Rendering CSV with Additional Fields

[fiftyghosts]

I'm trying to add the stop loss price and tp profit price to the CSV rendered during this call:

stats['_trades'].to_csv(csv_filename)

I know they were separate orders, I need those values for a stats db I'm building. I want those values whether they were hit, or not.

I'm currently trying to alter the _close_trade() method in backtesting.py file where the self.closed_trades.append() is called. I've been able to get the fields to render in the CSV file, but not any values.

Any ideas?

Thank you.

[kernc]

You could try adding extra columns "sl" and "tp" here:

backtesting.py/backtesting/_stats.py

Lines 58 to 69 in 8c13d00

	trades_df = pd.DataFrame({
	'Size': [t.size for t in trades],
	'EntryBar': [t.entry_bar for t in trades],
	'ExitBar': [t.exit_bar for t in trades],
	'EntryPrice': [t.entry_price for t in trades],
	'ExitPrice': [t.exit_price 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],
	})

Please report your findings and whether that should be added.

[fiftyghosts]

Hi Kernc,

Thank you for your response. That was one of the first things I tried, but no data was being populated, so nothing showed up in the CSV except the empty fields. Well, one did, but that's it. I think that one item showed up because it was an order the actually executed. What I'm looking for is to know what the stop loss was for a given "set" of orders. In other words: a trade is entered with a stop loss order set, I want to get the usual trade data plus what the stop loss would have been, had it been triggered.

'StopLoss': [t.sl for t in trades],
 'TakeProfit': [t.tp for t in trades]

Any ideas?

[kernc]

See #56.

[fiftyghosts]

Thank you for your response! I've moved to another task, but this is in my queue. I'll let you know what happens.

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On Thu, Dec 29, 2022 at 10:03 AM kernc ***@***.***> wrote: See #56 <#56>. — Reply to this email directly, view it on GitHub <#848 (reply in thread)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/A46SYG4ACCKUXU5UERAL7XTWPWY5JANCNFSM6AAAAAATJYFVRY> . You are receiving this because you authored the thread.Message ID: ***@***.***>