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Added TP and SL into stats file. #1039

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Merged
merged 3 commits into from
Jan 22, 2025
Merged

Added TP and SL into stats file. #1039

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b4f4b69
Added TP and SL into stats file.
aligheshlaghi97 Aug 6, 2023
83dca73
Merge branch 'master' into master
kernc Jan 21, 2025
de0eb2b
Update column order and add test
kernc Jan 22, 2025
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4 changes: 3 additions & 1 deletion backtesting/_stats.py
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Original file line number Diff line number Diff line change
Expand Up @@ -64,13 +64,15 @@ def compute_stats(
'ExitBar': [t.exit_bar for t in trades],
'EntryPrice': [t.entry_price for t in trades],
'ExitPrice': [t.exit_price for t in trades],
'SL': [t.sl for t in trades],
'TP': [t.tp for t in trades],
'PnL': [t.pl for t in trades],
'ReturnPct': [t.pl_pct for t in trades],
'EntryTime': [t.entry_time for t in trades],
'ExitTime': [t.exit_time for t in trades],
'Tag': [t.tag for t in trades],
})
trades_df['Duration'] = trades_df['ExitTime'] - trades_df['EntryTime']
trades_df['Tag'] = [t.tag for t in trades]
commissions = sum(t._commissions for t in trades)
del trades

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2 changes: 1 addition & 1 deletion backtesting/test/_test.py
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Original file line number Diff line number Diff line change
Expand Up @@ -335,7 +335,7 @@ def almost_equal(a, b):

self.assertSequenceEqual(
sorted(stats['_trades'].columns),
sorted(['Size', 'EntryBar', 'ExitBar', 'EntryPrice', 'ExitPrice',
sorted(['Size', 'EntryBar', 'ExitBar', 'EntryPrice', 'ExitPrice', 'SL', 'TP',
'PnL', 'ReturnPct', 'EntryTime', 'ExitTime', 'Duration', 'Tag']))

def test_compute_stats_bordercase(self):
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