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Small refactor, avoiding duplicate calculation of profits

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This commit is contained in:
Matthias 2020-11-28 11:31:28 +01:00
parent 829a47b187
commit a47d8dbe56
1 changed files with 11 additions and 8 deletions
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19
freqtrade/optimize/optimize_reports.py
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@ -58,16 +58,19 @@ def _generate_result_line(result: DataFrame, max_open_trades: int, first_column:
"""
Generate one result dict, with "first_column" as key.
"""
profit_sum = result['profit_percent'].sum()
profit_total = profit_sum / max_open_trades
return {
'key': first_column,
'trades': len(result),
'profit_mean': result['profit_percent'].mean() if len(result) > 0 else 0.0,
'profit_mean_pct': result['profit_percent'].mean() * 100.0 if len(result) > 0 else 0.0,
'profit_sum': result['profit_percent'].sum(),
'profit_sum_pct': result['profit_percent'].sum() * 100.0,
'profit_sum': profit_sum,
'profit_sum_pct': round(profit_sum * 100.0, 2),
'profit_total_abs': result['profit_abs'].sum(),
'profit_total': result['profit_percent'].sum() / max_open_trades,
'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades,
'profit_total': profit_total,
'profit_total_pct': round(profit_total * 100.0, 2),
'duration_avg': str(timedelta(
minutes=round(result['trade_duration'].mean()))
) if not result.empty else '0:00',
@ -122,8 +125,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
result = results.loc[results['sell_reason'] == reason]
profit_mean = result['profit_percent'].mean()
profit_sum = result["profit_percent"].sum()
profit_percent_tot = result['profit_percent'].sum() / max_open_trades
profit_sum = result['profit_percent'].sum()
profit_total = profit_sum / max_open_trades
tabular_data.append(
{
@ -137,8 +140,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
'profit_sum': profit_sum,
'profit_sum_pct': round(profit_sum * 100, 2),
'profit_total_abs': result['profit_abs'].sum(),
'profit_total': profit_percent_tot,
'profit_total_pct': round(profit_percent_tot * 100, 2),
'profit_total': profit_total,
'profit_total_pct': round(profit_total * 100, 2),
}
)
return tabular_data