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bugfix archive runner fix extra att for BT only

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This commit is contained in:
David Brazda
2023-06-20 21:32:53 +02:00
parent 097ec7a978
commit 83d2f06561
1 changed files with 6 additions and 4 deletions
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10
v2realbot/controller/services.py
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@ -426,7 +426,11 @@ def populate_metrics_output_directory(strat: StrategyInstance):
tradeList = strat.state.tradeList
trade_dict = AttributeDict(orderid=[],timestamp=[],symbol=[],side=[],order_type=[],qty=[],price=[],position_qty=[],value=[],cash=[],pos_avg_price=[])
trade_dict = AttributeDict(orderid=[],timestamp=[],symbol=[],side=[],order_type=[],qty=[],price=[],position_qty=[])
if strat.mode == Mode.BT:
trade_dict["value"] = []
trade_dict["cash"] = []
trade_dict["pos_avg_price"] = []
for t in tradeList:
if t.event == TradeEvent.FILL:
trade_dict.orderid.append(str(t.order.id))
@ -438,12 +442,10 @@ def populate_metrics_output_directory(strat: StrategyInstance):
trade_dict.position_qty.append(t.position_qty)
trade_dict.order_type.append(t.order.order_type)
#backtest related additional attributtes, not present on LIVE
try:
if strat.mode == Mode.BT:
trade_dict.value.append(t.value)
trade_dict.cash.append(t.cash)
trade_dict.pos_avg_price.append(t.pos_avg_price)
except Exception:
pass
trade_df = pd.DataFrame(trade_dict)
trade_df = trade_df.set_index('timestamp',drop=False)