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refactor: change analyse_on variable name to date_col

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This commit is contained in:
jainanuj94
2024-08-06 15:16:30 +05:30
parent 3ebc5b136c
commit d351ed0173
2 changed files with 10 additions and 12 deletions
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18
freqtrade/data/entryexitanalysis.py
View File

@@ -51,10 +51,8 @@ def _load_exit_signal_candles(backtest_dir: Path) -> Dict[str, Dict[str, pd.Data
return _load_backtest_analysis_data(backtest_dir, "exited")
def _process_candles_and_indicators(
pairlist, strategy_name, trades, signal_candles, analyse_on="open_date"
):
analysed_trades_dict = {strategy_name: {}}
def _process_candles_and_indicators(pairlist, strategy_name, trades, signal_candles, date_col: str):
analysed_trades_dict: Dict[str, Dict] = {strategy_name: {}}
try:
logger.info(f"Processing {strategy_name} : {len(pairlist)} pairs")
@@ -62,7 +60,7 @@ def _process_candles_and_indicators(
for pair in pairlist:
if pair in signal_candles[strategy_name]:
analysed_trades_dict[strategy_name][pair] = _analyze_candles_and_indicators(
pair, trades, signal_candles[strategy_name][pair], analyse_on
pair, trades, signal_candles[strategy_name][pair], date_col
)
except Exception as e:
print(f"Cannot process entry/exit reasons for {strategy_name}: ", e)
@@ -71,7 +69,7 @@ def _process_candles_and_indicators(
def _analyze_candles_and_indicators(
pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, analyse_on="open_date"
pair: str, trades: pd.DataFrame, signal_candles: pd.DataFrame, date_col: str
) -> pd.DataFrame:
buyf = signal_candles
@@ -83,7 +81,7 @@ def _analyze_candles_and_indicators(
if trades_red.shape[0] > 0 and buyf.shape[0] > 0:
for t, v in trades_red.iterrows():
allinds = buyf.loc[(buyf["date"] < v[analyse_on])]
allinds = buyf.loc[(buyf["date"] < v[date_col])]
if allinds.shape[0] > 0:
tmp_inds = allinds.iloc[[-1]]
@@ -343,10 +341,10 @@ def process_entry_exit_reasons(config: Config):
trades = load_backtest_data(config["exportfilename"], strategy_name)
if trades is not None and not trades.empty:
analyse_on = "open_date"
date_col = "open_date"
if do_exited is True:
signal_candles = _load_exit_signal_candles(config["exportfilename"])
analyse_on = "close_date"
date_col = "close_date"
else:
signal_candles = _load_signal_candles(config["exportfilename"])
@@ -366,7 +364,7 @@ def process_entry_exit_reasons(config: Config):
strategy_name,
trades,
signal_candles,
analyse_on,
date_col,
)
res_df = prepare_results(

4
freqtrade/optimize/optimize_reports/optimize_reports.py
View File

@@ -25,7 +25,7 @@ logger = logging.getLogger(__name__)
def generate_trade_signal_candles(
preprocessed_df: Dict[str, DataFrame], bt_results: Dict[str, Any], analysis_on: str
preprocessed_df: Dict[str, DataFrame], bt_results: Dict[str, Any], date_col: str
) -> Dict[str, DataFrame]:
signal_candles_only = {}
for pair in preprocessed_df.keys():
@@ -37,7 +37,7 @@ def generate_trade_signal_candles(
if pairdf.shape[0] > 0:
for t, v in pairresults.iterrows():
allinds = pairdf.loc[(pairdf["date"] < v[analysis_on])]
allinds = pairdf.loc[(pairdf["date"] < v[date_col])]
signal_inds = allinds.iloc[[-1]]
signal_candles_only_df = concat(
[signal_candles_only_df.infer_objects(), signal_inds.infer_objects()]