Merge pull request #1346 from mishaker/fix_python_beginner_mistake

Refactoring a bit ...

freqtrade/edge/__init__.py

@@ -1,8 +1,7 @@
 # pragma pylint: disable=W0603
 """ Edge positioning package """
 import logging
-from typing import Any, Dict
-from collections import namedtuple
+from typing import Any, Dict, NamedTuple
 import arrow
 
 import numpy as np
@@ -18,6 +17,16 @@ from freqtrade.strategy.interface import SellType
 logger = logging.getLogger(__name__)
 
 
+class PairInfo(NamedTuple):
+    stoploss: float
+    winrate: float
+    risk_reward_ratio: float
+    required_risk_reward: float
+    expectancy: float
+    nb_trades: int
+    avg_trade_duration: float
+
+
 class Edge():
     """
     Calculates Win Rate, Risk Reward Ratio, Expectancy
@@ -30,13 +39,6 @@ class Edge():
     config: Dict = {}
     _cached_pairs: Dict[str, Any] = {}  # Keeps a list of pairs
 
-    # pair info data type
-    _pair_info = namedtuple(
-        'pair_info',
-        ['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy',
-         'nb_trades', 'avg_trade_duration']
-    )
-
     def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
 
         self.config = config
@@ -294,16 +296,15 @@ class Edge():
 
         final = {}
         for x in df.itertuples():
-            info = {
-                'stoploss': x.stoploss,
-                'winrate': x.winrate,
-                'risk_reward_ratio': x.risk_reward_ratio,
-                'required_risk_reward': x.required_risk_reward,
-                'expectancy': x.expectancy,
-                'nb_trades': x.nb_trades,
-                'avg_trade_duration': x.avg_trade_duration
-            }
-            final[x.pair] = self._pair_info(**info)
+            final[x.pair] = PairInfo(
+                x.stoploss,
+                x.winrate,
+                x.risk_reward_ratio,
+                x.required_risk_reward,
+                x.expectancy,
+                x.nb_trades,
+                x.avg_trade_duration
+            )
 
         # Returning a list of pairs in order of "expectancy"
         return final

freqtrade/tests/edge/test_edge.py

@@ -4,7 +4,7 @@
 import pytest
 import logging
 from freqtrade.tests.conftest import get_patched_freqtradebot
-from freqtrade.edge import Edge
+from freqtrade.edge import Edge, PairInfo
 from pandas import DataFrame, to_datetime
 from freqtrade.strategy.interface import SellType
 from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
@@ -128,9 +128,9 @@ def test_adjust(mocker, default_conf):
     edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
         return_value={
-            'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
-            'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
-            'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
+            'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
         }
     ))
 
@@ -143,9 +143,9 @@ def test_stoploss(mocker, default_conf):
     edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
     mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
         return_value={
-            'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
-            'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
-            'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
+            'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
+            'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
         }
     ))
 

freqtrade/tests/optimize/test_edge_cli.py

@@ -4,7 +4,7 @@
 from unittest.mock import MagicMock
 import json
 from typing import List
-from freqtrade.edge import Edge
+from freqtrade.edge import PairInfo
 from freqtrade.arguments import Arguments
 from freqtrade.optimize.edge_cli import (EdgeCli, setup_configuration, start)
 from freqtrade.tests.conftest import log_has, patch_exchange
@@ -123,17 +123,8 @@ def test_generate_edge_table(edge_conf, mocker):
     edge_cli = EdgeCli(edge_conf)
 
     results = {}
-    info = {
-        'stoploss': -0.01,
-        'winrate': 0.60,
-        'risk_reward_ratio': 2,
-        'required_risk_reward': 1,
-        'expectancy': 3,
-        'nb_trades': 10,
-        'avg_trade_duration': 60
-    }
+    results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
 
-    results['ETH/BTC'] = Edge._pair_info(**info)
     assert edge_cli._generate_edge_table(results).count(':|') == 7
     assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
     assert edge_cli._generate_edge_table(results).count(