diff --git a/freqtrade/data/metrics.py b/freqtrade/data/metrics.py index 631ed71dd..2cc95fa79 100644 --- a/freqtrade/data/metrics.py +++ b/freqtrade/data/metrics.py @@ -194,7 +194,7 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1 -def calculate_expectancy(trades: pd.DataFrame) -> float: +def calculate_expectancy(trades: pd.DataFrame) -> Tuple[float, float]: """ Calculate expectancy :param trades: DataFrame containing trades (requires columns close_date and profit_abs) @@ -225,34 +225,6 @@ def calculate_expectancy(trades: pd.DataFrame) -> float: return expectancy, expectancy_ratio -def calculate_expectancy_ratio(trades: pd.DataFrame) -> float: - """ - Calculate expectancy ratio - :param trades: DataFrame containing trades (requires columns close_date and profit_abs) - :return: expectancy ratio - """ - - expectancy_ratio = float('inf') - - if len(trades) > 0: - winning_trades = trades.loc[trades['profit_abs'] > 0] - losing_trades = trades.loc[trades['profit_abs'] < 0] - profit_sum = winning_trades['profit_abs'].sum() - loss_sum = abs(losing_trades['profit_abs'].sum()) - nb_win_trades = len(winning_trades) - nb_loss_trades = len(losing_trades) - - average_win = (profit_sum / nb_win_trades) if nb_win_trades > 0 else 0 - average_loss = (loss_sum / nb_loss_trades) if nb_loss_trades > 0 else 0 - - if (average_loss > 0): - risk_reward_ratio = average_win / average_loss - winrate = nb_win_trades / len(trades) - expectancy_ratio = ((1 + risk_reward_ratio) * winrate) - 1 - - return expectancy_ratio - - def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: datetime, starting_balance: float) -> float: """ diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index a1b6317b6..32d6dfef3 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -619,7 +619,6 @@ class RPC: return est_stake, est_bot_stake - def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict: """ Returns current account balance per crypto """ currencies: List[Dict] = []