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refactor: improve variable naming

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Matthias
2025-04-27 11:05:51 +02:00
parent 22ba0e61e3
commit 3ca7407b09
1 changed files with 9 additions and 7 deletions
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16
freqtrade/data/btanalysis.py
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@@ -491,11 +491,12 @@ def load_exit_signal_candles(backtest_dir: Path) -> dict[str, dict[str, pd.DataF
return load_backtest_analysis_data(backtest_dir, "exited")
def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataFrame:
def analyze_trade_parallelism(trades: pd.DataFrame, timeframe: str) -> pd.DataFrame:
"""
Find overlapping trades by expanding each trade once per period it was open
and then counting overlaps.
:param results: Results Dataframe - can be loaded
:param trades: Trades Dataframe - can be loaded from backtest, or created
via trade_list_to_dataframe
:param timeframe: Timeframe used for backtest
:return: dataframe with open-counts per time-period in timeframe
"""
@@ -512,11 +513,11 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
inclusive="left",
)
)
for row in results[["open_date", "close_date"]].iterrows()
for row in trades[["open_date", "close_date"]].iterrows()
]
deltas = [len(x) for x in dates]
dates = pd.Series(pd.concat(dates).values, name="date")
df2 = pd.DataFrame(np.repeat(results.values, deltas, axis=0), columns=results.columns)
df2 = pd.DataFrame(np.repeat(trades.values, deltas, axis=0), columns=trades.columns)
df2 = pd.concat([dates, df2], axis=1)
df2 = df2.set_index("date")
@@ -526,17 +527,18 @@ def analyze_trade_parallelism(results: pd.DataFrame, timeframe: str) -> pd.DataF
def evaluate_result_multi(
results: pd.DataFrame, timeframe: str, max_open_trades: IntOrInf
trades: pd.DataFrame, timeframe: str, max_open_trades: IntOrInf
) -> pd.DataFrame:
"""
Find overlapping trades by expanding each trade once per period it was open
and then counting overlaps
:param results: Results Dataframe - can be loaded
:param trades: Trades Dataframe - can be loaded from backtest, or created
via trade_list_to_dataframe
:param timeframe: Frequency used for the backtest
:param max_open_trades: parameter max_open_trades used during backtest run
:return: dataframe with open-counts per time-period in freq
"""
df_final = analyze_trade_parallelism(results, timeframe)
df_final = analyze_trade_parallelism(trades, timeframe)
return df_final[df_final["open_trades"] > max_open_trades]