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Removed "is not None"

Browse Source 
https://stackoverflow.com/users/566644/lauritz-v-thaulow

freqtrade\configuration\configuration.py:461 reduced checks

freqtrade\persistence\trade_model.py:fee_updated - reduced code
This commit is contained in:
மனோஜ்குமார் பழனிச்சாமி
2022-05-18 03:27:18 +05:30
parent 7b9439f2e4
commit e7f15fb61f
48 changed files with 191 additions and 194 deletions
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20
freqtrade/optimize/backtesting.py
View File

@@ -123,7 +123,7 @@ class Backtesting:
if len(self.pairlists.whitelist) == 0:
raise OperationalException("No pair in whitelist.")
if config.get('fee', None) is not None:
if config.get('fee', None):
self.fee = config['fee']
else:
self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
@@ -403,7 +403,7 @@ class Backtesting:
if (
not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
and self.strategy.trailing_only_offset_is_reached
and self.strategy.trailing_stop_positive_offset is not None
and self.strategy.trailing_stop_positive_offset
and self.strategy.trailing_stop_positive
):
# Worst case: price reaches stop_positive_offset and dives down.
@@ -434,7 +434,7 @@ class Backtesting:
leverage = trade.leverage or 1.0
side_1 = -1 if is_short else 1
roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
if roi is not None and roi_entry is not None:
if roi and roi_entry:
if roi == -1 and roi_entry % self.timeframe_min == 0:
# When force_exiting with ROI=-1, the roi time will always be equal to trade_dur.
# If that entry is a multiple of the timeframe (so on candle open)
@@ -501,11 +501,11 @@ class Backtesting:
max_stake=min(max_stake, stake_available))
# Check if we should increase our position
if stake_amount is not None and stake_amount > 0.0:
if stake_amount and stake_amount > 0.0:
pos_trade = self._enter_trade(
trade.pair, row, 'short' if trade.is_short else 'long', stake_amount, trade)
if pos_trade is not None:
if pos_trade:
self.wallets.update()
return pos_trade
@@ -553,7 +553,7 @@ class Backtesting:
# row has the length for an exit tag column
if(
len(row) > EXIT_TAG_IDX
and row[EXIT_TAG_IDX] is not None
and row[EXIT_TAG_IDX]
and len(row[EXIT_TAG_IDX]) > 0
and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
):
@@ -671,7 +671,7 @@ class Backtesting:
else:
propose_rate = min(propose_rate, row[HIGH_IDX])
pos_adjust = trade is not None
pos_adjust = trade
leverage = trade.leverage if trade else 1.0
if not pos_adjust:
try:
@@ -724,7 +724,7 @@ class Backtesting:
entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None
# let's call the custom entry price, using the open price as default price
order_type = self.strategy.order_types['entry']
pos_adjust = trade is not None and requested_rate is None
pos_adjust = trade and requested_rate is None
propose_rate, stake_amount, leverage, min_stake_amount = self.get_valid_price_and_stake(
pair, row, row[OPEN_IDX], stake_amount, direction, current_time, entry_tag, trade,
@@ -1036,7 +1036,7 @@ class Backtesting:
(position_stacking or len(open_trades[pair]) == 0)
and self.trade_slot_available(max_open_trades, open_trade_count_start)
and current_time != end_date
and trade_dir is not None
and trade_dir
and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
):
trade = self._enter_trade(pair, row, trade_dir)
@@ -1199,7 +1199,7 @@ class Backtesting:
# Load previous result that will be updated incrementally.
# This can be circumvented in certain instances in combination with downloading more data
min_backtest_date = self._get_min_cached_backtest_date()
if min_backtest_date is not None:
if min_backtest_date:
self.results = find_existing_backtest_stats(
self.config['user_data_dir'] / 'backtest_results', self.run_ids, min_backtest_date)

16
freqtrade/optimize/hyperopt_epoch_filters.py
View File

@@ -65,13 +65,13 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
"Holding-average not available. Please omit the filter on average time, "
"or rerun hyperopt with this version")
if filteroptions['filter_min_avg_time'] is not None:
if filteroptions['filter_min_avg_time']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [
x for x in epochs
if get_duration_value(x) > filteroptions['filter_min_avg_time']
]
if filteroptions['filter_max_avg_time'] is not None:
if filteroptions['filter_max_avg_time']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [
x for x in epochs
@@ -83,28 +83,28 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_avg_profit'] is not None:
if filteroptions['filter_min_avg_profit']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [
x for x in epochs
if x['results_metrics'].get('profit_mean', 0) * 100
> filteroptions['filter_min_avg_profit']
]
if filteroptions['filter_max_avg_profit'] is not None:
if filteroptions['filter_max_avg_profit']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [
x for x in epochs
if x['results_metrics'].get('profit_mean', 0) * 100
< filteroptions['filter_max_avg_profit']
]
if filteroptions['filter_min_total_profit'] is not None:
if filteroptions['filter_min_total_profit']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [
x for x in epochs
if x['results_metrics'].get('profit_total_abs', 0)
> filteroptions['filter_min_total_profit']
]
if filteroptions['filter_max_total_profit'] is not None:
if filteroptions['filter_max_total_profit']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [
x for x in epochs
@@ -116,11 +116,11 @@ def _hyperopt_filter_epochs_profit(epochs: List, filteroptions: dict) -> List:
def _hyperopt_filter_epochs_objective(epochs: List, filteroptions: dict) -> List:
if filteroptions['filter_min_objective'] is not None:
if filteroptions['filter_min_objective']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [x for x in epochs if x['loss'] < filteroptions['filter_min_objective']]
if filteroptions['filter_max_objective'] is not None:
if filteroptions['filter_max_objective']:
epochs = _hyperopt_filter_epochs_trade(epochs, 0)
epochs = [x for x in epochs if x['loss'] > filteroptions['filter_max_objective']]

6
freqtrade/optimize/optimize_reports.py
View File

@@ -644,7 +644,7 @@ def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_curr
floatfmt = _get_line_floatfmt(stake_currency)
output = [
[
t['key'] if t['key'] is not None and len(
t['key'] if t['key'] and len(
t['key']) > 0 else "OTHER",
t['trades'],
t['profit_mean_pct'],
@@ -849,8 +849,8 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
if (results.get('results_per_enter_tag') is not None
or results.get('results_per_buy_tag') is not None):
if (results.get('results_per_enter_tag')
or results.get('results_per_buy_tag')):
# results_per_buy_tag is deprecated and should be removed 2 versions after short golive.
table = text_table_tags(
"enter_tag",