From 29459d7d30b8e2019d033740d0b1200163b2c397 Mon Sep 17 00:00:00 2001 From: misagh Date: Sun, 23 Sep 2018 04:51:53 +0200 Subject: [PATCH] import libraries organized. --- freqtrade/edge/__init__.py | 29 ++++++++++------------------- 1 file changed, 10 insertions(+), 19 deletions(-) diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index f18e84f3f..a9d049ee4 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -6,11 +6,13 @@ from datetime import datetime, timedelta from typing import Any, Dict, List, NamedTuple, Optional, Tuple import arrow -from pandas import DataFrame, to_datetime -from tabulate import tabulate -import numpy as np +from pandas import DataFrame, to_datetime +import pandas as pd + +from tabulate import tabulate import freqtrade.optimize as optimize +from freqtrade.optimize.backtesting import BacktestResult from freqtrade import DependencyException, constants from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration @@ -21,10 +23,12 @@ from freqtrade.strategy.interface import SellType from freqtrade.strategy.resolver import IStrategy, StrategyResolver from freqtrade.optimize.backtesting import Backtesting from collections import OrderedDict -import timeit -from time import sleep -import pdb +import numpy as np +import timeit +import utils_find_1st as utf1st +from time import sleep +from pandas import set_option logger = logging.getLogger(__name__) @@ -178,8 +182,6 @@ class Edge(): if len(bslap_results_df) > 0: # Only post process a frame if it has a record bslap_results_df = self.vector_fill_results_table(bslap_results_df) else: - from freqtrade.optimize.backtesting import BacktestResult - bslap_results_df = [] bslap_results_df = DataFrame.from_records(bslap_results_df, columns=BacktestResult._fields) @@ -207,8 +209,6 @@ class Edge(): :param bslap_results Dataframe :return: bslap_results Dataframe """ - import pandas as pd - import numpy as np debug = self.debug_vector # stake and fees @@ -247,7 +247,6 @@ class Edge(): def np_get_t_open_ind(self, np_buy_arr, t_exit_ind: int, np_buy_arr_len: int, stop_stops: int, stop_stops_count: int): - import utils_find_1st as utf1st """ The purpose of this def is to return the next "buy" = 1 after t_exit_ind. @@ -373,12 +372,6 @@ class Edge(): return final.reset_index().values def backslap_pair(self, ticker_data, pair, stoploss): - import pandas as pd - import numpy as np - import timeit - import utils_find_1st as utf1st - from datetime import datetime - ### backslap debug wrap # debug_2loops = False # only loop twice, for faster debug # debug_timing = False # print timing for each step @@ -388,7 +381,6 @@ class Edge(): debug = self.debug # print values, to check accuracy # Read Stop Loss Values and Stake - # pdb.set_trace() #stop = self.stop_loss_value stop = stoploss p_stop = (stop + 1) # What stop really means, e.g 0.01 is 0.99 of price @@ -398,7 +390,6 @@ class Edge(): print("p_stop is", p_stop, "value used to multiply to entry price") if debug: - from pandas import set_option set_option('display.max_rows', 5000) set_option('display.max_columns', 8) pd.set_option('display.width', 1000)