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Relative profit should be relative cumulative profit

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Matthias 2024-04-16 20:34:07 +02:00
parent 523054e8ea
commit 3338fdece3
1 changed files with 1 additions and 1 deletions
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freqtrade/data/metrics.py
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@ -62,7 +62,7 @@ def combined_dataframes_with_rel_mean(
df_comb = df_comb.iloc[(df_comb.index >= fromdt) & (df_comb.index < todt)] df_comb = df_comb.iloc[(df_comb.index >= fromdt) & (df_comb.index < todt)]
df_comb['count'] = df_comb.count(axis=1) df_comb['count'] = df_comb.count(axis=1)
df_comb['mean'] = df_comb.mean(axis=1) df_comb['mean'] = df_comb.mean(axis=1)
df_comb['rel_mean'] = df_comb['mean'].pct_change().fillna(0) df_comb['rel_mean'] = df_comb['mean'].pct_change().fillna(0).cumsum()
return df_comb[['mean', 'rel_mean', 'count']] return df_comb[['mean', 'rel_mean', 'count']]