filtering edge pairs for RPC
This commit is contained in:
@@ -203,6 +203,24 @@ class Edge():
|
||||
|
||||
return self._final_pairs
|
||||
|
||||
def accepted_pairs(self) -> list:
|
||||
"""
|
||||
return a list of accepted pairs along with their winrate, expectancy and stoploss
|
||||
ex:
|
||||
#[{'Pair': 'ADX/ETH', 'Winrate': 0.08333333333333333, 'Expectancy': -0.8105153934775888, 'Stoploss': -0.02}]
|
||||
"""
|
||||
final = []
|
||||
for pair, info in self._cached_pairs.items():
|
||||
if info.expectancy > float(self.edge_config.get('minimum_expectancy', 0.2)) and \
|
||||
info.winrate > float(self.edge_config.get('minimum_winrate', 0.60)):
|
||||
final.append({
|
||||
'Pair': pair,
|
||||
'Winrate': info.winrate,
|
||||
'Expectancy': info.expectancy,
|
||||
'Stoploss': info.stoploss,
|
||||
})
|
||||
return final
|
||||
|
||||
def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
|
||||
"""
|
||||
The result frame contains a number of columns that are calculable
|
||||
|
Reference in New Issue
Block a user