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using autopep8 for formatting file

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This commit is contained in:
misagh 2018-09-27 12:23:46 +02:00
parent 25d6ed319a
commit 21f5a94eca
1 changed files with 15 additions and 16 deletions
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31
freqtrade/edge/__init__.py
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@ -4,6 +4,8 @@ import logging
from typing import Any, Dict from typing import Any, Dict
import arrow import arrow
import numpy as np
import utils_find_1st as utf1st
from pandas import DataFrame from pandas import DataFrame
import freqtrade.optimize as optimize import freqtrade.optimize as optimize
@ -14,8 +16,6 @@ from freqtrade.strategy.interface import SellType
from freqtrade.strategy.resolver import IStrategy, StrategyResolver from freqtrade.strategy.resolver import IStrategy, StrategyResolver
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
import numpy as np
import utils_find_1st as utf1st
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -61,8 +61,8 @@ class Edge():
pairs = self.config['exchange']['pair_whitelist'] pairs = self.config['exchange']['pair_whitelist']
heartbeat = self.config['edge']['process_throttle_secs'] heartbeat = self.config['edge']['process_throttle_secs']
if (self._last_updated is not None) and \ if (self._last_updated is not None) and (
(self._last_updated + heartbeat > arrow.utcnow().timestamp): self._last_updated + heartbeat > arrow.utcnow().timestamp):
return False return False
data: Dict[str, Any] = {} data: Dict[str, Any] = {}
@ -78,6 +78,7 @@ class Edge():
pairs=pairs, pairs=pairs,
ticker_interval=self.ticker_interval, ticker_interval=self.ticker_interval,
refresh_pairs=self.config.get('refresh_pairs', False), refresh_pairs=self.config.get('refresh_pairs', False),
# refresh_pairs=True,
exchange=self.exchange, exchange=self.exchange,
timerange=timerange timerange=timerange
) )
@ -171,8 +172,8 @@ class Edge():
result['trade_duration'] = result['close_time'] - result['open_time'] result['trade_duration'] = result['close_time'] - result['open_time']
result['trade_duration'] = \ result['trade_duration'] = result['trade_duration'].map(
result['trade_duration'].map(lambda x: int(x.total_seconds() / 60)) lambda x: int(x.total_seconds() / 60))
# Spends, Takes, Profit, Absolute Profit # Spends, Takes, Profit, Absolute Profit
@ -187,8 +188,7 @@ class Edge():
result['sell_take'] = result['sell_sum'] - result['sell_fee'] result['sell_take'] = result['sell_sum'] - result['sell_fee']
# profit_percent # profit_percent
result['profit_percent'] = \ result['profit_percent'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
(result['sell_take'] - result['buy_spend']) / result['buy_spend']
# Absolute profit # Absolute profit
result['profit_abs'] = result['sell_take'] - result['buy_spend'] result['profit_abs'] = result['sell_take'] - result['buy_spend']
@ -222,7 +222,7 @@ class Edge():
# #
# Removing Pumps # Removing Pumps
if self.edge_config.get('remove_pumps', True): if self.edge_config.get('remove_pumps', True):
results = results[results.profit_abs < float(avg + 2*std)] results = results[results.profit_abs < float(avg + 2 * std)]
########################################################################## ##########################################################################
# Removing trades having a duration more than X minutes (set in config) # Removing trades having a duration more than X minutes (set in config)
@ -257,8 +257,8 @@ class Edge():
def expectancy(x): def expectancy(x):
average_win = float(x[x > 0].sum() / x[x > 0].count()) average_win = float(x[x > 0].sum() / x[x > 0].count())
average_loss = float(abs(x[x < 0].sum() / x[x < 0].count())) average_loss = float(abs(x[x < 0].sum() / x[x < 0].count()))
winrate = float(x[x > 0].count()/x.count()) winrate = float(x[x > 0].count() / x.count())
x = ((1 + average_win/average_loss) * winrate) - 1 x = ((1 + average_win / average_loss) * winrate) - 1
return x return x
############################## ##############################
@ -280,7 +280,7 @@ class Edge():
for stoploss in stoploss_range: for stoploss in stoploss_range:
result += self._detect_stop_and_sell_points( result += self._detect_stop_and_sell_points(
buy_column, sell_column, date_column, ohlc_columns, round(stoploss, 6), pair buy_column, sell_column, date_column, ohlc_columns, round(stoploss, 6), pair
) )
return result return result
@ -292,8 +292,7 @@ class Edge():
ohlc_columns, ohlc_columns,
stoploss, stoploss,
pair, pair,
start_point=0 start_point=0):
):
result: list = [] result: list = []
open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal) open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal)
@ -308,8 +307,8 @@ class Edge():
stop_price = (open_price * stop_price_percentage) stop_price = (open_price * stop_price_percentage)
# Searching for the index where stoploss is hit # Searching for the index where stoploss is hit
stop_index = \ stop_index = utf1st.find_1st(
utf1st.find_1st(ohlc_columns[open_trade_index + 1:, 2], stop_price, utf1st.cmp_smaller) ohlc_columns[open_trade_index + 1:, 2], stop_price, utf1st.cmp_smaller)
# If we don't find it then we assume stop_index will be far in future (infinite number) # If we don't find it then we assume stop_index will be far in future (infinite number)
if stop_index == -1: if stop_index == -1: