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stake_amount in case it doesn’t exist

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This commit is contained in:
misagh 2018-12-01 11:48:41 +01:00
parent ee62adf4f7
commit 1d41a91788
1 changed files with 9 additions and 13 deletions
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22
freqtrade/edge/__init__.py
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@ -161,23 +161,19 @@ class Edge():
return True return True
def stake_amount(self, pair: str, free_capital: float, total_capital: float) -> float: def stake_amount(self, pair: str, free_capital: float, total_capital: float) -> float:
if pair not in self._cached_pairs: stoploss = self.stoploss(pair)
logger.warning("cannot find %s in calculated pairs, "
"stake_amount of strategy is used instead.", pair)
return self.config['stake_amount']
stoploss = self._cached_pairs[pair].stoploss
available_capital = total_capital * self._capital_percentage available_capital = total_capital * self._capital_percentage
allowed_capital_at_risk = available_capital * self._allowed_risk allowed_capital_at_risk = available_capital * self._allowed_risk
max_position_size = abs(allowed_capital_at_risk / stoploss) max_position_size = abs(allowed_capital_at_risk / stoploss)
position_size = min(max_position_size, free_capital) position_size = min(max_position_size, free_capital)
logger.info( if pair in self._cached_pairs:
'winrate: %s, expectancy: %s, position size: %s, pair: %s,' logger.info(
' stoploss: %s, available capital: %s.', 'winrate: %s, expectancy: %s, position size: %s, pair: %s,'
self._cached_pairs[pair].winrate, ' stoploss: %s, available capital: %s.',
self._cached_pairs[pair].expectancy, self._cached_pairs[pair].winrate,
position_size, pair, stoploss, available_capital self._cached_pairs[pair].expectancy,
) position_size, pair, stoploss, available_capital
)
return round(position_size, 15) return round(position_size, 15)
def stoploss(self, pair: str) -> float: def stoploss(self, pair: str) -> float: