48 lines
1.4 KiB
Python
48 lines
1.4 KiB
Python
import json
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import pandas as pd
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import os
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from pathlib import Path
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# 定义结果目录
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result_dir = Path('../result')
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# 确保结果目录存在
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if not result_dir.exists():
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raise FileNotFoundError(f"Directory {result_dir} does not exist")
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# 寻找文件名包含 'backtest-result-' 的 JSON 文件
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json_files = [f for f in result_dir.glob('*.json') if 'backtest-result-' in f.name]
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if not json_files:
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raise FileNotFoundError("No JSON files with 'backtest-result-' in name found in ../result")
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# 找到文件大小最大的 JSON 文件
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largest_file = max(json_files, key=lambda x: x.stat().st_size)
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# 读取最大的 JSON 文件
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with open(largest_file) as f:
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data = json.load(f)
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# 提取交易记录
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trades = data['strategy']['TheForceV7']['trades']
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trades_df = pd.DataFrame(trades)
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# 选择关键字段
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trades_df = trades_df[[
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'pair', 'open_date', 'close_date', 'open_rate', 'close_rate', 'amount',
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'profit_ratio', 'profit_abs', 'exit_reason', 'fee_open', 'fee_close',
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'trade_duration', 'min_rate', 'max_rate'
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]]
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# 转换为本地时间（可选）
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trades_df['open_date'] = pd.to_datetime(trades_df['open_date'])
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trades_df['close_date'] = pd.to_datetime(trades_df['close_date'])
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# 定义输出 CSV 文件路径（在 ../result 目录下）
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output_csv = result_dir / 'backtest_trades.csv'
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# 保存为 CSV
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trades_df.to_csv(output_csv, index=False)
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print(f"Successfully converted {largest_file} to {output_csv}")
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