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