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https://github.com/freqtrade/freqtrade.git
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chore: type safety and refactoring
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@@ -1,6 +1,6 @@
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import logging
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import logging
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from pathlib import Path
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from pathlib import Path
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from typing import List
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from typing import Dict, List
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import joblib
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import joblib
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import pandas as pd
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import pandas as pd
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@@ -47,7 +47,7 @@ def _load_signal_candles(backtest_dir: Path):
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return _load_backtest_analysis_data(backtest_dir, "signals")
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return _load_backtest_analysis_data(backtest_dir, "signals")
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def _load_exit_signal_candles(backtest_dir: Path):
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def _load_exit_signal_candles(backtest_dir: Path) -> Dict[str, Dict[str, pd.DataFrame]]:
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return _load_backtest_analysis_data(backtest_dir, "exited")
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return _load_backtest_analysis_data(backtest_dir, "exited")
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@@ -71,8 +71,8 @@ def _process_candles_and_indicators(
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def _analyze_candles_and_indicators(
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def _analyze_candles_and_indicators(
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pair, trades: pd.DataFrame, signal_candles: pd.DataFrame, analyse_on="open_date"
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pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, analyse_on="open_date"
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):
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) -> pd.DataFrame:
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buyf = signal_candles
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buyf = signal_candles
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if len(buyf) > 0:
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if len(buyf) > 0:
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@@ -242,7 +242,7 @@ def _select_rows_by_tags(df, enter_reason_list, exit_reason_list):
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def prepare_results(
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def prepare_results(
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analysed_trades, stratname, enter_reason_list, exit_reason_list, timerange=None
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analysed_trades, stratname, enter_reason_list, exit_reason_list, timerange=None
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):
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) -> pd.DataFrame:
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res_df = pd.DataFrame()
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res_df = pd.DataFrame()
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for pair, trades in analysed_trades[stratname].items():
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for pair, trades in analysed_trades[stratname].items():
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if trades.shape[0] > 0:
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if trades.shape[0] > 0:
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