ENH: Add Trade.entry_time/.exit_time

Refs: #47 (comment)
Fixes: #117

Author: kernc

backtesting/backtesting.py

@@ -574,6 +574,18 @@ def _tp_order(self):
 
     # Extra properties
 
+    @property
+    def entry_time(self):
+        """Datetime of when the trade was entered."""
+        return self.__broker._data.index[self.__entry_bar]
+
+    @property
+    def exit_time(self):
+        """Datetime of when the trade was exited."""
+        if self.__exit_bar is None:
+            return None
+        return self.__broker._data.index[self.__exit_bar]
+
     @property
     def is_long(self):
         """True if the trade is long (trade size is positive)."""
@@ -1307,9 +1319,9 @@ def _compute_stats(self, broker: _Broker, strategy: Strategy) -> pd.Series:
             'ExitPrice': [t.exit_price for t in trades],
             'PnL': [t.pl for t in trades],
             'ReturnPct': [t.pl_pct for t in trades],
+            'EntryTime': [t.entry_time for t in trades],
+            'ExitTime': [t.exit_time for t in trades],
         })
-        trades_df['EntryTime'] = trades_df['EntryBar'].apply(index.__getitem__)
-        trades_df['ExitTime'] = trades_df['ExitBar'].apply(index.__getitem__)
         trades_df['Duration'] = trades_df['ExitTime'] - trades_df['EntryTime']
 
         pl = trades_df['PnL']

backtesting/test/_test.py

@@ -193,7 +193,9 @@ def next(self, FIVE_DAYS=pd.Timedelta('3 days')):
                         assert trade.is_short
                         assert trade.size < 0
                         assert trade.entry_bar > 0
+                        assert isinstance(trade.entry_time, pd.Timestamp)
                         assert trade.exit_bar is None
+                        assert trade.exit_time is None
                         assert trade.entry_price > 0
                         assert trade.exit_price is None
                         assert trade.pl / 1