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handle trade wide indicators

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This commit is contained in:
Anuj Jain
2024-09-05 21:52:09 +05:30
parent 08d5174d02
commit b7145debfb
3 changed files with 15 additions and 1 deletions
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11
freqtrade/data/entryexitanalysis.py
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@@ -303,6 +303,15 @@ def print_results(
def _merge_dfs(entry_df, exit_df, available_inds):
merge_on = ["pair", "open_date"]
trade_wide_indicators = [
"open_date",
"close_date",
"min_rate",
"max_rate",
"profit_ratio",
"profit_abs",
]
signal_wide_indicators = list(set(available_inds) - set(trade_wide_indicators))
columns_to_keep = merge_on + ["enter_reason", "exit_reason"] + available_inds
if exit_df is None or exit_df.empty:
@@ -310,7 +319,7 @@ def _merge_dfs(entry_df, exit_df, available_inds):
return pd.merge(
entry_df[columns_to_keep],
exit_df[merge_on + available_inds],
exit_df[merge_on + signal_wide_indicators],
on=merge_on,
suffixes=(" (entry)", " (exit)"),
)