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refactoring variable declaration

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This commit is contained in:
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._last_updated = None
self._cached_pairs = []
self._cached_pairs : list = []
self._total_capital = self.edge_config['total_capital_in_stake_currency']
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)):
return False
data = {}
data: Dict[str, Any] = {}
logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
logger.info('Using local backtesting data (using whitelist in given config) ...')
@ -84,7 +84,7 @@ class Edge():
if not data:
logger.critical("No data found. Edge is stopped ...")
return
return False
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]
return info[1]
def sort_pairs(self, pairs) -> bool:
def sort_pairs(self, pairs) -> list:
if len(self._cached_pairs) == 0:
self.calculate()
edge_sorted_pairs = [x[0] for x in self._cached_pairs]
@ -195,7 +195,7 @@ class Edge():
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.
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_price = ohlc_columns[open_trade_index + sell_index + 1, 0]
trade = {}
trade["pair"] = pair
trade["stoploss"] = stoploss
trade["profit_percent"] = "" # To be 1 vector calculation across trades when loop complete
trade["profit_abs"] = "" # To be 1 vector calculation across trades when loop complete
trade["open_time"] = date_column[open_trade_index]
trade["close_time"] = date_column[exit_index]
trade["open_index"] = start_point + open_trade_index + 1 # +1 as we buy on next.
trade["close_index"] = start_point + exit_index
trade["trade_duration"] = "" # To be 1 vector calculation across trades when loop complete
trade["open_rate"] = round(open_price, 15)
trade["close_rate"] = round(exit_price, 15)
trade["exit_type"] = exit_type
trade = {'pair': pair,
'stoploss': stoploss,
'profit_percent': '',
'profit_abs': '',
'open_time': date_column[open_trade_index],
'close_time': date_column[exit_index],
'open_index': start_point + open_trade_index + 1,
'close_index': start_point + exit_index,
'trade_duration': '',
'open_rate': round(open_price, 15),
'close_rate': round(exit_price, 15),
'exit_type': exit_type
}
result.append(trade)
return result + self._detect_stop_and_sell_points(