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use timeframe_as_resample_freq for trade_parallel analysis

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Matthias
2024-01-23 07:11:59 +01:00
parent 656b32814b
commit 0a40a345fe
1 changed files with 4 additions and 4 deletions
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8
freqtrade/data/btanalysis.py
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@@ -357,10 +357,10 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
:param timeframe: Timeframe used for backtest
:return: dataframe with open-counts per time-period in timeframe
"""
from freqtrade.exchange import timeframe_to_minutes
timeframe_min = timeframe_to_minutes(timeframe)
from freqtrade.exchange import timeframe_as_resample_freq
timeframe_freq = timeframe_as_resample_freq(timeframe)
dates = [pd.Series(pd.date_range(row[1]['open_date'], row[1]['close_date'],
freq=f"{timeframe_min}min"))
freq=timeframe_freq))
for row in results[['open_date', 'close_date']].iterrows()]
deltas = [len(x) for x in dates]
dates = pd.Series(pd.concat(dates).values, name='date')
@@ -368,7 +368,7 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
df2 = pd.concat([dates, df2], axis=1)
df2 = df2.set_index('date')
df_final = df2.resample(f"{timeframe_min}min")[['pair']].count()
df_final = df2.resample(timeframe_freq)[['pair']].count()
df_final = df_final.rename({'pair': 'open_trades'}, axis=1)
return df_final