chore: remove long-deprecated and pointless metric
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@@ -83,7 +83,6 @@ def _generate_result_line(
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"""
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"""
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Generate one result dict, with "first_column" as key.
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Generate one result dict, with "first_column" as key.
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"""
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"""
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profit_sum = result["profit_ratio"].sum()
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# (end-capital - starting capital) / starting capital
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# (end-capital - starting capital) / starting capital
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profit_total = result["profit_abs"].sum() / starting_balance
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profit_total = result["profit_abs"].sum() / starting_balance
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backtest_days = (max_date - min_date).days or 1
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backtest_days = (max_date - min_date).days or 1
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@@ -108,8 +107,6 @@ def _generate_result_line(
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"profit_mean_pct": (
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"profit_mean_pct": (
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round(result["profit_ratio"].mean() * 100.0, 2) if len(result) > 0 else 0.0
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round(result["profit_ratio"].mean() * 100.0, 2) if len(result) > 0 else 0.0
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),
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),
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"profit_sum": profit_sum,
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"profit_sum_pct": round(profit_sum * 100.0, 2),
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"profit_total_abs": result["profit_abs"].sum(),
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"profit_total_abs": result["profit_abs"].sum(),
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"profit_total": profit_total,
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"profit_total": profit_total,
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"profit_total_pct": round(profit_total * 100.0, 2),
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"profit_total_pct": round(profit_total * 100.0, 2),
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@@ -452,7 +452,6 @@ def test_generate_pair_metrics():
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assert (
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assert (
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pytest.approx(pair_results[-1]["profit_mean_pct"]) == pair_results[-1]["profit_mean"] * 100
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pytest.approx(pair_results[-1]["profit_mean_pct"]) == pair_results[-1]["profit_mean"] * 100
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)
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)
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assert pytest.approx(pair_results[-1]["profit_sum_pct"]) == pair_results[-1]["profit_sum"] * 100
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def test_generate_daily_stats(testdatadir):
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def test_generate_daily_stats(testdatadir):
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