示例#1
0
 def unify_backtests(self):
     """
     """
     # Merging all the backtests df
     backtest = pd.concat([
         x['backtest'].loc[:, 'Symbol':'Profit_pips']
         for x in self.walkforwards
     ])
     backtest.sort_values('Exit_time', inplace=True)
     backtest.index = range(len(backtest.index))
     backtest = pd.concat([
         backtest,
         Backtest.calculate_cumulative_stats(list(backtest.Profit_pips))
     ],
                          axis=1)
     self.backtestUnified = backtest