aljaz/hummingbot-dashboard
1
0
Fork 0
mirror of https://github.com/aljazceru/hummingbot-dashboard.git synced 2026-01-05 14:34:26 +01:00
Code Issues Packages Projects Releases Wiki Activity

(fix) correct profit factor

Browse Source
This commit is contained in:
drupman
2023-09-19 17:16:29 -03:00
parent 846b527f3c
commit 4687ba9b6a
1 changed files with 3 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
utils/data_manipulation.py
View File

@@ -249,9 +249,9 @@ class SingleMarketStrategyData:
@property
def profit_factor(self):
total_profit = (self.trade_fill["net_realized_pnl"] >= 0).sum()
total_loss = (self.trade_fill["net_realized_pnl"] < 0).sum()
return total_profit / total_loss
total_profit = self.trade_fill.loc[self.trade_fill["realized_pnl"] >= 0, "realized_pnl"].sum()
total_loss = self.trade_fill.loc[self.trade_fill["realized_pnl"] < 0, "realized_pnl"].sum()
return total_profit / -total_loss
@property
def properties_table(self):