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flake8 fiz
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@ -244,9 +244,9 @@ def calculate_expectancy_ratio(trades: pd.DataFrame) -> float:
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if (average_loss > 0):
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risk_reward_ratio = average_win / average_loss
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winrate = nb_win_trades / len(trades)
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expectancy = ((1 + risk_reward_ratio) * winrate) - 1
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expectancy_ratio = ((1 + risk_reward_ratio) * winrate) - 1
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return expectancy
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return expectancy_ratio
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def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
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@ -234,7 +234,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
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('Profit factor', f'{strat_results["profit_factor"]:.2f}' if 'profit_factor'
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in strat_results else 'N/A'),
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('Expectancy Ratio', f"{strat_results['expectancy_ratio']:.2f}" if 'expectancy_ratio'
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in strat_results else 'N/A'),
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in strat_results else 'N/A'),
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('Trades per day', strat_results['trades_per_day']),
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('Avg. daily profit %',
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f"{(strat_results['profit_total'] / strat_results['backtest_days']):.2%}"),
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@ -7,9 +7,8 @@ from pandas import DataFrame, concat, to_datetime
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from freqtrade.constants import BACKTEST_BREAKDOWNS, DATETIME_PRINT_FORMAT, IntOrInf
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from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_csum,
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calculate_expectancy, calculate_expectancy_ratio,
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calculate_market_change, calculate_max_drawdown,
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calculate_sharpe, calculate_sortino)
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calculate_expectancy_ratio, calculate_market_change,
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calculate_max_drawdown, calculate_sharpe, calculate_sortino)
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from freqtrade.misc import decimals_per_coin, round_coin_value
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@ -530,10 +530,13 @@ class RPC:
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winrate = (winning_trades / closed_trade_count) if closed_trade_count > 0 else 0
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loserate = (1 - winrate)
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expectancy, expectancy_ratio = self.__calc_expectancy(mean_winning_profit,
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mean_losing_profit,
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winrate,
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loserate)
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# expectancy, expectancy_ratio = self.__calc_expectancy(mean_winning_profit,
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# mean_losing_profit,
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# winrate,
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# loserate)
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expectancy = calculate_expectancy(trades)
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expectancy_ratio = calculate_expectancy_ratio(trades)
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trades_df = DataFrame([{'close_date': trade.close_date.strftime(DATETIME_PRINT_FORMAT),
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'profit_abs': trade.close_profit_abs}
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