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AlgoETS / BullETS

BullETS is a Python library designed to help with the development of algorithmic trading strategies.

http://algoets.etsmtl.ca/

Apache License 2.0

6 stars 8 forks source link

Export statistics in json #115

Open Maxew42 opened 2 years ago

Maxew42 commented 2 years ago

Extend the statistics saved by _save_stats_to_json() in Runner.

[x] Net profit
[ ] Average annual interest
[x] Final balance
[x] Total number of transactions
[x] Transaction volume
[x] Transaction info (date, symbol, price, quantity, status (success, failed)
[x] Fees
[x] Total fees
[x] Custom file names
[x] Saving files to a custom path
[ ] Max Drawdown
[ ] Probabilistic Sharpe Ratio or Sharpe Ratio
[ ] Inflation (not required)

SamiMammouche commented 2 years ago