CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-11-29 08:33:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

Fix expectancy calc and tests

Browse Source
This commit is contained in:
froggleston
2023-07-15 16:51:45 +01:00
parent e57bb6bc97
commit d4b282d6f7
3 changed files with 12 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/rpc/rpc.py
View File

@@ -530,8 +530,8 @@ class RPC:
loserate = (100 - winrate)
expectancy = 1.0
if mean_winning_profit > 0 and mean_losing_profit > 0:
expectancy = (1 + (mean_winning_profit / mean_losing_profit)) * (winrate / 100) - 1
if mean_winning_profit > 0 and abs(mean_losing_profit) > 0:
expectancy = (1 + (mean_winning_profit / abs(mean_losing_profit))) * (winrate / 100) - 1
else:
if mean_winning_profit == 0:
expectancy = 0.0

2
tests/rpc/test_rpc.py
View File

@@ -416,13 +416,13 @@ def test_rpc_trade_statistics(default_conf_usdt, ticker, fee, mocker) -> None:
assert pytest.approx(stats['profit_all_percent_mean']) == -57.86
assert pytest.approx(stats['profit_all_fiat']) == -85.205614098
assert pytest.approx(stats['winrate']) == 66.666666667
assert pytest.approx(stats['expectancy']) == 0.223308883
assert stats['trade_count'] == 7
assert stats['first_trade_humanized'] == '2 days ago'
assert stats['latest_trade_humanized'] == '17 minutes ago'
assert stats['avg_duration'] in ('0:17:40')
assert stats['best_pair'] == 'XRP/USDT'
assert stats['best_rate'] == 10.0
assert stats['expectancy'] == 1.0
assert stats['expectancy_rate'] == 3.64
# Test non-available pair

12
tests/rpc/test_rpc_apiserver.py
View File

@@ -829,7 +829,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': -0.75, 'profit_closed_ratio_sum': -0.015,
'profit_closed_percent_sum': -1.5, 'profit_closed_ratio': -6.739057628404269e-06,
'profit_closed_percent': -0.0, 'winning_trades': 0, 'losing_trades': 2,
'profit_factor': 0.0, 'trading_volume': 91.074,
'profit_factor': 0.0, 'winrate':0.0, 'expectancy': 0.0, 'expectancy_rate': 0.0033695635,
'trading_volume': 91.074,
}
),
(
@@ -844,7 +845,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.75, 'profit_closed_ratio_sum': 0.015,
'profit_closed_percent_sum': 1.5, 'profit_closed_ratio': 7.391275897987988e-07,
'profit_closed_percent': 0.0, 'winning_trades': 2, 'losing_trades': 0,
'profit_factor': None, 'trading_volume': 91.074,
'profit_factor': None, 'winrate':100.0, 'expectancy': 1.0, 'expectancy_rate': 0.0003695635,
'trading_volume': 91.074,
}
),
(
@@ -859,7 +861,8 @@ def test_api_edge_disabled(botclient, mocker, ticker, fee, markets):
'profit_closed_percent_mean': 0.25, 'profit_closed_ratio_sum': 0.005,
'profit_closed_percent_sum': 0.5, 'profit_closed_ratio': -5.429078808526421e-06,
'profit_closed_percent': -0.0, 'winning_trades': 1, 'losing_trades': 1,
'profit_factor': 0.02775724835771106, 'trading_volume': 91.074,
'profit_factor': 0.02775724835771106, 'winrate':50.0, 'expectancy': -0.48612137582114445,
'expectancy_rate': 0.0028695635, 'trading_volume': 91.074,
}
)
])
@@ -916,6 +919,9 @@ def test_api_profit(botclient, mocker, ticker, fee, markets, is_short, expected)
'winning_trades': expected['winning_trades'],
'losing_trades': expected['losing_trades'],
'profit_factor': expected['profit_factor'],
'winrate': expected['winrate'],
'expectancy': expected['expectancy'],
'expectancy_rate': expected['expectancy_rate'],
'max_drawdown': ANY,
'max_drawdown_abs': ANY,
'trading_volume': expected['trading_volume'],