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Stefano
2025-11-29 15:53:28 +09:00
parent b59db3c690
commit 645f70e216
2 changed files with 13 additions and 4 deletions
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freqtrade/data/metrics.py
+12 -3
View File
@@ -333,7 +333,10 @@ def calculate_expectancy(trades: pd.DataFrame) -> tuple[float, float]:
def calculate_sortino( def calculate_sortino(
trades: pd.DataFrame, min_date: datetime, max_date: datetime, starting_balance: float trades: pd.DataFrame,
min_date: datetime | None,
max_date: datetime | None,
starting_balance: float,
) -> float: ) -> float:
""" """
Calculate sortino Calculate sortino
@@ -361,7 +364,10 @@ def calculate_sortino(
def calculate_sharpe( def calculate_sharpe(
trades: pd.DataFrame, min_date: datetime, max_date: datetime, starting_balance: float trades: pd.DataFrame,
min_date: datetime | None,
max_date: datetime | None,
starting_balance: float,
) -> float: ) -> float:
""" """
Calculate sharpe Calculate sharpe
@@ -388,7 +394,10 @@ def calculate_sharpe(
def calculate_calmar( def calculate_calmar(
trades: pd.DataFrame, min_date: datetime, max_date: datetime, starting_balance: float trades: pd.DataFrame,
min_date: datetime | None,
max_date: datetime | None,
starting_balance: float,
) -> float: ) -> float:
""" """
Calculate calmar Calculate calmar
freqtrade/rpc/rpc.py
+1 -1
View File
@@ -719,7 +719,7 @@ class RPC:
starting_balance=starting_balance, starting_balance=starting_balance,
) )
current_balance = self._freqtrade.wallets.get_total_stake_amount() current_balance = self._freqtrade.wallets.get_total_stake_amount()
days_passed = max(1, (last_date - first_date).days) days_passed = max(1, (last_date - first_date).days) if first_date and last_date else 1
cagr = calculate_cagr( cagr = calculate_cagr(
starting_balance=starting_balance, starting_balance=starting_balance,
final_balance=current_balance, final_balance=current_balance,