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refactoring variable declaration

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misagh 2018-09-26 16:03:51 +02:00
parent 87df4e4556
commit fcf837bfda
1 changed files with 19 additions and 18 deletions
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37
freqtrade/edge/__init__.py
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@ -40,7 +40,7 @@ class Edge():
self.edge_config = self.config.get('edge', {}) self.edge_config = self.config.get('edge', {})
self._last_updated = None self._last_updated = None
self._cached_pairs = [] self._cached_pairs : list = []
self._total_capital = self.edge_config['total_capital_in_stake_currency'] self._total_capital = self.edge_config['total_capital_in_stake_currency']
self._allowed_risk = self.edge_config['allowed_risk'] self._allowed_risk = self.edge_config['allowed_risk']
@ -65,7 +65,7 @@ class Edge():
if ((self._last_updated is not None) and (self._last_updated + heartbeat > arrow.utcnow().timestamp)): if ((self._last_updated is not None) and (self._last_updated + heartbeat > arrow.utcnow().timestamp)):
return False return False
data = {} data: Dict[str, Any] = {}
logger.info('Using stake_currency: %s ...', self.config['stake_currency']) logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
logger.info('Using stake_amount: %s ...', self.config['stake_amount']) logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
logger.info('Using local backtesting data (using whitelist in given config) ...') logger.info('Using local backtesting data (using whitelist in given config) ...')
@ -84,7 +84,7 @@ class Edge():
if not data: if not data:
logger.critical("No data found. Edge is stopped ...") logger.critical("No data found. Edge is stopped ...")
return return False
preprocessed = self.tickerdata_to_dataframe(data) preprocessed = self.tickerdata_to_dataframe(data)
@ -142,7 +142,7 @@ class Edge():
info = [x for x in self._cached_pairs if x[0] == pair][0] info = [x for x in self._cached_pairs if x[0] == pair][0]
return info[1] return info[1]
def sort_pairs(self, pairs) -> bool: def sort_pairs(self, pairs) -> list:
if len(self._cached_pairs) == 0: if len(self._cached_pairs) == 0:
self.calculate() self.calculate()
edge_sorted_pairs = [x[0] for x in self._cached_pairs] edge_sorted_pairs = [x[0] for x in self._cached_pairs]
@ -195,7 +195,7 @@ class Edge():
return result return result
def _process_expectancy(self, results: DataFrame) -> str: def _process_expectancy(self, results: DataFrame) -> list:
""" """
This is a temporary version of edge positioning calculation. This is a temporary version of edge positioning calculation.
The function will be eventually moved to a plugin called Edge in order to calculate necessary WR, RRR and The function will be eventually moved to a plugin called Edge in order to calculate necessary WR, RRR and
@ -330,19 +330,20 @@ class Edge():
exit_type = SellType.SELL_SIGNAL exit_type = SellType.SELL_SIGNAL
exit_price = ohlc_columns[open_trade_index + sell_index + 1, 0] exit_price = ohlc_columns[open_trade_index + sell_index + 1, 0]
trade = {} trade = {'pair': pair,
trade["pair"] = pair 'stoploss': stoploss,
trade["stoploss"] = stoploss 'profit_percent': '',
trade["profit_percent"] = "" # To be 1 vector calculation across trades when loop complete 'profit_abs': '',
trade["profit_abs"] = "" # To be 1 vector calculation across trades when loop complete 'open_time': date_column[open_trade_index],
trade["open_time"] = date_column[open_trade_index] 'close_time': date_column[exit_index],
trade["close_time"] = date_column[exit_index] 'open_index': start_point + open_trade_index + 1,
trade["open_index"] = start_point + open_trade_index + 1 # +1 as we buy on next. 'close_index': start_point + exit_index,
trade["close_index"] = start_point + exit_index 'trade_duration': '',
trade["trade_duration"] = "" # To be 1 vector calculation across trades when loop complete 'open_rate': round(open_price, 15),
trade["open_rate"] = round(open_price, 15) 'close_rate': round(exit_price, 15),
trade["close_rate"] = round(exit_price, 15) 'exit_type': exit_type
trade["exit_type"] = exit_type }
result.append(trade) result.append(trade)
return result + self._detect_stop_and_sell_points( return result + self._detect_stop_and_sell_points(