From 97275f5a466d30108a85487a0ab850d0ae4025e4 Mon Sep 17 00:00:00 2001 From: Mohsen <59406034+mohsenjfar@users.noreply.github.com> Date: Thu, 7 Sep 2023 17:18:43 +0330 Subject: [PATCH] Update strategy_analysis_example.md A better approach to calculate equity and equity_daily --- docs/strategy_analysis_example.md | 16 ++-------------- 1 file changed, 2 insertions(+), 14 deletions(-) diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index 06dd33bc2..d0883de8f 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -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()