46 lines
1.2 KiB
Python
46 lines
1.2 KiB
Python
import pandas as pd
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# 加载回测结果
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df = pd.read_csv('../result/backtest_trades.csv')
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# 转换时间为 datetime 类型
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df['open_date'] = pd.to_datetime(df['open_date'])
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df['close_date'] = pd.to_datetime(df['close_date'])
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# 按币种分组
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grouped = df.groupby('pair')
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# 存储最终结果
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results = []
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for pair, group in grouped:
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# 按照开仓时间排序
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group = group.sort_values(by='open_date')
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for _, trade in group.iterrows():
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entry_time = trade['open_date']
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exit_time = trade['close_date']
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entry_price = trade['open_rate']
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exit_price = trade['close_rate']
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profit_abs = trade['profit_abs']
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profit_ratio = trade['profit_ratio']
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results.append({
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'币种': pair,
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'入场时间': entry_time,
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'入场价格': entry_price,
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'出场时间': exit_time,
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'出场价格': exit_price,
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'盈利金额': profit_abs,
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'盈利比例': f"{profit_ratio * 100:.2f}%"
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})
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# 输出为 DataFrame 并保存到 CSV
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trade_log = pd.DataFrame(results)
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trade_log.to_csv('../result/trade_log_detailed.csv', index=False)
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print("✅ 已生成详细交易日志：../result/trade_log_detailed.csv")
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print(trade_log)
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