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adding number of trades + average trade duration to edge info

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This commit is contained in:
misagh
2018-11-14 13:38:04 +01:00
parent 5de3f1d9dd
commit ac0c931492
2 changed files with 12 additions and 8 deletions
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8
freqtrade/edge/__init__.py
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@@ -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)