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backtesting - use exchange from config - use maker fee

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This commit is contained in:
Matthias Voppichler 2018-03-10 21:42:20 +01:00
parent a90e90f577
commit 31381b2603
1 changed files with 5 additions and 5 deletions
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10
freqtrade/optimize/backtesting.py
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@ -73,7 +73,7 @@ def get_sell_trade_entry(pair, row, buy_subset, ticker, trade_count_lock, args):
open_date=row.date,
stake_amount=stake_amount,
amount=stake_amount / row.open,
fee=exchange.get_fee()
fee=exchange.get_fee_taker()
)
# calculate win/lose forwards from buy point
@ -113,7 +113,6 @@ def backtest(args) -> DataFrame:
records = []
trades = []
trade_count_lock: dict = {}
exchange._API = Bittrex({'key': '', 'secret': ''})
for pair, pair_data in processed.items():
pair_data['buy'], pair_data['sell'] = 0, 0
ticker = populate_sell_trend(populate_buy_trend(pair_data))
@ -164,13 +163,14 @@ def start(args):
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
exchange._API = Bittrex({'key': '', 'secret': ''})
logger.info('Using config: %s ...', args.config)
config = misc.load_config(args.config)
ticker_interval = config.get('ticker_interval', args.ticker_interval)
logger.info('Using ticker_interval: %s ...', ticker_interval)
# patch config to no key
config['key'] = ''
config['secret'] = ''
exchange.init(config)
data = {}
pairs = config['exchange']['pair_whitelist']
if args.live: