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flake8 fix

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This commit is contained in:
Stefano Ariestasia 2022-12-07 15:47:58 +09:00
parent f410b1b14d
commit 611e35ed81
1 changed files with 8 additions and 5 deletions
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9
freqtrade/data/metrics.py
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@ -219,6 +219,7 @@ def calculate_expectancy(trades: pd.DataFrame) -> float:
return expectancy
def calculate_sortino(trades: pd.DataFrame,
min_date: datetime, max_date: datetime) -> float:
"""
@ -226,7 +227,7 @@ def calculate_sortino(trades: pd.DataFrame,
:param trades: DataFrame containing trades (requires columns profit_ratio)
:return: sortino
"""
if (len(trades) == 0) or (min_date == None) or (max_date == None) or (min_date == max_date):
if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date):
return 0
total_profit = trades["profit_ratio"]
@ -252,6 +253,7 @@ def calculate_sortino(trades: pd.DataFrame,
# print(expected_returns_mean, down_stdev, sortino_ratio)
return sortino_ratio
def calculate_sharpe(trades: pd.DataFrame,
min_date: datetime, max_date: datetime) -> float:
"""
@ -259,7 +261,7 @@ def calculate_sharpe(trades: pd.DataFrame,
:param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
:return: sharpe
"""
if (len(trades) == 0) or (min_date == None) or (max_date == None) or (min_date == max_date):
if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date):
return 0
total_profit = trades["profit_ratio"]
@ -282,6 +284,7 @@ def calculate_sharpe(trades: pd.DataFrame,
# print(expected_returns_mean, up_stdev, sharp_ratio)
return sharp_ratio
def calculate_calmar(trades: pd.DataFrame,
min_date: datetime, max_date: datetime) -> float:
"""
@ -289,7 +292,7 @@ def calculate_calmar(trades: pd.DataFrame,
:param trades: DataFrame containing trades (requires columns close_date and profit_ratio)
:return: calmar
"""
if (len(trades) == 0) or (min_date == None) or (max_date == None) or (min_date == max_date):
if (len(trades) == 0) or (min_date is None) or (max_date is None) or (min_date == max_date):
return 0
total_profit = trades["profit_ratio"]