/// <summary>
/// Generate the returns per trade plot using the python libraries.
/// </summary>
public override string Render()
{
var backtestPercentagePerTrade = new List <double>();
if (_backtest?.TotalPerformance?.ClosedTrades != null)
{
foreach (var trade in _backtest.TotalPerformance.ClosedTrades)
{
if (trade.EntryPrice == 0m)
{
Log.Error($"ReturnsPerTradeReportElement.Render(): Encountered entry price of 0 in trade with entry time: {trade.EntryTime:yyyy-MM-dd HH:mm:ss} - Exit time: {trade.ExitTime:yyyy-MM-dd HH::mm:ss}");
continue;
}
backtestPercentagePerTrade.Add((Convert.ToDouble(trade.ExitPrice) - Convert.ToDouble(trade.EntryPrice)) / Convert.ToDouble(trade.EntryPrice));
}
}
// TODO: LiveResult does not contain a TotalPerformance field, so skip live mode for now
var base64 = "";
using (Py.GIL())
{
// Charting library does not expect values to be in whole percentage values (i.e. not 1% == 1.0, but rather 1% == 0.01),
base64 = Charting.GetReturnsPerTrade(backtestPercentagePerTrade.ToPython());
}
return(base64);
}