mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

pre-commit fix

Browse Source
This commit is contained in:
Stefano Ariestasia
2023-07-22 17:45:58 +09:00
parent 40d7d05e4e
commit e5f01ab2e8
2 changed files with 1 additions and 30 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/data/metrics.py
+1 -29
View File
@@ -194,7 +194,7 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo
return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1 return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1
def calculate_expectancy(trades: pd.DataFrame) -> float: def calculate_expectancy(trades: pd.DataFrame) -> Tuple[float, float]:
""" """
Calculate expectancy Calculate expectancy
:param trades: DataFrame containing trades (requires columns close_date and profit_abs) :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
@@ -225,34 +225,6 @@ def calculate_expectancy(trades: pd.DataFrame) -> float:
return expectancy, expectancy_ratio return expectancy, expectancy_ratio
def calculate_expectancy_ratio(trades: pd.DataFrame) -> float:
"""
Calculate expectancy ratio
:param trades: DataFrame containing trades (requires columns close_date and profit_abs)
:return: expectancy ratio
"""
expectancy_ratio = float('inf')
if len(trades) > 0:
winning_trades = trades.loc[trades['profit_abs'] > 0]
losing_trades = trades.loc[trades['profit_abs'] < 0]
profit_sum = winning_trades['profit_abs'].sum()
loss_sum = abs(losing_trades['profit_abs'].sum())
nb_win_trades = len(winning_trades)
nb_loss_trades = len(losing_trades)
average_win = (profit_sum / nb_win_trades) if nb_win_trades > 0 else 0
average_loss = (loss_sum / nb_loss_trades) if nb_loss_trades > 0 else 0
if (average_loss > 0):
risk_reward_ratio = average_win / average_loss
winrate = nb_win_trades / len(trades)
expectancy_ratio = ((1 + risk_reward_ratio) * winrate) - 1
return expectancy_ratio
def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: datetime, def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
starting_balance: float) -> float: starting_balance: float) -> float:
""" """
freqtrade/rpc/rpc.py
-1
View File
@@ -619,7 +619,6 @@ class RPC:
return est_stake, est_bot_stake return est_stake, est_bot_stake
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] = []