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Fix filtering for bumped pairs

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This commit is contained in:
Matthias 2020-07-28 13:41:09 +02:00
parent 14cb29aae1
commit d1cbc567e4
1 changed files with 2 additions and 2 deletions
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4
freqtrade/edge/edge_positioning.py
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@ -281,8 +281,8 @@ class Edge:
# #
# Removing Pumps # Removing Pumps
if self.edge_config.get('remove_pumps', False): if self.edge_config.get('remove_pumps', False):
results = results.groupby(['pair', 'stoploss']).apply( results = results[results['profit_abs'] < 2 * results['profit_abs'].std()
lambda x: x[x['profit_abs'] < 2 * x['profit_abs'].std() + x['profit_abs'].mean()]) + results['profit_abs'].mean()]
########################################################################## ##########################################################################
# Removing trades having a duration more than X minutes (set in config) # Removing trades having a duration more than X minutes (set in config)