feat: store wallet_summary

freqtrade/optimize/backtesting.py

@@ -1882,6 +1882,7 @@ class Backtesting:
                     dt_appendix,
                     market_change_data=combined_res,
                     analysis_results=self.analysis_results,
+                    wallet_summary={s: x["wallet_summary"] for s, x in self.all_bt_content.items()},
                     strategy_files={s.get_strategy_name(): s.__file__ for s in self.strategylist},
                 )
 

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -52,6 +52,7 @@ def store_backtest_results(
     dtappendix: str,
     *,
     market_change_data: DataFrame | None = None,
+    wallet_summary: dict[str, DataFrame] | None = None,
     analysis_results: dict[str, dict[str, DataFrame]] | None = None,
     strategy_files: dict[str, str] | None = None,
 ) -> Path:
@@ -123,6 +124,15 @@ def store_backtest_results(
             market_change_buf.seek(0)
             zipf.writestr(market_change_name, market_change_buf.getvalue())
 
+        # Add wallet summary if present
+        if wallet_summary is not None:
+            for strategy, df in wallet_summary.items():
+                wallet_name = f"{base_filename.stem}_{strategy}_wallet.feather"
+                wallet_buf = BytesIO()
+                df.reset_index().to_feather(wallet_buf, compression_level=9, compression="lz4")
+                wallet_buf.seek(0)
+                zipf.writestr(wallet_name, wallet_buf.getvalue())
+
         # Add analysis results if present and running in backtest mode
         if (
             config.get("export", "none") == "signals"