fix flake8 and mypy

This commit is contained in:
robcaulk 2022-10-04 21:20:02 +02:00
parent 256588af48
commit 729ccdb2d7
2 changed files with 6 additions and 5 deletions

View File

@ -36,7 +36,7 @@ AVAILABLE_PAIRLISTS = ['StaticPairList', 'VolumePairList', 'ProducerPairList',
'PrecisionFilter', 'PriceFilter', 'RangeStabilityFilter',
'ShuffleFilter', 'SpreadFilter', 'VolatilityFilter']
AVAILABLE_PROTECTIONS = ['CooldownPeriod', 'LowProfitPairs', 'MaxDrawdown',
'StoplossGuard', 'ProfitLimit']
'StoplossGuard', 'ProfitLimit']
AVAILABLE_DATAHANDLERS_TRADES = ['json', 'jsongz', 'hdf5']
AVAILABLE_DATAHANDLERS = AVAILABLE_DATAHANDLERS_TRADES + ['feather', 'parquet']
BACKTEST_BREAKDOWNS = ['day', 'week', 'month']

View File

@ -9,6 +9,7 @@ from freqtrade.plugins.protections import IProtection, ProtectionReturn
logger = logging.getLogger(__name__)
class ProfitLimit(IProtection):
has_global_stop: bool = True
@ -16,7 +17,7 @@ class ProfitLimit(IProtection):
def __init__(self, config: Config, protection_config: Dict[str, Any]) -> None:
super().__init__(config, protection_config)
self._trade_limit = protection_config.get('trade_limit', 1)
self._required_profit = protection_config.get('profit_limit', 1.0)
@ -47,10 +48,10 @@ class ProfitLimit(IProtection):
# Not enough trades in the relevant period
return None
profit_sum = trades['profit_abs'].sum()
stake_sum = trades['stake_amount'].sum()
profit_sum = sum(trade.close_profit_abs for trade in trades if trade.close_profit_abs)
stake_sum = sum(trade.stake_amount for trade in trades)
profit_ratio = profit_sum / stake_sum
if profit_ratio >= self._required_profit:
self.log_once(
f"Trading stopped due to {profit_ratio:.2f} >= {self._required_profit} "