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CB Include Commissions in _trades DataFrame. by abhirathmahipal · Pull Request #1277 · kernc/backtesting.py · GitHub
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Include Commissions in _trades DataFrame. #1277

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Merged
merged 1 commit into from
May 28, 2025
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Include Commissions in _trades DataFrame. #1277

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Include Commissions in _trades DataFrame.
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@abhirathmahipal
abhirathmahipal committed May 27, 2025
commit 7fe36c6711230e8bf253d38205678eda84165368
1 change: 1 addition & 0 deletions backtesting/_stats.py
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Expand Up @@ -67,6 +67,7 @@ def compute_stats(
'SL': [t.sl for t in trades],
'TP': [t.tp for t in trades],
'PnL': [t.pl for t in trades],
'Commissions': [t._commissions 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],
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5 changes: 3 additions & 2 deletions backtesting/test/_test.py
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Expand Up @@ -345,8 +345,9 @@ def almost_equal(a, b):
for n in (SmaCross.fast, SmaCross.slow)]
self.assertSequenceEqual(
sorted(stats['_trades'].columns),
sorted(['Size', 'EntryBar', 'ExitBar', 'EntryPrice', 'ExitPrice', 'SL', 'TP',
'PnL', 'ReturnPct', 'EntryTime', 'ExitTime', 'Duration', 'Tag',
sorted(['Size', 'EntryBar', 'ExitBar', 'EntryPrice', 'ExitPrice',
'SL', 'TP', 'PnL', 'ReturnPct', 'EntryTime', 'ExitTime',
'Duration', 'Tag', 'Commissions',
*indicator_columns]))

def test_compute_stats_bordercase(self):
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