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filter pairs according to expectancy + bug at the end of array resolved

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This commit is contained in:
misagh
2018-09-28 16:40:34 +02:00
parent f15825e3a7
commit c8d06e2b0e
4 changed files with 16 additions and 8 deletions
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18
freqtrade/edge/__init__.py
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@@ -154,11 +154,14 @@ class Edge():
info = [x for x in self._cached_pairs if x[0] == pair][0]
return info[1]
def sort_pairs(self, pairs) -> list:
if len(self._cached_pairs) == 0:
self.calculate()
edge_sorted_pairs = [x[0] for x in self._cached_pairs]
return [x for _, x in sorted(zip(edge_sorted_pairs, pairs), key=lambda pair: pair[0])]
def filter(self, pairs) -> list:
# Filtering pairs acccording to the expectancy
filtered_expectancy: list = []
filtered_expectancy = [x[0] for x in self._cached_pairs if x[5] > float(self.edge_config.get('minimum_expectancy', 0.2))]
# Only return pairs which are included in "pairs" argument list
final = [x for x in filtered_expectancy if x in pairs]
return final
def _fill_calculable_fields(self, result: DataFrame):
"""
@@ -312,8 +315,9 @@ class Edge():
open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal)
# open_trade_index = np.argmax(buy_column == 1)
# return empty if we don't find trade entry (i.e. buy==1)
if open_trade_index == -1:
# return empty if we don't find trade entry (i.e. buy==1) or
# we find a buy but at the of array
if open_trade_index == -1 or open_trade_index == len(buy_column) - 1:
return []
stop_price_percentage = stoploss + 1