This commit is contained in:
Stefano Ariestasia
2023-07-22 11:37:22 +09:00
parent b0639ab319
commit ee3b69ea63

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@@ -200,6 +200,10 @@ def calculate_expectancy(trades: pd.DataFrame) -> float:
:param trades: DataFrame containing trades (requires columns close_date and profit_abs) :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
:return: expectancy :return: expectancy
""" """
if len(trades) == 0:
return 0
winning_trades = trades.loc[trades['profit_abs'] > 0] winning_trades = trades.loc[trades['profit_abs'] > 0]
losing_trades = trades.loc[trades['profit_abs'] < 0] losing_trades = trades.loc[trades['profit_abs'] < 0]
profit_sum = winning_trades['profit_abs'].sum() profit_sum = winning_trades['profit_abs'].sum()