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strategies can report custom backtest results #2797
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This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions. If you feel this is very a important issue please reach out the maintainer of this project directly via e-mail: gekko at mvr dot me. |
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Anyone want to review this PR? |
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This issue has been automatically marked as stale because it has not had recent activity. It will be closed if no further activity occurs. Thank you for your contributions. If you feel this is very a important issue please reach out the maintainer of this project directly via e-mail: gekko at mvr dot me. |
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What kind of change does this PR introduce? (Bug fix, feature, docs update, ...)
New feature.
What is the new behavior (if this is a feature change)?
Now strategies can report custom results, in backtests. If you want to keep track of whatever custom metrics you're interested in, beyond the stuff that gekko reports after a backtest, then there's a hook for that now. Your strategy's end() function can now return a value, and that value will be printed out in the backtest logs and returned to the caller through the REST api.