Bobby/stock_system
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: Handle missing keys and correct max drawdown metric in backtest results

Browse Source
This commit is contained in:
Bobby (aider) 2025-02-13 23:14:28 -08:00
parent 7fab19c9d6
commit a18bc66b19
1 changed files with 5 additions and 5 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
src/pages/backtesting/backtesting_page.py
View File

@ -247,7 +247,7 @@ def run_optimization(df: pd.DataFrame, indicator_settings: Dict) -> List:
'parameters': params, 'parameters': params,
'Return [%]': stats['Return [%]'], 'Return [%]': stats['Return [%]'],
'Sharpe Ratio': stats['Sharpe Ratio'], 'Sharpe Ratio': stats['Sharpe Ratio'],
'Max Drawdown [%]': stats['Max Drawdown [%]'], 'Max Drawdown [%]': stats['Max. Drawdown [%]'], # Updated key
'Win Rate [%]': stats['Win Rate [%]'] 'Win Rate [%]': stats['Win Rate [%]']
}) })
@ -307,13 +307,13 @@ def display_backtest_results(results: Dict):
# Display key metrics # Display key metrics
col1, col2, col3, col4 = st.columns(4) col1, col2, col3, col4 = st.columns(4)
with col1: with col1:
st.metric("Return", f"{results['Return [%]']:.2f}%") st.metric("Return", f"{results.get('Return [%]', 0):.2f}%")
with col2: with col2:
st.metric("Sharpe Ratio", f"{results['Sharpe Ratio']:.2f}") st.metric("Sharpe Ratio", f"{results.get('Sharpe Ratio', 0):.2f}")
with col3: with col3:
st.metric("Max Drawdown", f"{results['Max Drawdown [%]']:.2f}%") st.metric("Max Drawdown", f"{results.get('Max. Drawdown [%]', 0):.2f}%")
with col4: with col4:
st.metric("Win Rate", f"{results['Win Rate [%]']:.2f}%") st.metric("Win Rate", f"{results.get('Win Rate [%]', 0):.2f}%")
# Display full results in expandable section # Display full results in expandable section
with st.expander("See detailed results"): with st.expander("See detailed results"):