Improve some more pct formattings

freqtrade/data/converter.py

@@ -113,7 +113,7 @@ def ohlcv_fill_up_missing_data(dataframe: DataFrame, timeframe: str, pair: str)
     pct_missing = (len_after - len_before) / len_before if len_before > 0 else 0
     if len_before != len_after:
         message = (f"Missing data fillup for {pair}: before: {len_before} - after: {len_after}"
-                   f" - {round(pct_missing * 100, 2)}%")
+                   f" - {pct_missing:.2%}")
         if pct_missing > 0.01:
             logger.info(message)
         else:

freqtrade/optimize/optimize_reports.py

@@ -728,16 +728,16 @@ def text_table_add_metrics(strat_results: Dict) -> str:
             ('Total profit %', f"{strat_results['profit_total']:.2%}"),
             ('Trades per day', strat_results['trades_per_day']),
             ('Avg. daily profit %',
-             f"{round(strat_results['profit_total'] / strat_results['backtest_days'] * 100, 2)}%"),
+             f"{(strat_results['profit_total'] / strat_results['backtest_days']):.2%}"),
             ('Avg. stake amount', round_coin_value(strat_results['avg_stake_amount'],
                                                    strat_results['stake_currency'])),
             ('Total trade volume', round_coin_value(strat_results['total_volume'],
                                                     strat_results['stake_currency'])),
             ('', ''),  # Empty line to improve readability
             ('Best Pair', f"{strat_results['best_pair']['key']} "
-                          f"{round(strat_results['best_pair']['profit_sum_pct'], 2)}%"),
+                          f"{strat_results['best_pair']['profit_sum']:.2%}"),
             ('Worst Pair', f"{strat_results['worst_pair']['key']} "
-                           f"{round(strat_results['worst_pair']['profit_sum_pct'], 2)}%"),
+                           f"{strat_results['worst_pair']['profit_sum']:.2%}"),
             ('Best trade', f"{best_trade['pair']} {best_trade['profit_ratio']:.2%}"),
             ('Worst trade', f"{worst_trade['pair']} "
                             f"{worst_trade['profit_ratio']:.2%}"),
@@ -864,5 +864,5 @@ def show_sorted_pairlist(config: Dict, backtest_stats: Dict):
             print(f"Pairs for Strategy {strategy}: \n[")
             for result in results['results_per_pair']:
                 if result["key"] != 'TOTAL':
-                    print(f'"{result["key"]}",  // {round(result["profit_mean_pct"], 2)}%')
+                    print(f'"{result["key"]}",  // {result["profit_mean"]:.2%}')
             print("]")

freqtrade/plot/plotting.py

@@ -192,7 +192,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots:
     # Trades can be empty
     if trades is not None and len(trades) > 0:
         # Create description for sell summarizing the trade
-        trades['desc'] = trades.apply(lambda row: f"{round(row['profit_ratio'] * 100, 1)}%, "
+        trades['desc'] = trades.apply(lambda row: f"{row['profit_ratio']:.2%}, "
                                                   f"{row['sell_reason']}, "
                                                   f"{row['trade_duration']} min",
                                       axis=1)

freqtrade/plugins/pairlist/PriceFilter.py

@@ -50,7 +50,7 @@ class PriceFilter(IPairList):
         """
         active_price_filters = []
         if self._low_price_ratio != 0:
-            active_price_filters.append(f"below {self._low_price_ratio * 100}%")
+            active_price_filters.append(f"below {self._low_price_ratio:.1%}")
         if self._min_price != 0:
             active_price_filters.append(f"below {self._min_price:.8f}")
         if self._max_price != 0:

freqtrade/plugins/pairlist/SpreadFilter.py

@@ -34,7 +34,7 @@ class SpreadFilter(IPairList):
         Short whitelist method description - used for startup-messages
         """
         return (f"{self.name} - Filtering pairs with ask/bid diff above "
-                f"{self._max_spread_ratio * 100}%.")
+                f"{self._max_spread_ratio:.2%}.")
 
     def _validate_pair(self, pair: str, ticker: Dict[str, Any]) -> bool:
         """

tests/test_plotting.py

@@ -171,7 +171,7 @@ def test_plot_trades(testdatadir, caplog):
     assert len(trades) == len(trade_buy.x)
     assert trade_buy.marker.color == 'cyan'
     assert trade_buy.marker.symbol == 'circle-open'
-    assert trade_buy.text[0] == '4.0%, roi, 15 min'
+    assert trade_buy.text[0] == '3.99%, roi, 15 min'
 
     trade_sell = find_trace_in_fig_data(figure.data, 'Sell - Profit')
     assert isinstance(trade_sell, go.Scatter)
@@ -179,7 +179,7 @@ def test_plot_trades(testdatadir, caplog):
     assert len(trades.loc[trades['profit_ratio'] > 0]) == len(trade_sell.x)
     assert trade_sell.marker.color == 'green'
     assert trade_sell.marker.symbol == 'square-open'
-    assert trade_sell.text[0] == '4.0%, roi, 15 min'
+    assert trade_sell.text[0] == '3.99%, roi, 15 min'
 
     trade_sell_loss = find_trace_in_fig_data(figure.data, 'Sell - Loss')
     assert isinstance(trade_sell_loss, go.Scatter)
@@ -187,7 +187,7 @@ def test_plot_trades(testdatadir, caplog):
     assert len(trades.loc[trades['profit_ratio'] <= 0]) == len(trade_sell_loss.x)
     assert trade_sell_loss.marker.color == 'red'
     assert trade_sell_loss.marker.symbol == 'square-open'
-    assert trade_sell_loss.text[5] == '-10.4%, stop_loss, 720 min'
+    assert trade_sell_loss.text[5] == '-10.45%, stop_loss, 720 min'
 
 
 def test_generate_candlestick_graph_no_signals_no_trades(default_conf, mocker, testdatadir, caplog):