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freqtrade/freqtrade

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freqtrade/data/metrics.py

Summary

Maintainability
B
6 hrs
Test Coverage

File metrics.py has 278 lines of code (exceeds 250 allowed). Consider refactoring.
Open

import logging
import math
from datetime import datetime
from typing import Dict, Tuple
Severity: Minor
Found in freqtrade/data/metrics.py - About 2 hrs to fix

    Function calculate_max_drawdown has 6 arguments (exceeds 4 allowed). Consider refactoring.
    Open

    def calculate_max_drawdown(trades: pd.DataFrame, *, date_col: str = 'close_date',
    Severity: Minor
    Found in freqtrade/data/metrics.py - About 45 mins to fix

      Function calculate_underwater has 5 arguments (exceeds 4 allowed). Consider refactoring.
      Open

      def calculate_underwater(trades: pd.DataFrame, *, date_col: str = 'close_date',
      Severity: Minor
      Found in freqtrade/data/metrics.py - About 35 mins to fix

        Function _calc_drawdown_series has 5 arguments (exceeds 4 allowed). Consider refactoring.
        Open

        def _calc_drawdown_series(profit_results: pd.DataFrame, *, date_col: str, value_col: str,
        Severity: Minor
        Found in freqtrade/data/metrics.py - About 35 mins to fix

          Function calculate_sortino has a Cognitive Complexity of 7 (exceeds 5 allowed). Consider refactoring.
          Open

          def calculate_sortino(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
                      starting_balance: float) -> float:
    """
    Calculate sortino
    :param trades: DataFrame containing trades (requires columns profit_abs)
          Severity: Minor
          Found in freqtrade/data/metrics.py - About 35 mins to fix

          Cognitive Complexity

          Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

          A method's cognitive complexity is based on a few simple rules:

          • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
          • Code is considered more complex for each "break in the linear flow of the code"
          • Code is considered more complex when "flow breaking structures are nested"

          Further reading

          Function calculate_calmar has a Cognitive Complexity of 7 (exceeds 5 allowed). Consider refactoring.
          Open

          def calculate_calmar(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
                     starting_balance: float) -> float:
    """
    Calculate calmar
    :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
          Severity: Minor
          Found in freqtrade/data/metrics.py - About 35 mins to fix

          Cognitive Complexity

          Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

          A method's cognitive complexity is based on a few simple rules:

          • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
          • Code is considered more complex for each "break in the linear flow of the code"
          • Code is considered more complex when "flow breaking structures are nested"

          Further reading

          Function calculate_expectancy has a Cognitive Complexity of 7 (exceeds 5 allowed). Consider refactoring.
          Open

          def calculate_expectancy(trades: pd.DataFrame) -> Tuple[float, float]:
    """
    Calculate expectancy
    :param trades: DataFrame containing trades (requires columns close_date and profit_abs)
    :return: expectancy, expectancy_ratio
          Severity: Minor
          Found in freqtrade/data/metrics.py - About 35 mins to fix

          Cognitive Complexity

          Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

          A method's cognitive complexity is based on a few simple rules:

          • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
          • Code is considered more complex for each "break in the linear flow of the code"
          • Code is considered more complex when "flow breaking structures are nested"

          Further reading

          Function calculate_sharpe has a Cognitive Complexity of 6 (exceeds 5 allowed). Consider refactoring.
          Open

          def calculate_sharpe(trades: pd.DataFrame, min_date: datetime, max_date: datetime,
                     starting_balance: float) -> float:
    """
    Calculate sharpe
    :param trades: DataFrame containing trades (requires column profit_abs)
          Severity: Minor
          Found in freqtrade/data/metrics.py - About 25 mins to fix

          Cognitive Complexity

          Cognitive Complexity is a measure of how difficult a unit of code is to intuitively understand. Unlike Cyclomatic Complexity, which determines how difficult your code will be to test, Cognitive Complexity tells you how difficult your code will be to read and comprehend.

          A method's cognitive complexity is based on a few simple rules:

          • Code is not considered more complex when it uses shorthand that the language provides for collapsing multiple statements into one
          • Code is considered more complex for each "break in the linear flow of the code"
          • Code is considered more complex when "flow breaking structures are nested"

          Further reading

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