Merge pull request #14 from Matteo-Giorgetti/master

New metric: udd stop count
ysdede · Nov 18, 2022 · 7926b8b · 7926b8b
2 parents 4d9153c + 39bd118
commit 7926b8b
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Showing 3 changed files with 36 additions and 24 deletions.
diff --git a/jessetk2/RefineSeq.py b/jessetk2/RefineSeq.py
@@ -287,6 +287,7 @@ def print_tops_formatted(self, sorted_results=None, n:int = 50):
                     p['total_profit'],
                     p['udd'],
                     p['ppudd'],
+                    p['udd_stop_count'],
                     p['max_margin_ratio'],
                     p['pmr'],
                     p['lpr'],
@@ -309,6 +310,30 @@ def print_tops_formatted(self, sorted_results=None, n:int = 50):
                     p['bench_vol']
                     ))
 
+
+    def save_dnas(self, sorted_results, dna_fn=None):
+
+        if not dna_fn:
+            dna_fn = f'{self.jessetkdir}/dnafiles/{self.pair} {self.start_date} {self.finish_date}.py'
+
+        jessetk2.utils.remove_file(dna_fn)
+
+        with open(dna_fn, 'w', encoding='utf-8') as f:
+            self.write_dna_file(f, sorted_results)
+
+    def write_dna_file(self, f, sorted_results):
+        f.write('dnas = [\n')
+
+        for srr in sorted_results:
+            for dnac in self.dnas:
+                if srr['dna'] == dnac[0]:
+                    f.write(str(dnac) + ',\n')
+
+        f.write(']\n')
+        f.flush()
+        os.fsync(f.fileno())
+
+
     # def print_tops_formatted(self):
     #     print(
     #         Vars.refine_console_formatter.format(*Vars.refine_console_header1))
@@ -355,26 +380,4 @@ def print_tops_formatted(self, sorted_results=None, n:int = 50):
     #                 p['n_of_wins'],
     #                 p['n_of_loses'],
     #                 p['paid_fees'],
-    #                 p['market_change']))
-
-    def save_dnas(self, sorted_results, dna_fn=None):
-
-        if not dna_fn:
-            dna_fn = f'{self.jessetkdir}/dnafiles/{self.pair} {self.start_date} {self.finish_date}.py'
-
-        jessetk2.utils.remove_file(dna_fn)
-
-        with open(dna_fn, 'w', encoding='utf-8') as f:
-            self.write_dna_file(f, sorted_results)
-
-    def write_dna_file(self, f, sorted_results):
-        f.write('dnas = [\n')
-
-        for srr in sorted_results:
-            for dnac in self.dnas:
-                if srr['dna'] == dnac[0]:
-                    f.write(str(dnac) + ',\n')
-
-        f.write(']\n')
-        f.flush()
-        os.fsync(f.fileno())
+    #                 p['market_change']))
diff --git a/jessetk2/Vars.py b/jessetk2/Vars.py
@@ -18,6 +18,7 @@
     'total_profit': 0.0,
     'udd': None,
     'ppudd': None,
+    'udd_stop_count': None,
     'max_dd': 0.0,
     'annual_return': 0.0,
     'max_margin_ratio': None,
@@ -65,6 +66,7 @@
                       'Insf. Margin Count',
                       'uDD',
                       'pudd',
+                      'udd stop count',
                       'Max.DD',
                       'Benchmark Volatility',
                       'Winrate',
@@ -88,6 +90,7 @@
                           'Total Net',
                           'uDD',
                           'ppuDD',
+                          'udd stop',
                           'Max.',
                           'PMR',
                           'LP',
@@ -117,6 +120,7 @@
                           'Profit %',
                           '%',
                           'ratio',
+                          'Count',
                           'Margin %',
                           '%',
                           'Rate',
@@ -139,7 +143,7 @@
                           'Volat. %'
                           ]
 
-refine_console_formatter = '{: <22} {: <6} {: <5} {: <7} {: <12} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <10} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} ' \
+refine_console_formatter = '{: <22} {: <6} {: <5} {: <7} {: <12} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <10} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} ' \
                            '{: <12} {: <12} {: <10} {: <8} {: <8} {: <8} {: <9}'
 
 random_console_formatter = '{: <12} {: <12} {: <6} {: <5} {: <7} {: <12} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} {: <10} {: <8} {: <8} {: <8} {: <8} {: <8} {: <8} ' \

diff --git a/jessetk2/utils.py b/jessetk2/utils.py
@@ -262,6 +262,7 @@ def print_tops_formatted(frmt, header1, header2, tr):
                     r['total_profit'],
                     r['udd'],
                     r['ppudd'],
+                    r['udd_stop_count'],
                     r['max_margin_ratio'],
                     r['pmr'],
                     r['lpr'],
@@ -366,6 +367,7 @@ def print_random_tops(sr, top_n):
                 r['n_of_shorts'],
                 r['total_profit'],
                 r['udd'],
+                r['udd_stop_count'],
                 r['max_margin_ratio'],
                 r['pmr'],
                 r['lpr'],
@@ -579,6 +581,9 @@ def get_metrics3(console_output) -> dict:
         if 'ppudd Ratio ' in line and '|' in line:
             metrics['ppudd'] = round(float(split(line)), 2)
 
+        if 'udd stop Count ' in line and '|' in line:
+            metrics['udd_stop_count'] = round(float(split(line)))
+
     return metrics