Way to access equity values, individual trade returns, ...

[fabio11c]

Is there a way to extract the returns of the strategy and not only have a plot?

[kernc]

bt = Backtest(...)
result = bt.run()

result._trade_data  # type: pd.DataFrame

In _trade_data, you can find columns such as changing Equity values, P/L of individual trades, ...

result._trade_data['Equity']
result._trade_data['P/L']

backtesting.py/backtesting/backtesting.py

Lines 849 to 865 in a7d1d4f

	df = pd.DataFrame()
	df['Equity'] = pd.Series(broker.log.equity).bfill().fillna(broker._cash)
	equity = df.Equity.values
	df['Exit Entry'] = broker.log.exit_entry
	exits = df['Exit Entry']
	df['Exit Position'] = broker.log.exit_position
	df['Entry Price'] = broker.log.entry_price
	df['Exit Price'] = broker.log.exit_price
	df['P/L'] = broker.log.pl
	pl = df['P/L']
	df['Returns'] = returns = pl.dropna() / equity[exits.dropna().values.astype(int)]
	df['Drawdown'] = dd = 1 - equity / np.maximum.accumulate(equity)
	dd_dur, dd_peaks = _drawdown_duration_peaks(dd, data.index)
	df['Drawdown Duration'] = dd_dur
	dd_dur = df['Drawdown Duration']
	df.index = data.index

Note, this is currently private API, so it may change.

[fabio11c]

Ok, thanks...what do you mean with a "private API"?

[fabio11c]

result._trade_data is not an atribute of bt.run(). Im still having the issue.

[kernc]

bt.run()._trade_data

It should be. It's the way plotting functions access raw trading data:

backtesting.py/backtesting/backtesting.py

Line 911 in a7d1d4f

s._trade_data = df # Private API

backtesting.py/backtesting/_plotting.py

Line 80 in a7d1d4f

orig_trade_data = trade_data = results._trade_data.copy(False)

[kernc]

what do you mean with a "private API"?

It's undocumented API, without reliability (change) guarantees, not meant for public consumption. It's why the attribute is prefixed with an underscore, following a common Python convention.

You are welcome to use it in testing, though. Maybe even let me know how you are using it and whether you need/expect something else from/like it too. 👍