filtering edge pairs for RPC

This commit is contained in:
Misagh
2019-04-03 14:03:28 +02:00
parent 478c149bbb
commit 53eaf85969
3 changed files with 19 additions and 11 deletions

View File

@@ -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