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- function renamed to be more readable

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- expectancy bug resolved
This commit is contained in:
misagh 2018-10-03 14:22:27 +02:00
parent a46b3ec9e7
commit 6f79b55845
1 changed files with 13 additions and 5 deletions
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18
freqtrade/edge/__init__.py
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@ -25,7 +25,7 @@ class Edge():
config: Dict = {} config: Dict = {}
_last_updated: int # Timestamp of pairs last updated time _last_updated: int # Timestamp of pairs last updated time
_cached_pairs: list = [] # Keeps an array of _cached_pairs: list = [] # Keeps an array of
# [pair, winrate, risk reward ratio, required risk reward, expectancy] # [pair, stoploss, winrate, risk reward ratio, required risk reward, expectancy]
_total_capital: float _total_capital: float
_allowed_risk: float _allowed_risk: float
@ -156,6 +156,14 @@ class Edge():
# Only return pairs which are included in "pairs" argument list # Only return pairs which are included in "pairs" argument list
final = [x for x in filtered_expectancy if x in pairs] final = [x for x in filtered_expectancy if x in pairs]
if final:
logger.info(
'Edge validated only %s',
final
)
else:
logger.info('Edge removed all pairs as no pair with minimum expectancy was found !')
return final return final
def _fill_calculable_fields(self, result: DataFrame) -> DataFrame: def _fill_calculable_fields(self, result: DataFrame) -> DataFrame:
@ -234,7 +242,7 @@ class Edge():
# #
# Removing Pumps # Removing Pumps
if self.edge_config.get('remove_pumps', True): if self.edge_config.get('remove_pumps', True):
results = results[results.profit_abs < float(avg + 2 * std)] results = results[results.profit_abs <= float(avg + 2 * std)]
########################################################################## ##########################################################################
# Removing trades having a duration more than X minutes (set in config) # Removing trades having a duration more than X minutes (set in config)
@ -290,13 +298,13 @@ class Edge():
result: list = [] result: list = []
for stoploss in stoploss_range: for stoploss in stoploss_range:
result += self._detect_stop_and_sell_points( result += self._detect_next_stop_or_sell_point(
buy_column, sell_column, date_column, ohlc_columns, round(stoploss, 6), pair buy_column, sell_column, date_column, ohlc_columns, round(stoploss, 6), pair
) )
return result return result
def _detect_stop_and_sell_points( def _detect_next_stop_or_sell_point(
self, self,
buy_column, buy_column,
sell_column, sell_column,
@ -366,7 +374,7 @@ class Edge():
# Calling again the same function recursively but giving # Calling again the same function recursively but giving
# it a view of exit_index till the end of array # it a view of exit_index till the end of array
return result + self._detect_stop_and_sell_points( return result + self._detect_next_stop_or_sell_point(
buy_column[exit_index:], buy_column[exit_index:],
sell_column[exit_index:], sell_column[exit_index:],
date_column[exit_index:], date_column[exit_index:],