Don't modify leverage through DCA

This commit is contained in:
Matthias 2022-02-21 19:27:38 +01:00
parent 536f54cfc6
commit 1b6548c8d8
3 changed files with 30 additions and 25 deletions

View File

@ -643,7 +643,7 @@ class FreqtradeBot(LoggingMixin):
if not stake_amount:
return False
if not pos_adjust:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
@ -655,6 +655,9 @@ class FreqtradeBot(LoggingMixin):
) if self.trading_mode != TradingMode.SPOT else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:
# Changing leverage currently not possible
leverage = trade.leverage if trade else 1.0
if pos_adjust:
logger.info(f"Position adjust: about to create a new order for {pair} with stake: "
f"{stake_amount} for {trade}")

View File

@ -639,6 +639,7 @@ class Backtesting:
# If not pos adjust, trade is None
return trade
if not pos_adjust:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
@ -650,6 +651,8 @@ class Backtesting:
) if self._can_short else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:
leverage = trade.leverage if trade else 1.0
order_type = self.strategy.order_types['buy']
time_in_force = self.strategy.order_time_in_force['buy']

View File

@ -889,8 +889,7 @@ class LocalTrade():
total_stake += tmp_price * tmp_amount
if total_amount > 0:
# TODO-lev: This should update leverage as well -
# as averaged trades might have different leverage
# Leverage not updated, as we don't allow changing leverage through DCA at the moment.
self.open_rate = total_stake / total_amount
self.stake_amount = total_stake
self.amount = total_amount