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pre-commit fix
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@ -194,7 +194,7 @@ def calculate_cagr(days_passed: int, starting_balance: float, final_balance: flo
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return (final_balance / starting_balance) ** (1 / (days_passed / 365)) - 1
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def calculate_expectancy(trades: pd.DataFrame) -> float:
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def calculate_expectancy(trades: pd.DataFrame) -> Tuple[float, float]:
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"""
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Calculate expectancy
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:param trades: DataFrame containing trades (requires columns close_date and profit_abs)
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@ -225,34 +225,6 @@ def calculate_expectancy(trades: pd.DataFrame) -> float:
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return expectancy, expectancy_ratio
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def calculate_expectancy_ratio(trades: pd.DataFrame) -> float:
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"""
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Calculate expectancy ratio
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:param trades: DataFrame containing trades (requires columns close_date and profit_abs)
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:return: expectancy ratio
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"""
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expectancy_ratio = float('inf')
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if len(trades) > 0:
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winning_trades = trades.loc[trades['profit_abs'] > 0]
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losing_trades = trades.loc[trades['profit_abs'] < 0]
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profit_sum = winning_trades['profit_abs'].sum()
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loss_sum = abs(losing_trades['profit_abs'].sum())
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nb_win_trades = len(winning_trades)
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nb_loss_trades = len(losing_trades)
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average_win = (profit_sum / nb_win_trades) if nb_win_trades > 0 else 0
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average_loss = (loss_sum / nb_loss_trades) if nb_loss_trades > 0 else 0
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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_ratio = ((1 + risk_reward_ratio) * winrate) - 1
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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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starting_balance: float) -> float:
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"""
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@ -619,7 +619,6 @@ class RPC:
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return est_stake, est_bot_stake
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def _rpc_balance(self, stake_currency: str, fiat_display_currency: str) -> Dict:
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""" Returns current account balance per crypto """
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currencies: List[Dict] = []
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