From 8d285efa73d46ab2cc005d0dff05ef6026010f83 Mon Sep 17 00:00:00 2001 From: drupman Date: Sun, 6 Aug 2023 23:08:55 -0300 Subject: [PATCH] (feat) add start_date, end_date and avg_profit metrics --- quants_lab/strategy/strategy_analysis.py | 9 +++++++++ 1 file changed, 9 insertions(+) diff --git a/quants_lab/strategy/strategy_analysis.py b/quants_lab/strategy/strategy_analysis.py index 55c3a3c..b5b0464 100644 --- a/quants_lab/strategy/strategy_analysis.py +++ b/quants_lab/strategy/strategy_analysis.py @@ -193,6 +193,15 @@ class StrategyAnalysis: time_diff_minutes = (pd.to_datetime(self.positions['close_time']) - self.positions['timestamp']).dt.total_seconds() / 60 return time_diff_minutes.mean() + def start_date(self): + return self.candles_df.timestamp.min() + + def end_date(self): + return self.candles_df.timestamp.max() + + def avg_profit(self): + return self.positions.ret_usd.mean() + def text_report(self): return f""" Strategy Performance Report: