Restore original unit of fractional backtest for results/plot.

backtesting/lib.py

@@ -25,7 +25,7 @@
 
 from ._plotting import plot_heatmaps as _plot_heatmaps
 from ._stats import compute_stats as _compute_stats
-from ._util import SharedMemoryManager, _Array, _as_str, _batch, _tqdm
+from ._util import SharedMemoryManager, _Array, _as_str, _batch, _tqdm, patch
 from .backtesting import Backtest, Strategy
 
 __pdoc__ = {}
@@ -533,10 +533,28 @@ def __init__(self,
                 'Use `FractionalBacktest(..., fractional_unit=)`.',
                 category=DeprecationWarning, stacklevel=2)
             fractional_unit = 1 / kwargs.pop('satoshi')
-        data = data.copy()
-        data[['Open', 'High', 'Low', 'Close']] *= fractional_unit
-        data['Volume'] /= fractional_unit
-        super().__init__(data, *args, **kwargs)
+        self._fractional_unit = fractional_unit
+        with warnings.catch_warnings(record=True):
+            warnings.filterwarnings(action='ignore', message='frac')
+            super().__init__(data, *args, **kwargs)
+
+    def run(self, **kwargs) -> pd.Series:
+        data = self._data.copy()
+        data[['Open', 'High', 'Low', 'Close']] *= self._fractional_unit
+        data['Volume'] /= self._fractional_unit
+        with patch(self, '_data', data):
+            result = super().run(**kwargs)
+
+        trades: pd.DataFrame = result['_trades']
+        trades['Size'] *= self._fractional_unit
+        trades[['EntryPrice', 'ExitPrice', 'TP', 'SL']] /= self._fractional_unit
+
+        indicators = result['_strategy']._indicators
+        for indicator in indicators:
+            if indicator._opts['overlay']:
+                indicator /= self._fractional_unit
+
+        return result
 
 
 # Prevent pdoc3 documenting __init__ signature of Strategy subclasses

backtesting/test/_test.py

@@ -934,6 +934,11 @@ def test_FractionalBacktest(self):
         ubtc_bt = FractionalBacktest(BTCUSD['2015':], SmaCross, fractional_unit=1 / 1e6, cash=100)
         stats = ubtc_bt.run(fast=2, slow=3)
         self.assertEqual(stats['# Trades'], 41)
+        trades = stats['_trades']
+        self.assertEqual(len(trades), 41)
+        trade = trades.iloc[0]
+        self.assertAlmostEqual(trade['EntryPrice'], 236.69)
+        self.assertAlmostEqual(stats['_strategy']._indicators[0][trade['EntryBar']], 234.14)
 
     def test_MultiBacktest(self):
         import backtesting