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Update strategy_analysis_example.md

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A better approach to calculate equity and equity_daily
This commit is contained in:
Mohsen
2023-09-07 17:18:43 +03:30
committed by GitHub
parent c5f26e72e1
commit 97275f5a46
1 changed files with 2 additions and 14 deletions
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docs/strategy_analysis_example.md
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@@ -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()