From 2ce03ab1b53bf64e48a2e46e152548590adee8e6 Mon Sep 17 00:00:00 2001
From: Janne Sinivirta <janne.sinivirta@gmail.com>
Date: Sun, 11 Feb 2018 15:02:42 +0200
Subject: [PATCH] make Strategy store roi and stoploss values as numbers to
 avoid later casting

---
 freqtrade/main.py                         |  5 ++---
 freqtrade/optimize/hyperopt.py            | 10 +++++-----
 freqtrade/strategy/strategy.py            |  6 +++---
 freqtrade/tests/optimize/test_hyperopt.py |  2 +-
 freqtrade/tests/strategy/test_strategy.py |  8 ++++----
 5 files changed, 15 insertions(+), 16 deletions(-)

diff --git a/freqtrade/main.py b/freqtrade/main.py
index a9ca230d4..bb218855d 100755
--- a/freqtrade/main.py
+++ b/freqtrade/main.py
@@ -296,14 +296,13 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
     strategy = Strategy()
 
     current_profit = trade.calc_profit_percent(current_rate)
-    if strategy.stoploss is not None and current_profit < float(strategy.stoploss):
+    if strategy.stoploss is not None and current_profit < strategy.stoploss:
         logger.debug('Stop loss hit.')
         return True
 
     # Check if time matches and current rate is above threshold
     time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
-    for duration_string, threshold in strategy.minimal_roi.items():
-        duration = float(duration_string)
+    for duration, threshold in strategy.minimal_roi.items():
         if time_diff < duration:
             return False
         if time_diff > duration and current_profit > threshold:
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 12c061b4f..cdb1c3a6f 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -225,12 +225,12 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float)
     return trade_loss + profit_loss + duration_loss
 
 
-def generate_roi_table(params) -> Dict[str, float]:
+def generate_roi_table(params) -> Dict[int, float]:
     roi_table = {}
-    roi_table["0"] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
-    roi_table[str(params['roi_t3'])] = params['roi_p1'] + params['roi_p2']
-    roi_table[str(params['roi_t3'] + params['roi_t2'])] = params['roi_p1']
-    roi_table[str(params['roi_t3'] + params['roi_t2'] + params['roi_t1'])] = 0
+    roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
+    roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
+    roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
+    roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
 
     return roi_table
 
diff --git a/freqtrade/strategy/strategy.py b/freqtrade/strategy/strategy.py
index 9ef5a2071..27f334d5c 100644
--- a/freqtrade/strategy/strategy.py
+++ b/freqtrade/strategy/strategy.py
@@ -71,11 +71,11 @@ class Strategy(object):
 
         # Minimal ROI designed for the strategy
         self.minimal_roi = OrderedDict(sorted(
-            self.custom_strategy.minimal_roi.items(),
-            key=lambda tuple: float(tuple[0])))  # sort after converting to number
+            {int(key): value for (key, value) in self.custom_strategy.minimal_roi.items()}.items(),
+            key=lambda tuple: tuple[0]))  # sort after converting to number
 
         # Optimal stoploss designed for the strategy
-        self.stoploss = self.custom_strategy.stoploss
+        self.stoploss = float(self.custom_strategy.stoploss)
 
         self.ticker_interval = self.custom_strategy.ticker_interval
 
diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py
index 93cb6ba8b..365869275 100644
--- a/freqtrade/tests/optimize/test_hyperopt.py
+++ b/freqtrade/tests/optimize/test_hyperopt.py
@@ -255,7 +255,7 @@ def test_roi_table_generation():
         'roi_p2': 2,
         'roi_p3': 3,
     }
-    assert generate_roi_table(params) == {'0': 6, '15': 3, '25': 1, '30': 0}
+    assert generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
 
 
 # test log_trials_result
diff --git a/freqtrade/tests/strategy/test_strategy.py b/freqtrade/tests/strategy/test_strategy.py
index 890718d60..b0ce88e98 100644
--- a/freqtrade/tests/strategy/test_strategy.py
+++ b/freqtrade/tests/strategy/test_strategy.py
@@ -57,7 +57,7 @@ def test_strategy(result):
     strategy.init({'strategy': 'default_strategy'})
 
     assert hasattr(strategy.custom_strategy, 'minimal_roi')
-    assert strategy.minimal_roi['0'] == 0.04
+    assert strategy.minimal_roi[0] == 0.04
 
     assert hasattr(strategy.custom_strategy, 'stoploss')
     assert strategy.stoploss == -0.10
@@ -86,7 +86,7 @@ def test_strategy_override_minimal_roi(caplog):
     strategy.init(config)
 
     assert hasattr(strategy.custom_strategy, 'minimal_roi')
-    assert strategy.minimal_roi['0'] == 0.5
+    assert strategy.minimal_roi[0] == 0.5
     assert ('freqtrade.strategy.strategy',
             logging.INFO,
             'Override strategy \'minimal_roi\' with value in config file.'
@@ -142,8 +142,8 @@ def test_strategy_singleton():
     strategy1.init({'strategy': 'default_strategy'})
 
     assert hasattr(strategy1.custom_strategy, 'minimal_roi')
-    assert strategy1.minimal_roi['0'] == 0.04
+    assert strategy1.minimal_roi[0] == 0.04
 
     strategy2 = Strategy()
     assert hasattr(strategy2.custom_strategy, 'minimal_roi')
-    assert strategy2.minimal_roi['0'] == 0.04
+    assert strategy2.minimal_roi[0] == 0.04