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correction expectedProfit

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Jérôme Delacotte
2025-05-06 13:37:57 +02:00
parent 0bb7271121
commit 38c36fddaa
1 changed files with 5 additions and 2 deletions
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7
Zeus_8_3_2_B_4_2.py
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@@ -1073,7 +1073,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
def expectedProfit(self, pair: str, last_candle: DataFrame):
first_price = last_candle['first_price']
first_max = (last_candle['max200'] - first_price) / first_price
first_max = 0.01
if first_price < last_candle['max200']:
first_max = (last_candle['max200'] - first_price) / first_price
expected_profit = min(0.01, first_max)
@@ -1612,8 +1614,9 @@ class Zeus_8_3_2_B_4_2(IStrategy):
if len(future_idx) < window_size:
continue
future_highs = df.loc[future_idx, 'high']
future_highs = df.loc[future_idx, 'close']
if (future_highs >= price_now * (1 + percent)).any():
print(df.loc[future_idx])
hits += 1
total += 1