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updated lambda to reduce traffic

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Gert Wohlgemuth 2018-06-06 20:05:24 -07:00
parent 39bafd7410
commit cfb436c1d8
1 changed files with 4 additions and 2 deletions
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6
freqtrade/optimize/backtesting.py
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@ -85,9 +85,9 @@ class Backtesting(object):
def aggregate(self, data, results): def aggregate(self, data, results):
stake_currency = self.config.get('stake_currency') stake_currency = self.config.get('stake_currency')
floatfmt = ('s', 'd', '.2f', '.8f', '.1f') floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.1f')
tabular_data = [] tabular_data = []
headers = ['pair', 'buy count', 'avg profit %', headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss'] 'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
for pair in data: for pair in data:
result = results[results.currency == pair] result = results[results.currency == pair]
@ -95,6 +95,7 @@ class Backtesting(object):
pair, pair,
len(result.index), len(result.index),
result.profit_percent.mean() * 100.0, result.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
result.profit_BTC.sum(), result.profit_BTC.sum(),
result.duration.mean(), result.duration.mean(),
len(result[result.profit_BTC > 0]), len(result[result.profit_BTC > 0]),
@ -105,6 +106,7 @@ class Backtesting(object):
'TOTAL', 'TOTAL',
len(results.index), len(results.index),
results.profit_percent.mean() * 100.0, results.profit_percent.mean() * 100.0,
results.profit_percent.sum() * 100.0,
results.profit_BTC.sum(), results.profit_BTC.sum(),
results.duration.mean(), results.duration.mean(),
len(results[results.profit_BTC > 0]), len(results[results.profit_BTC > 0]),