From f920c26802c8cccdc0ce4a29cbcae91711a26c55 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Mon, 31 May 2021 20:00:47 +0200
Subject: [PATCH] fix Hyperopt-list avg-time filters

These should use a numeric field (which currently isn't available).

closes #5061
---
 freqtrade/commands/hyperopt_commands.py |  8 ++++++--
 freqtrade/optimize/optimize_reports.py  | 19 +++++++++++++------
 tests/commands/test_commands.py         |  9 +++++----
 tests/conftest.py                       |  8 +++++++-
 4 files changed, 31 insertions(+), 13 deletions(-)

diff --git a/freqtrade/commands/hyperopt_commands.py b/freqtrade/commands/hyperopt_commands.py
index e072e12cb..d8b00f369 100755
--- a/freqtrade/commands/hyperopt_commands.py
+++ b/freqtrade/commands/hyperopt_commands.py
@@ -197,8 +197,12 @@ def _hyperopt_filter_epochs_duration(epochs: List, filteroptions: dict) -> List:
             return x['results_metrics']['duration']
         else:
             # New mode
-            avg = x['results_metrics']['holding_avg']
-            return avg.total_seconds() // 60
+            if 'holding_avg_s' in x['results_metrics']:
+                avg = x['results_metrics']['holding_avg_s']
+                return avg // 60
+            raise OperationalException(
+                "Holding-average not available. Please omit the filter on average time, "
+                "or rerun hyperopt with this version")
 
     if filteroptions['filter_min_avg_time'] is not None:
         epochs = _hyperopt_filter_epochs_trade(epochs, 0)
diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py
index 5822fc627..84e052ac4 100644
--- a/freqtrade/optimize/optimize_reports.py
+++ b/freqtrade/optimize/optimize_reports.py
@@ -232,16 +232,23 @@ def generate_trading_stats(results: DataFrame) -> Dict[str, Any]:
     zero_duration_trades = len(results.loc[(results['trade_duration'] == 0) &
                                            (results['sell_reason'] == 'trailing_stop_loss')])
 
+    holding_avg = (timedelta(minutes=round(results['trade_duration'].mean()))
+                   if not results.empty else timedelta())
+    winner_holding_avg = (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
+                          if not winning_trades.empty else timedelta())
+    loser_holding_avg = (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
+                         if not losing_trades.empty else timedelta())
+
     return {
         'wins': len(winning_trades),
         'losses': len(losing_trades),
         'draws': len(draw_trades),
-        'holding_avg': (timedelta(minutes=round(results['trade_duration'].mean()))
-                        if not results.empty else timedelta()),
-        'winner_holding_avg': (timedelta(minutes=round(winning_trades['trade_duration'].mean()))
-                               if not winning_trades.empty else timedelta()),
-        'loser_holding_avg': (timedelta(minutes=round(losing_trades['trade_duration'].mean()))
-                              if not losing_trades.empty else timedelta()),
+        'holding_avg': holding_avg,
+        'holding_avg_s': holding_avg.total_seconds(),
+        'winner_holding_avg': winner_holding_avg,
+        'winner_holding_avg_s': winner_holding_avg.total_seconds(),
+        'loser_holding_avg': loser_holding_avg,
+        'loser_holding_avg_s': loser_holding_avg.total_seconds(),
         'zero_duration_trades': zero_duration_trades,
     }
 
diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py
index f47fc46c1..71ae0ed78 100644
--- a/tests/commands/test_commands.py
+++ b/tests/commands/test_commands.py
@@ -921,10 +921,10 @@ def test_start_test_pairlist(mocker, caplog, tickers, default_conf, capsys):
 def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
                        saved_hyperopt_results_legacy, tmpdir):
     csv_file = Path(tmpdir) / "test.csv"
-    for _ in (saved_hyperopt_results, saved_hyperopt_results_legacy):
+    for res in (saved_hyperopt_results, saved_hyperopt_results_legacy):
         mocker.patch(
             'freqtrade.optimize.hyperopt_tools.HyperoptTools.load_previous_results',
-            MagicMock(return_value=saved_hyperopt_results_legacy)
+            MagicMock(return_value=res)
         )
 
         args = [
@@ -1148,9 +1148,10 @@ def test_hyperopt_list(mocker, capsys, caplog, saved_hyperopt_results,
         start_hyperopt_list(pargs)
         captured = capsys.readouterr()
         log_has("CSV file created: test_file.csv", caplog)
-        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662'
-                in csv_file.read_text())
         assert csv_file.is_file()
+        line = csv_file.read_text()
+        assert ('Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,"3,930.0 m",0.43662' in line
+                or "Best,1,2,-1.25%,-1.2222,-0.00125625,,-2.51,2 days 17:30:00,0.43662" in line)
         csv_file.unlink()
 
 
diff --git a/tests/conftest.py b/tests/conftest.py
index ef2bd0613..43a98647f 100644
--- a/tests/conftest.py
+++ b/tests/conftest.py
@@ -1913,7 +1913,7 @@ def saved_hyperopt_results_legacy():
 
 @pytest.fixture
 def saved_hyperopt_results():
-    return [
+    hyperopt_res = [
         {
             'loss': 0.4366182531161519,
             'params_dict': {
@@ -2042,3 +2042,9 @@ def saved_hyperopt_results():
             'is_best': False
             }
     ]
+
+    for res in hyperopt_res:
+        res['results_metrics']['holding_avg_s'] = res['results_metrics']['holding_avg'
+                                                                         ].total_seconds()
+
+    return hyperopt_res