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name change positions_held_hours_... -> position_held_hours_...
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enarjord committed Feb 8, 2025
1 parent a9203c2 commit d8cd7d7
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Showing 3 changed files with 17 additions and 20 deletions.
12 changes: 6 additions & 6 deletions passivbot-rust/src/backtest.rs
Original file line number Diff line number Diff line change
Expand Up @@ -1713,19 +1713,19 @@ fn analyze_backtest_basic(fills: &[Fill], equities: &Vec<f64>) -> Analysis {
let n_days = (equities.len() as f64) / 1440.0; // Convert minutes to days
let positions_held_per_day = durations.len() as f64 / n_days;

let positions_held_hours_mean = if !durations.is_empty() {
let position_held_hours_mean = if !durations.is_empty() {
durations.iter().sum::<usize>() as f64 / (durations.len() as f64 * 60.0)
} else {
0.0
};

let positions_held_hours_max = if !durations.is_empty() {
let position_held_hours_max = if !durations.is_empty() {
*durations.iter().max().unwrap() as f64 / 60.0
} else {
0.0
};

let positions_held_hours_median = if !durations.is_empty() {
let position_held_hours_median = if !durations.is_empty() {
let mut sorted_durations = durations.clone();
sorted_durations.sort_unstable();
let mid = sorted_durations.len() / 2;
Expand Down Expand Up @@ -1756,9 +1756,9 @@ fn analyze_backtest_basic(fills: &[Fill], equities: &Vec<f64>) -> Analysis {
analysis.equity_balance_diff_pos_mean = equity_balance_diff_pos_mean;
analysis.loss_profit_ratio = loss_profit_ratio;
analysis.positions_held_per_day = positions_held_per_day;
analysis.positions_held_hours_mean = positions_held_hours_mean;
analysis.positions_held_hours_max = positions_held_hours_max;
analysis.positions_held_hours_median = positions_held_hours_median;
analysis.position_held_hours_mean = position_held_hours_mean;
analysis.position_held_hours_max = position_held_hours_max;
analysis.position_held_hours_median = position_held_hours_median;

analysis
}
Expand Down
13 changes: 5 additions & 8 deletions passivbot-rust/src/python.rs
Original file line number Diff line number Diff line change
Expand Up @@ -117,16 +117,13 @@ pub fn run_backtest(
py_analysis.set_item("loss_profit_ratio", analysis.loss_profit_ratio)?;
py_analysis.set_item("positions_held_per_day", analysis.positions_held_per_day)?;
py_analysis.set_item(
"positions_held_hours_mean",
analysis.positions_held_hours_mean,
"position_held_hours_mean",
analysis.position_held_hours_mean,
)?;
py_analysis.set_item("position_held_hours_max", analysis.position_held_hours_max)?;
py_analysis.set_item(
"positions_held_hours_max",
analysis.positions_held_hours_max,
)?;
py_analysis.set_item(
"positions_held_hours_median",
analysis.positions_held_hours_median,
"position_held_hours_median",
analysis.position_held_hours_median,
)?;

py_analysis.set_item("adg_w", analysis.adg_w)?;
Expand Down
12 changes: 6 additions & 6 deletions passivbot-rust/src/types.rs
Original file line number Diff line number Diff line change
Expand Up @@ -237,9 +237,9 @@ pub struct Analysis {
pub loss_profit_ratio: f64,

pub positions_held_per_day: f64,
pub positions_held_hours_mean: f64,
pub positions_held_hours_max: f64,
pub positions_held_hours_median: f64,
pub position_held_hours_mean: f64,
pub position_held_hours_max: f64,
pub position_held_hours_median: f64,

pub adg_w: f64,
pub mdg_w: f64,
Expand Down Expand Up @@ -271,9 +271,9 @@ impl Default for Analysis {
equity_balance_diff_pos_mean: 1.0,
loss_profit_ratio: 1.0,
positions_held_per_day: 0.0,
positions_held_hours_mean: 0.0,
positions_held_hours_max: 0.0,
positions_held_hours_median: 0.0,
position_held_hours_mean: 0.0,
position_held_hours_max: 0.0,
position_held_hours_median: 0.0,

adg_w: 0.0,
mdg_w: 0.0,
Expand Down

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