statement plugin added

This commit is contained in:
David Brazda
2023-10-16 15:35:26 +02:00
parent f36c3d4369
commit 5d904f0fb0
7 changed files with 78 additions and 37 deletions

View File

@ -593,7 +593,8 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
WIP
Spocte zakladni metriky pred ulozenim do archivu
1) zatim jen max pozice
Toto cele predelat nejak systemove v ramci systemoveho reportingu. Tato preliminary cast by mela umoznovat pridavat
a ukladat zakladni metriky, ktere me zajimaji ihned po skonceni runu.
"""
tradeList = strat.state.tradeList
@ -646,11 +647,16 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
short_wins = 0
max_profit = 0
max_profit_time = None
max_loss = 0
max_loss_time = None
long_cnt = 0
short_cnt = 0
if "prescribedTrades" in strat.state.vars:
for trade in strat.state.vars.prescribedTrades:
if trade.profit_sum < max_loss:
max_loss = trade.profit_sum
max_loss_time = trade.last_update
if trade.profit_sum > max_profit:
max_profit = trade.profit_sum
max_profit_time = trade.last_update
@ -680,6 +686,8 @@ def populate_metrics_output_directory(strat: StrategyInstance, inter_batch_param
res["profit"]["short_losses"] = round(short_losses,2)
res["profit"]["max_profit"] = round(max_profit,2)
res["profit"]["max_profit_time"] = str(max_profit_time)
res["profit"]["max_loss"] = round(max_loss,2)
res["profit"]["max_loss_time"] = str(max_loss_time)
#vlozeni celeho listu
res["prescr_trades"]=json.loads(json.dumps(strat.state.vars.prescribedTrades, default=json_serial))