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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. Generate one result dict, with "first_column" as key.
""" """
profit_sum = result['profit_percent'].sum()
profit_total = profit_sum / max_open_trades
return { return {
'key': first_column, 'key': first_column,
'trades': len(result), 'trades': len(result),
'profit_mean': result['profit_percent'].mean() if len(result) > 0 else 0.0, '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_mean_pct': result['profit_percent'].mean() * 100.0 if len(result) > 0 else 0.0,
'profit_sum': result['profit_percent'].sum(), 'profit_sum': profit_sum,
'profit_sum_pct': result['profit_percent'].sum() * 100.0, 'profit_sum_pct': round(profit_sum * 100.0, 2),
'profit_total_abs': result['profit_abs'].sum(), 'profit_total_abs': result['profit_abs'].sum(),
'profit_total': result['profit_percent'].sum() / max_open_trades, 'profit_total': profit_total,
'profit_total_pct': result['profit_percent'].sum() * 100.0 / max_open_trades, 'profit_total_pct': round(profit_total * 100.0, 2),
'duration_avg': str(timedelta( 'duration_avg': str(timedelta(
minutes=round(result['trade_duration'].mean())) minutes=round(result['trade_duration'].mean()))
) if not result.empty else '0:00', ) 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] result = results.loc[results['sell_reason'] == reason]
profit_mean = result['profit_percent'].mean() profit_mean = result['profit_percent'].mean()
profit_sum = result["profit_percent"].sum() profit_sum = result['profit_percent'].sum()
profit_percent_tot = result['profit_percent'].sum() / max_open_trades profit_total = profit_sum / max_open_trades
tabular_data.append( 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': profit_sum,
'profit_sum_pct': round(profit_sum * 100, 2), 'profit_sum_pct': round(profit_sum * 100, 2),
'profit_total_abs': result['profit_abs'].sum(), 'profit_total_abs': result['profit_abs'].sum(),
'profit_total': profit_percent_tot, 'profit_total': profit_total,
'profit_total_pct': round(profit_percent_tot * 100, 2), 'profit_total_pct': round(profit_total * 100, 2),
} }
) )
return tabular_data return tabular_data