": calculate_trade_volume(trades_dict),
"avg_stake_amount": results["stake_amount"].mean() if len(results) > 0 else 0, "avg_stake_amount": results["stake_amount"].mean() if len(results) > 0 else 0,
"profit_mean": results["profit_ratio"].mean() if len(results) > 0 else 0, "profit_mean": results["profit_ratio"].mean() if len(results) > 0 else 0,
"profit_median": results["profit_ratio"].median() if len(results) > 0 else 0, "profit_median": results["profit_ratio"].median() if len(results) > 0 else 0,