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removing only pumps from dataset

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This commit is contained in:
misagh 2018-09-15 15:53:42 +02:00
parent 07ba14d1ea
commit 88854cba2d
1 changed files with 1 additions and 5 deletions
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6
freqtrade/optimize/edge.py
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@ -852,10 +852,9 @@ class Edge:
################################### ###################################
# Removing outliers (Pump&Dumps) from the dataset # Removing outliers (Only Pumps) from the dataset
# The method to detect outliers is to calculate standard deviation # The method to detect outliers is to calculate standard deviation
# Then every value more than (standard deviation + 2*average) is out (pump) # Then every value more than (standard deviation + 2*average) is out (pump)
# And every value less than (standard deviation - 2*average) is out (dump)
# #
# Calculating standard deviation of profits # Calculating standard deviation of profits
std = results[["profit_abs"]].std() std = results[["profit_abs"]].std()
@ -865,9 +864,6 @@ class Edge:
# #
# Removing Pumps # Removing Pumps
results = results[results.profit_abs < float(avg + 2*std)] results = results[results.profit_abs < float(avg + 2*std)]
#
# Removing Dumps
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)