Merge pull request #941 from freqtrade/avoid-fee-calls-backtesting

avoid calling exchange.get_fee inside loop

freqtrade/optimize/backtesting.py

@@ -62,6 +62,7 @@ class Backtesting(object):
         self.config['exchange']['uid'] = ''
         self.config['dry_run'] = True
         self.exchange = Exchange(self.config)
+        self.fee = self.exchange.get_fee()
 
     @staticmethod
     def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
@@ -130,14 +131,13 @@ class Backtesting(object):
 
         stake_amount = args['stake_amount']
         max_open_trades = args.get('max_open_trades', 0)
-        fee = self.exchange.get_fee()
         trade = Trade(
             open_rate=buy_row.close,
             open_date=buy_row.date,
             stake_amount=stake_amount,
             amount=stake_amount / buy_row.open,
-            fee_open=fee,
-            fee_close=fee
+            fee_open=self.fee,
+            fee_close=self.fee
         )
 
         # calculate win/lose forwards from buy point

freqtrade/tests/optimize/test_backtesting.py

@@ -298,6 +298,7 @@ def test_backtesting_init(mocker, default_conf) -> None:
     Test Backtesting._init() method
     """
     patch_exchange(mocker)
+    get_fee = mocker.patch('freqtrade.exchange.Exchange.get_fee', MagicMock(return_value=0.5))
     backtesting = Backtesting(default_conf)
     assert backtesting.config == default_conf
     assert isinstance(backtesting.analyze, Analyze)
@@ -305,6 +306,8 @@ def test_backtesting_init(mocker, default_conf) -> None:
     assert callable(backtesting.tickerdata_to_dataframe)
     assert callable(backtesting.populate_buy_trend)
     assert callable(backtesting.populate_sell_trend)
+    get_fee.assert_called()
+    assert backtesting.fee == 0.5
 
 
 def test_tickerdata_to_dataframe(default_conf, mocker) -> None: