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fix mypy

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This commit is contained in:
Stefano Ariestasia
2023-09-04 11:52:09 +09:00
parent 0ada2d9390
commit a9f63c6a99
2 changed files with 1 additions and 81 deletions
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2
freqtrade/optimize/recursive_analysis.py
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@@ -44,7 +44,7 @@ class RecursiveAnalysis:
self.local_config['strategy'] = strategy_obj['name']
self._startup_candle = config.get('startup_candle', [199, 399, 499, 999, 1999])
self.strategy_obj = strategy_obj
self.dict_recursive: Dict[Any] = dict()
self.dict_recursive: Dict[str, Any] = dict()
@staticmethod
def dt_to_timestamp(dt: datetime):

80
freqtrade/optimize/recursive_analysis_helpers.py
View File

@@ -39,86 +39,8 @@ class RecursiveAnalysisSubFunctions:
print(table)
return table, headers, data
@staticmethod
def export_to_csv(config: Dict[str, Any], lookahead_analysis: List[RecursiveAnalysis]):
def add_or_update_row(df, row_data):
if (
(df['filename'] == row_data['filename']) &
(df['strategy'] == row_data['strategy'])
).any():
# Update existing row
pd_series = pd.DataFrame([row_data])
df.loc[
(df['filename'] == row_data['filename']) &
(df['strategy'] == row_data['strategy'])
] = pd_series
else:
# Add new row
df = pd.concat([df, pd.DataFrame([row_data], columns=df.columns)])
return df
if Path(config['lookahead_analysis_exportfilename']).exists():
# Read CSV file into a pandas dataframe
csv_df = pd.read_csv(config['lookahead_analysis_exportfilename'])
else:
# Create a new empty DataFrame with the desired column names and set the index
csv_df = pd.DataFrame(columns=[
'filename', 'strategy', 'has_bias', 'total_signals',
'biased_entry_signals', 'biased_exit_signals', 'biased_indicators'
],
index=None)
for inst in lookahead_analysis:
# only update if
if (inst.current_analysis.total_signals > config['minimum_trade_amount']
and inst.failed_bias_check is not True):
new_row_data = {'filename': inst.strategy_obj['location'].parts[-1],
'strategy': inst.strategy_obj['name'],
'has_bias': inst.current_analysis.has_bias,
'total_signals':
int(inst.current_analysis.total_signals),
'biased_entry_signals':
int(inst.current_analysis.false_entry_signals),
'biased_exit_signals':
int(inst.current_analysis.false_exit_signals),
'biased_indicators':
",".join(inst.current_analysis.false_indicators)}
csv_df = add_or_update_row(csv_df, new_row_data)
# Fill NaN values with a default value (e.g., 0)
csv_df['total_signals'] = csv_df['total_signals'].fillna(0)
csv_df['biased_entry_signals'] = csv_df['biased_entry_signals'].fillna(0)
csv_df['biased_exit_signals'] = csv_df['biased_exit_signals'].fillna(0)
# Convert columns to integers
csv_df['total_signals'] = csv_df['total_signals'].astype(int)
csv_df['biased_entry_signals'] = csv_df['biased_entry_signals'].astype(int)
csv_df['biased_exit_signals'] = csv_df['biased_exit_signals'].astype(int)
logger.info(f"saving {config['lookahead_analysis_exportfilename']}")
csv_df.to_csv(config['lookahead_analysis_exportfilename'], index=False)
@staticmethod
def calculate_config_overrides(config: Config):
if config['targeted_trade_amount'] < config['minimum_trade_amount']:
# this combo doesn't make any sense.
raise OperationalException(
"Targeted trade amount can't be smaller than minimum trade amount."
)
if len(config['pairs']) > config['max_open_trades']:
logger.info('Max_open_trades were less than amount of pairs. '
'Set max_open_trades to amount of pairs just to avoid false positives.')
config['max_open_trades'] = len(config['pairs'])
min_dry_run_wallet = 1000000000
if config['dry_run_wallet'] < min_dry_run_wallet:
logger.info('Dry run wallet was not set to 1 billion, pushing it up there '
'just to avoid false positives')
config['dry_run_wallet'] = min_dry_run_wallet
# enforce cache to be 'none', shift it to 'none' if not already
# (since the default value is 'day')
if config.get('backtest_cache') is None:
config['backtest_cache'] = 'none'
elif config['backtest_cache'] != 'none':
@@ -173,8 +95,6 @@ class RecursiveAnalysisSubFunctions:
if RecursiveAnalysis_instances:
RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances(
config, RecursiveAnalysis_instances)
if config.get('lookahead_analysis_exportfilename') is not None:
RecursiveAnalysisSubFunctions.export_to_csv(config, RecursiveAnalysis_instances)
else:
logger.error("There were no strategies specified neither through "
"--strategy nor through "