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