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fix tests

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This commit is contained in:
Stefano Ariestasia 2023-07-22 09:44:24 +09:00
parent 11f24aff97
commit 8621dc96e7
1 changed files with 2 additions and 7 deletions
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9
freqtrade/data/metrics.py
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@ -200,11 +200,6 @@ def calculate_expectancy(trades: pd.DataFrame) -> float:
:param trades: DataFrame containing trades (requires columns close_date and profit_abs)
:return: expectancy
"""
if len(trades) == 0:
return 0
expectancy = 0
winning_trades = trades.loc[trades['profit_abs'] > 0]
losing_trades = trades.loc[trades['profit_abs'] < 0]
profit_sum = winning_trades['profit_abs'].sum()
@ -212,8 +207,8 @@ def calculate_expectancy(trades: pd.DataFrame) -> float:
nb_win_trades = len(winning_trades)
nb_loss_trades = len(losing_trades)
average_win = profit_sum / nb_win_trades
average_loss = loss_sum / nb_loss_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
winrate = nb_win_trades / len(trades)
loserate = nb_loss_trades / len(trades)
expectancy = (winrate * average_win) - (loserate * average_loss)