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merge 2 expectancy functions

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This commit is contained in:
Stefano Ariestasia
2023-07-22 17:29:43 +09:00
parent c6ee8fcf54
commit 40d7d05e4e
6 changed files with 37 additions and 62 deletions
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25
tests/data/test_btanalysis.py
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@@ -13,10 +13,10 @@ from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelis
load_backtest_metadata, load_trades, load_trades_from_db)
from freqtrade.data.history import load_data, load_pair_history
from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_csum,
calculate_expectancy, calculate_expectancy_ratio,
calculate_market_change, calculate_max_drawdown,
calculate_sharpe, calculate_sortino, calculate_underwater,
combine_dataframes_with_mean, create_cum_profit)
calculate_expectancy, calculate_market_change,
calculate_max_drawdown, calculate_sharpe, calculate_sortino,
calculate_underwater, combine_dataframes_with_mean,
create_cum_profit)
from freqtrade.exceptions import OperationalException
from freqtrade.util import dt_utc
from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
@@ -343,23 +343,14 @@ def test_calculate_expectancy(testdatadir):
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
expectancy = calculate_expectancy(DataFrame())
expectancy, expectancy_ratio = calculate_expectancy(DataFrame())
assert expectancy == 0.0
expectancy = calculate_expectancy(bt_data)
assert isinstance(expectancy, float)
assert pytest.approx(expectancy) == 5.820687070932315e-06
def test_calculate_expectancy_ratio(testdatadir):
filename = testdatadir / "backtest_results/backtest-result.json"
bt_data = load_backtest_data(filename)
expectancy_ratio = calculate_expectancy_ratio(DataFrame())
assert expectancy_ratio == float('inf')
expectancy_ratio = calculate_expectancy_ratio(bt_data)
expectancy, expectancy_ratio = calculate_expectancy(bt_data)
assert isinstance(expectancy, float)
assert isinstance(expectancy_ratio, float)
assert pytest.approx(expectancy) == 5.820687070932315e-06
assert pytest.approx(expectancy_ratio) == 0.07151374226574791