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Reduce trade stats function complexity

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This commit is contained in:
froggleston
2023-07-15 17:06:52 +01:00
parent 9d36dc7ac6
commit 1fd2a2532d
1 changed files with 22 additions and 11 deletions
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freqtrade/rpc/rpc.py
+22 -11
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@@ -529,17 +529,10 @@ class RPC:
winrate = (winning_trades / closed_trade_count) * 100 if closed_trade_count > 0 else 0 winrate = (winning_trades / closed_trade_count) * 100 if closed_trade_count > 0 else 0
loserate = (100 - winrate) loserate = (100 - winrate)
expectancy = 1.0 expectancy, expectancy_rate = self.__calc_expectancy(mean_winning_profit,
if mean_winning_profit > 0 and abs(mean_losing_profit) > 0: mean_losing_profit,
expectancy = (1 + (mean_winning_profit / abs(mean_losing_profit))) * (winrate / 100) - 1 winrate,
else: loserate)
if mean_winning_profit == 0:
expectancy = 0.0
expectancy_rate = (
((winrate / 100) * mean_winning_profit) -
((loserate / 100) * mean_losing_profit)
)
trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT), trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
'profit_abs': trade.close_profit_abs} 'profit_abs': trade.close_profit_abs}
@@ -632,6 +625,24 @@ class RPC:
return est_stake, est_bot_stake return est_stake, est_bot_stake
def __calc_expectancy(
self, mean_winning_profit: float, mean_losing_profit: float,
winrate: float, loserate: float) -> Tuple[float, float]:
expectancy = 1.0
if mean_winning_profit > 0 and abs(mean_losing_profit) > 0:
expectancy = (
(1 + (mean_winning_profit / abs(mean_losing_profit))) * (winrate / 100) - 1
)
elif mean_winning_profit == 0:
expectancy = 0.0
expectancy_rate = (
((winrate / 100) * mean_winning_profit) -
((loserate / 100) * mean_losing_profit)
)
return expectancy, expectancy_rate
def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict: def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
""" Returns current account balance per crypto """ """ Returns current account balance per crypto """
currencies: List[Dict] = [] currencies: List[Dict] = []