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added minimum win rate to config

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This commit is contained in:
misagh
2018-11-03 14:31:34 +01:00
parent f6498bf5f7
commit b6d4e11e88
4 changed files with 23 additions and 16 deletions
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14
freqtrade/edge/__init__.py
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@@ -145,10 +145,18 @@ class Edge():
def filter(self, pairs) -> list:
# Filtering pairs acccording to the expectancy
filtered_expectancy: list = []
# [pair, stoploss, winrate, risk reward ratio, required risk reward, expectancy]
filtered_expectancy = [
x[0] for x in self._cached_pairs if x[5] > float(
self.edge_config.get(
'minimum_expectancy', 0.2))]
x[0] for x in self._cached_pairs if (
(x[5] > float(
self.edge_config.get(
'minimum_expectancy',
0.2))) & (
x[2] > float(
self.edge_config.get(
'minimum_winrate',
0.60))))]
# Only return pairs which are included in "pairs" argument list
final = [x for x in filtered_expectancy if x in pairs]