python beginner problem resolved

This commit is contained in:
misagh 2018-11-22 00:04:20 +01:00
parent 3d006b6cf9
commit eb53281434
3 changed files with 29 additions and 37 deletions

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@ -1,8 +1,7 @@
# pragma pylint: disable=W0603
""" Edge positioning package """
import logging
from typing import Any, Dict
from collections import namedtuple
from typing import Any, Dict, NamedTuple
import arrow
import numpy as np
@ -18,6 +17,16 @@ from freqtrade.strategy.interface import SellType
logger = logging.getLogger(__name__)
class PairInfo(NamedTuple):
stoploss: float
winrate: float
risk_reward_ratio: float
required_risk_reward: float
expectancy: float
nb_trades: int
avg_trade_duration: float
class Edge():
"""
Calculates Win Rate, Risk Reward Ratio, Expectancy
@ -30,13 +39,6 @@ class Edge():
config: Dict = {}
_cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs
# pair info data type
_pair_info = namedtuple(
'pair_info',
['stoploss', 'winrate', 'risk_reward_ratio', 'required_risk_reward', 'expectancy',
'nb_trades', 'avg_trade_duration']
)
def __init__(self, config: Dict[str, Any], exchange, strategy) -> None:
self.config = config
@ -294,16 +296,15 @@ class Edge():
final = {}
for x in df.itertuples():
info = {
'stoploss': x.stoploss,
'winrate': x.winrate,
'risk_reward_ratio': x.risk_reward_ratio,
'required_risk_reward': x.required_risk_reward,
'expectancy': x.expectancy,
'nb_trades': x.nb_trades,
'avg_trade_duration': x.avg_trade_duration
}
final[x.pair] = self._pair_info(**info)
final[x.pair] = PairInfo(
x.stoploss,
x.winrate,
x.risk_reward_ratio,
x.required_risk_reward,
x.expectancy,
x.nb_trades,
x.avg_trade_duration
)
# Returning a list of pairs in order of "expectancy"
return final

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@ -4,7 +4,7 @@
import pytest
import logging
from freqtrade.tests.conftest import get_patched_freqtradebot
from freqtrade.edge import Edge
from freqtrade.edge import Edge, PairInfo
from pandas import DataFrame, to_datetime
from freqtrade.strategy.interface import SellType
from freqtrade.tests.optimize import (BTrade, BTContainer, _build_backtest_dataframe,
@ -128,9 +128,9 @@ def test_adjust(mocker, default_conf):
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
}
))
@ -143,9 +143,9 @@ def test_stoploss(mocker, default_conf):
edge = Edge(default_conf, freqtrade.exchange, freqtrade.strategy)
mocker.patch('freqtrade.edge.Edge._cached_pairs', mocker.PropertyMock(
return_value={
'E/F': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'C/D': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'N/O': Edge._pair_info(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
'E/F': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'C/D': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60),
'N/O': PairInfo(-0.01, 0.66, 3.71, 0.50, 1.71, 10, 60)
}
))

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@ -4,7 +4,7 @@
from unittest.mock import MagicMock
import json
from typing import List
from freqtrade.edge import Edge
from freqtrade.edge import PairInfo
from freqtrade.arguments import Arguments
from freqtrade.optimize.edge_cli import (EdgeCli, setup_configuration, start)
from freqtrade.tests.conftest import log_has, patch_exchange
@ -123,17 +123,8 @@ def test_generate_edge_table(edge_conf, mocker):
edge_cli = EdgeCli(edge_conf)
results = {}
info = {
'stoploss': -0.01,
'winrate': 0.60,
'risk_reward_ratio': 2,
'required_risk_reward': 1,
'expectancy': 3,
'nb_trades': 10,
'avg_trade_duration': 60
}
results['ETH/BTC'] = PairInfo(-0.01, 0.60, 2, 1, 3, 10, 60)
results['ETH/BTC'] = Edge._pair_info(**info)
assert edge_cli._generate_edge_table(results).count(':|') == 7
assert edge_cli._generate_edge_table(results).count('| ETH/BTC |') == 1
assert edge_cli._generate_edge_table(results).count(