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Enable flake8 E226 rule

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This commit is contained in:
Matthias
2022-04-11 18:02:02 +02:00
parent 1084787a38
commit baefda80d1
16 changed files with 50 additions and 46 deletions
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2
freqtrade/configuration/PeriodicCache.py
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@@ -16,4 +16,4 @@ class PeriodicCache(TTLCache):
return ts - offset
# Init with smlight offset
super().__init__(maxsize=maxsize, ttl=ttl-1e-5, timer=local_timer, getsizeof=getsizeof)
super().__init__(maxsize=maxsize, ttl=ttl - 1e-5, timer=local_timer, getsizeof=getsizeof)

2
freqtrade/configuration/load_config.py
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@@ -31,7 +31,7 @@ def log_config_error_range(path: str, errmsg: str) -> str:
offset = int(offsetlist[0])
text = Path(path).read_text()
# Fetch an offset of 80 characters around the error line
subtext = text[offset-min(80, offset):offset+80]
subtext = text[offset - min(80, offset):offset + 80]
segments = subtext.split('\n')
if len(segments) > 3:
# Remove first and last lines, to avoid odd truncations

2
freqtrade/exchange/exchange.py
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@@ -2177,7 +2177,7 @@ class Exchange:
lev = tier['lev']
if tier_index < len(pair_tiers) - 1:
next_tier = pair_tiers[tier_index+1]
next_tier = pair_tiers[tier_index + 1]
next_floor = next_tier['min'] / next_tier['lev']
if next_floor > stake_amount: # Next tier min too high for stake amount
return min((tier['max'] / stake_amount), lev)

6
freqtrade/leverage/interest.py
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@@ -31,13 +31,13 @@ def interest(
"""
exchange_name = exchange_name.lower()
if exchange_name == "binance":
return borrowed * rate * ceil(hours)/twenty_four
return borrowed * rate * ceil(hours) / twenty_four
elif exchange_name == "kraken":
# Rounded based on https://kraken-fees-calculator.github.io/
return borrowed * rate * (one+ceil(hours/four))
return borrowed * rate * (one + ceil(hours / four))
elif exchange_name == "ftx":
# As Explained under #Interest rates section in
# https://help.ftx.com/hc/en-us/articles/360053007671-Spot-Margin-Trading-Explainer
return borrowed * rate * ceil(hours)/twenty_four
return borrowed * rate * ceil(hours) / twenty_four
else:
raise OperationalException(f"Leverage not available on {exchange_name} with freqtrade")

2
freqtrade/misc.py
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@@ -126,7 +126,7 @@ def format_ms_time(date: int) -> str:
convert MS date to readable format.
: epoch-string in ms
"""
return datetime.fromtimestamp(date/1000.0).strftime('%Y-%m-%dT%H:%M:%S')
return datetime.fromtimestamp(date / 1000.0).strftime('%Y-%m-%dT%H:%M:%S')
def deep_merge_dicts(source, destination, allow_null_overrides: bool = True):

10
freqtrade/optimize/hyperopt_tools.py
View File

@@ -390,8 +390,8 @@ class HyperoptTools():
lambda x: '{} {}'.format(
round_coin_value(x['Total profit'], stake_currency, keep_trailing_zeros=True),
f"({x['Profit']:,.2%})".rjust(10, ' ')
).rjust(25+len(stake_currency))
if x['Total profit'] != 0.0 else '--'.rjust(25+len(stake_currency)),
).rjust(25 + len(stake_currency))
if x['Total profit'] != 0.0 else '--'.rjust(25 + len(stake_currency)),
axis=1
)
trials = trials.drop(columns=['Total profit'])
@@ -399,11 +399,11 @@ class HyperoptTools():
if print_colorized:
for i in range(len(trials)):
if trials.loc[i]['is_profit']:
for j in range(len(trials.loc[i])-3):
for j in range(len(trials.loc[i]) - 3):
trials.iat[i, j] = "{}{}{}".format(Fore.GREEN,
str(trials.loc[i][j]), Fore.RESET)
if trials.loc[i]['is_best'] and highlight_best:
for j in range(len(trials.loc[i])-3):
for j in range(len(trials.loc[i]) - 3):
trials.iat[i, j] = "{}{}{}".format(Style.BRIGHT,
str(trials.loc[i][j]), Style.RESET_ALL)
@@ -459,7 +459,7 @@ class HyperoptTools():
'loss', 'is_initial_point', 'is_best']
perc_multi = 100
param_metrics = [("params_dict."+param) for param in results[0]['params_dict'].keys()]
param_metrics = [("params_dict." + param) for param in results[0]['params_dict'].keys()]
trials = trials[base_metrics + param_metrics]
base_columns = ['Best', 'Epoch', 'Trades', 'Avg profit', 'Median profit', 'Total profit',

8
freqtrade/persistence/models.py
View File

@@ -360,7 +360,7 @@ class LocalTrade():
if self.has_no_leverage:
return 0.0
elif not self.is_short:
return (self.amount * self.open_rate) * ((self.leverage-1)/self.leverage)
return (self.amount * self.open_rate) * ((self.leverage - 1) / self.leverage)
else:
return self.amount
@@ -747,7 +747,7 @@ class LocalTrade():
now = (self.close_date or datetime.now(timezone.utc)).replace(tzinfo=None)
sec_per_hour = Decimal(3600)
total_seconds = Decimal((now - open_date).total_seconds())
hours = total_seconds/sec_per_hour or zero
hours = total_seconds / sec_per_hour or zero
rate = Decimal(interest_rate or self.interest_rate)
borrowed = Decimal(self.borrowed)
@@ -861,9 +861,9 @@ class LocalTrade():
return 0.0
else:
if self.is_short:
profit_ratio = (1 - (close_trade_value/self.open_trade_value)) * leverage
profit_ratio = (1 - (close_trade_value / self.open_trade_value)) * leverage
else:
profit_ratio = ((close_trade_value/self.open_trade_value) - 1) * leverage
profit_ratio = ((close_trade_value / self.open_trade_value) - 1) * leverage
return float(f"{profit_ratio:.8f}")

2
freqtrade/plugins/pairlist/VolatilityFilter.py
View File

@@ -107,7 +107,7 @@ class VolatilityFilter(IPairList):
returns = (np.log(daily_candles.close / daily_candles.close.shift(-1)))
returns.fillna(0, inplace=True)
volatility_series = returns.rolling(window=self._days).std()*np.sqrt(self._days)
volatility_series = returns.rolling(window=self._days).std() * np.sqrt(self._days)
volatility_avg = volatility_series.mean()
if self._min_volatility <= volatility_avg <= self._max_volatility:

3
freqtrade/rpc/telegram.py
View File

@@ -419,7 +419,8 @@ class Telegram(RPCHandler):
if prev_avg_price:
minus_on_entry = (cur_entry_average - prev_avg_price) / prev_avg_price
dur_entry = cur_entry_datetime - arrow.get(filled_orders[x-1]["order_filled_date"])
dur_entry = cur_entry_datetime - arrow.get(
filled_orders[x - 1]["order_filled_date"])
days = dur_entry.days
hours, remainder = divmod(dur_entry.seconds, 3600)
minutes, seconds = divmod(remainder, 60)

4
freqtrade/strategy/strategy_helper.py
View File

@@ -93,9 +93,9 @@ def stoploss_from_open(
return 1
if is_short is True:
stoploss = -1+((1-open_relative_stop)/(1-current_profit))
stoploss = -1 + ((1 - open_relative_stop) / (1 - current_profit))
else:
stoploss = 1-((1+open_relative_stop)/(1+current_profit))
stoploss = 1 - ((1 + open_relative_stop) / (1 + current_profit))
# negative stoploss values indicate the requested stop price is higher/lower
# (long/short) than the current price