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_pair_info moved to class header for reusibility

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This commit is contained in:
misagh 2018-11-07 18:52:15 +01:00
parent b425cc3e3b
commit 96a43327ca
2 changed files with 11 additions and 13 deletions
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9
freqtrade/edge/__init__.py
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@ -30,6 +30,11 @@ class Edge():
config: Dict = {} config: Dict = {}
_cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs _cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs
# pair info data type
_pair_info = namedtuple(
'pair_info',
['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy'])
def __init__(self, config: Dict[str, Any], exchange=None) -> None: def __init__(self, config: Dict[str, Any], exchange=None) -> None:
self.config = config self.config = config
@ -42,10 +47,6 @@ class Edge():
self.advise_buy = self.strategy.advise_buy self.advise_buy = self.strategy.advise_buy
self.edge_config = self.config.get('edge', {}) self.edge_config = self.config.get('edge', {})
# pair info data type
self._pair_info = namedtuple(
'pair_info', 'stoploss, winrate, risk_reward_ratio, required_risk_reward, expectancy')
self._cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs self._cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs
self._total_capital: float = self.edge_config.get('total_capital_in_stake_currency') self._total_capital: float = self.edge_config.get('total_capital_in_stake_currency')

15
freqtrade/tests/edge/test_edge.py
View File

@ -2,7 +2,6 @@ from freqtrade.tests.conftest import get_patched_exchange
from freqtrade.edge import Edge from freqtrade.edge import Edge
from pandas import DataFrame, to_datetime from pandas import DataFrame, to_datetime
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from collections import namedtuple
import arrow import arrow
import numpy as np import numpy as np
import math import math
@ -21,8 +20,6 @@ from unittest.mock import MagicMock
ticker_start_time = arrow.get(2018, 10, 3) ticker_start_time = arrow.get(2018, 10, 3)
ticker_interval_in_minute = 60 ticker_interval_in_minute = 60
_ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7} _ohlc = {'date': 0, 'buy': 1, 'open': 2, 'high': 3, 'low': 4, 'close': 5, 'sell': 6, 'volume': 7}
_pair_info = namedtuple(
'pair_info', 'stoploss, winrate, risk_reward_ratio, required_risk_reward, expectancy')
def test_filter(mocker, default_conf): def test_filter(mocker, default_conf):
@ -30,9 +27,9 @@ def test_filter(mocker, default_conf):
edge = Edge(default_conf, exchange) edge = Edge(default_conf, exchange)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={ return_value={
'E/F': _pair_info(-0.01, 0.66, 3.71, 0.50, 1.71), 'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
'C/D': _pair_info(-0.01, 0.66, 3.71, 0.50, 1.71), 'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
'N/O': _pair_info(-0.01, 0.66, 3.71, 0.50, 1.71) 'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71)
} }
)) ))
@ -45,9 +42,9 @@ def test_stoploss(mocker, default_conf):
edge = Edge(default_conf, exchange) edge = Edge(default_conf, exchange)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={ return_value={
'E/F': _pair_info(-0.01, 0.66, 3.71, 0.50, 1.71), 'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
'C/D': _pair_info(-0.01, 0.66, 3.71, 0.50, 1.71), 'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71),
'N/O': _pair_info(-0.01, 0.66, 3.71, 0.50, 1.71) 'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71)
} }
)) ))