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Implement division/0 checks for win and loss columns in edge

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closes #3839
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Matthias 2020-10-09 06:39:13 +02:00
parent d1db847612
commit f676156ec7
1 changed files with 4 additions and 2 deletions
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6
freqtrade/edge/edge_positioning.py
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@ -310,8 +310,10 @@ class Edge:
# Calculating number of losing trades, average win and average loss # Calculating number of losing trades, average win and average loss
df['nb_loss_trades'] = df['nb_trades'] - df['nb_win_trades'] df['nb_loss_trades'] = df['nb_trades'] - df['nb_win_trades']
df['average_win'] = df['profit_sum'] / df['nb_win_trades'] df['average_win'] = np.where(df['nb_win_trades'] == 0, 0.0,
df['average_loss'] = df['loss_sum'] / df['nb_loss_trades'] df['profit_sum'] / df['nb_win_trades'])
df['average_loss'] = np.where(df['nb_loss_trades'] == 0, 0.0,
df['loss_sum'] / df['nb_loss_trades'])
# Win rate = number of profitable trades / number of trades # Win rate = number of profitable trades / number of trades
df['winrate'] = df['nb_win_trades'] / df['nb_trades'] df['winrate'] = df['nb_win_trades'] / df['nb_trades']