Merge pull request #3641 from freqtrade/fix/edgeremovebumps

Fix edge with removebumps enabled
This commit is contained in:
Matthias
2020-08-08 17:33:08 +02:00
committed by GitHub
2 changed files with 97 additions and 2 deletions

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@@ -281,8 +281,8 @@ class Edge:
#
# Removing Pumps
if self.edge_config.get('remove_pumps', False):
results = results.groupby(['pair', 'stoploss']).apply(
lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()])
results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
+ results['profit_abs'].mean()]
##########################################################################
# Removing trades having a duration more than X minutes (set in config)