chore: don't use deprecated resmapling frequency
This commit is contained in:
@@ -340,7 +340,7 @@ def generate_strategy_comparison(bt_stats: dict) -> list[dict]:
|
|||||||
|
|
||||||
def _get_resample_from_period(period: str) -> str:
|
def _get_resample_from_period(period: str) -> str:
|
||||||
if period == "day":
|
if period == "day":
|
||||||
return "1d"
|
return "1D"
|
||||||
if period == "week":
|
if period == "week":
|
||||||
# Weekly defaulting to Monday.
|
# Weekly defaulting to Monday.
|
||||||
return "1W-MON"
|
return "1W-MON"
|
||||||
@@ -530,8 +530,8 @@ def generate_daily_stats(results: DataFrame) -> dict[str, Any]:
|
|||||||
"losing_days": 0,
|
"losing_days": 0,
|
||||||
"daily_profit_list": [],
|
"daily_profit_list": [],
|
||||||
}
|
}
|
||||||
daily_profit_rel = results.resample("1d", on="close_date")["profit_ratio"].sum()
|
daily_profit_rel = results.resample("1D", on="close_date")["profit_ratio"].sum()
|
||||||
daily_profit = results.resample("1d", on="close_date")["profit_abs"].sum().round(10)
|
daily_profit = results.resample("1D", on="close_date")["profit_abs"].sum().round(10)
|
||||||
worst_rel = min(daily_profit_rel)
|
worst_rel = min(daily_profit_rel)
|
||||||
best_rel = max(daily_profit_rel)
|
best_rel = max(daily_profit_rel)
|
||||||
worst = min(daily_profit)
|
worst = min(daily_profit)
|
||||||
|
|||||||
@@ -713,7 +713,7 @@ def test_generate_periodic_breakdown_stats(testdatadir):
|
|||||||
|
|
||||||
|
|
||||||
def test__get_resample_from_period():
|
def test__get_resample_from_period():
|
||||||
assert _get_resample_from_period("day") == "1d"
|
assert _get_resample_from_period("day") == "1D"
|
||||||
assert _get_resample_from_period("week") == "1W-MON"
|
assert _get_resample_from_period("week") == "1W-MON"
|
||||||
assert _get_resample_from_period("month") == "1ME"
|
assert _get_resample_from_period("month") == "1ME"
|
||||||
assert _get_resample_from_period("weekday") == "weekday"
|
assert _get_resample_from_period("weekday") == "weekday"
|
||||||
|
|||||||
Reference in New Issue
Block a user