adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

fix Hyperopt-list avg-time filters

Browse Source 
These should use a numeric field (which currently isn't available).

closes #5061
This commit is contained in:
Matthias
2021-05-31 20:00:47 +02:00
parent 2f816dff9b
commit f920c26802
4 changed files with 31 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
freqtrade/optimize/optimize_reports.py
View File

@@ -232,16 +232,23 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
(results['sell_reason'] == 'trailing_stop_loss')])
holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
if not results.empty else timedelta())
winner_holding_avg = (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
if not winning_trades.empty else timedelta())
loser_holding_avg = (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
if not losing_trades.empty else timedelta())
return {
'wins': len(winning_trades),
'losses': len(losing_trades),
'draws': len(draw_trades),
'holding_avg': (timedelta(minutes=round(results['trade_duration'].mean()))
if not results.empty else timedelta()),
'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
if not winning_trades.empty else timedelta()),
'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
if not losing_trades.empty else timedelta()),
'holding_avg': holding_avg,
'holding_avg_s': holding_avg.total_seconds(),
'winner_holding_avg': winner_holding_avg,
'winner_holding_avg_s': winner_holding_avg.total_seconds(),
'loser_holding_avg': loser_holding_avg,
'loser_holding_avg_s': loser_holding_avg.total_seconds(),
'zero_duration_trades': zero_duration_trades,
}