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Hi all,
I'm currently running some backtest and I was wondering myself how I could add new columns in the `Orders` report. As I think that is not possible at this moment a workaround woudl be add this extra information in the `tag` columns.
I'm interested into add the profit of each trade in the report but I haven't been able to implement it so far. One possible solution could be loop over all the trades in the `OnEndOfAlgorithm` and edit all the tags.
Could you indicate me what would be the correct way to export this kind of information?
Thank you
Dirk bothof
Interested in this as well, I guess you could keep a dataframe in memory in switch you could solve this. Alternative is downloading the orders and build a parser youself to get the goodies out. However, I do believe that this so generic that it might be a nice addition. Curious to what the QC people think of this!
Alexandre Catarino
Hi CarlosEspeleta ,
Once a backtest is finished, we can download its results, in json format, in the Overview tab.
In this file, we can find the ClosedTrades entry that is a list of serialized Trade objects. The Trade object has detailed information about each trade (fill-to-fill, first-in-first-out), including ProfitLoss, that has been closed during the backtest.
CarlosEspeleta
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