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Align backtest to interface.py

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interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
This commit is contained in:
Matthias 2019-01-01 16:50:10 +01:00
parent 1d518885a9
commit 2bc76771bf
1 changed files with 3 additions and 2 deletions
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5
freqtrade/optimize/backtesting.py
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@ -219,8 +219,9 @@ class Backtesting(object):
# Set close_rate to stoploss # Set close_rate to stoploss
closerate = trade.stop_loss closerate = trade.stop_loss
elif sell.sell_type == (SellType.ROI): elif sell.sell_type == (SellType.ROI):
# get entry in min_roi >= to trade duration # get next entry in min_roi > to trade duration
roi_entry = max(list(filter(lambda x: trade_dur >= x, # Interface.py skips on trade_duration <= duration
roi_entry = max(list(filter(lambda x: trade_dur > x,
self.strategy.minimal_roi.keys()))) self.strategy.minimal_roi.keys())))
roi = self.strategy.minimal_roi[roi_entry] roi = self.strategy.minimal_roi[roi_entry]