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Fix nulls in indicator list output and add expectancy ratio per entry tag in analysis group 0 output

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froggleston
2023-09-02 12:44:23 +01:00
parent e5a88fdeda
commit 81672da57b
1 changed files with 10 additions and 2 deletions
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12
freqtrade/data/entryexitanalysis.py
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@@ -119,8 +119,15 @@ def _do_group_table_output(bigdf, glist, csv_path: Path, to_csv=False, ):
new['avg_win'] = (new['profit_abs_wins'] / new.iloc[:, 1]).fillna(0)
new['avg_loss'] = (new['profit_abs_loss'] / new.iloc[:, 2]).fillna(0)
new.columns = ['total_num_buys', 'wins', 'losses', 'profit_abs_wins', 'profit_abs_loss',
'profit_tot', 'wl_ratio_pct', 'avg_win', 'avg_loss']
new['exp_ratio'] = (
(
(1 + (new['avg_win'] / abs(new['avg_loss']))) * (new['wl_ratio_pct']/100)
) - 1).fillna(0)
new.columns = ['total_num_buys', 'wins', 'losses',
'profit_abs_wins', 'profit_abs_loss',
'profit_tot', 'wl_ratio_pct',
'avg_win', 'avg_loss', 'exp_ratio']
sortcols = ['total_num_buys']
@@ -204,6 +211,7 @@ def prepare_results(analysed_trades, stratname,
timerange=None):
res_df = pd.DataFrame()
for pair, trades in analysed_trades[stratname].items():
trades.dropna(subset['close_date'], inplace=True)
res_df = pd.concat([res_df, trades], ignore_index=True)
res_df = _select_rows_within_dates(res_df, timerange)