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Updated stats.py and plotting.py #1315

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Updated stats.py and plotting.py #1315

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3 changes: 2 additions & 1 deletion backtesting/_plotting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -232,7 +232,8 @@ def plot(*, results: pd.Series,

df.index.name = None # Provides source name @index
df['datetime'] = df.index # Save original, maybe datetime index
df = df.reset_index(drop=True)
df = df.copy()
df['datetime'] = df.index
equity_data = equity_data.reset_index(drop=True)
index = df.index

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10 changes: 10 additions & 0 deletions backtesting/_stats.py
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Expand Up @@ -75,6 +75,16 @@ def compute_stats(
trades_df['Duration'] = trades_df['ExitTime'] - trades_df['EntryTime']
trades_df['Tag'] = [t.tag for t in trades]

if strategy_instance is not None and hasattr(strategy_instance, "data1") and hasattr(strategy_instance, "data2"):
s1 = strategy_instance.data1.Close
s2 = strategy_instance.data2.Close
trades_df['PnL_cash'] = (
(trades_df['ExitPrice'] - trades_df['EntryPrice']) /
(s1.iloc[trades_df['EntryBar']].values + s2.iloc[trades_df['EntryBar']].values)
)
else:
trades_df['PnL_cash'] = np.nan

# Add indicator values
if len(trades_df) and strategy_instance:
for ind in strategy_instance._indicators:
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