From ac0c93149231daa8d3f10d6d9a7be16c9c44b428 Mon Sep 17 00:00:00 2001 From: misagh Date: Wed, 14 Nov 2018 13:38:04 +0100 Subject: [PATCH] adding number of trades + average trade duration to edge info --- freqtrade/edge/__init__.py | 8 ++++++-- freqtrade/tests/edge/test_edge.py | 12 ++++++------ 2 files changed, 12 insertions(+), 8 deletions(-) diff --git a/freqtrade/edge/__init__.py b/freqtrade/edge/__init__.py index 55c59b644..dedaa19a3 100644 --- a/freqtrade/edge/__init__.py +++ b/freqtrade/edge/__init__.py @@ -33,7 +33,9 @@ class Edge(): # pair info data type _pair_info = namedtuple( 'pair_info', - ['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy']) + ['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy', + 'nb_trades', 'avg_trade_duration'] + ) def __init__(self, config: Dict[str, Any], exchange, strategy) -> None: @@ -297,7 +299,9 @@ class Edge(): 'winrate': x.winrate, 'risk_reward_ratio': x.risk_reward_ratio, 'required_risk_reward': x.required_risk_reward, - 'expectancy': x.expectancy + 'expectancy': x.expectancy, + 'nb_trades': x.nb_trades, + 'avg_trade_duration': x.avg_trade_duration } final[x.pair] = self._pair_info(**info) diff --git a/freqtrade/tests/edge/test_edge.py b/freqtrade/tests/edge/test_edge.py index a7b1882a5..14c9114c3 100644 --- a/freqtrade/tests/edge/test_edge.py +++ b/freqtrade/tests/edge/test_edge.py @@ -128,9 +128,9 @@ def test_adjust(mocker, default_conf): edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy) mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( return_value={ - 'E/F': Edge._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': Edge._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, 10, 60), + 'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60), + 'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60) } )) @@ -143,9 +143,9 @@ def test_stoploss(mocker, default_conf): edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy) mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock( return_value={ - 'E/F': Edge._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': Edge._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, 10, 60), + 'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60), + 'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60) } ))