Merge branch 'develop' into feat/short

2022-01-01 19:16:24 +01:00
parent 64917275a9 45a02beea8
commit ddfbe55e7c
75 changed files with 593 additions and 314 deletions
@@ -68,14 +68,14 @@ class PerformanceFilter(IPairList):
        #  - then pair name alphametically
        sorted_df = list_df.merge(performance, on='pair', how='left')\
            .fillna(0).sort_values(by=['count', 'pair'], ascending=True)\
-            .sort_values(by=['profit'], ascending=False)
+            .sort_values(by=['profit_ratio'], ascending=False)
        if self._min_profit is not None:
-            removed = sorted_df[sorted_df['profit'] < self._min_profit]
+            removed = sorted_df[sorted_df['profit_ratio'] < self._min_profit]
            for _, row in removed.iterrows():
                self.log_once(
-                    f"Removing pair {row['pair']} since {row['profit']} is "
+                    f"Removing pair {row['pair']} since {row['profit_ratio']} is "
                    f"below {self._min_profit}", logger.info)
-            sorted_df = sorted_df[sorted_df['profit'] >= self._min_profit]
+            sorted_df = sorted_df[sorted_df['profit_ratio'] >= self._min_profit]

        pairlist = sorted_df['pair'].tolist()

@@ -8,7 +8,7 @@ from typing import Any, Dict, List, Optional

 import arrow
 import numpy as np
-from cachetools.ttl import TTLCache
+from cachetools import TTLCache
 from pandas import DataFrame

 from freqtrade.constants import ListPairsWithTimeframes
@@ -8,7 +8,7 @@ from functools import partial
 from typing import Any, Dict, List

 import arrow
-from cachetools.ttl import TTLCache
+from cachetools import TTLCache

 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.exceptions import OperationalException
@@ -6,7 +6,7 @@ from copy import deepcopy
 from typing import Any, Dict, List, Optional

 import arrow
-from cachetools.ttl import TTLCache
+from cachetools import TTLCache
 from pandas import DataFrame

 from freqtrade.constants import ListPairsWithTimeframes