adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Apply special case for negative ROI

Browse Source
This commit is contained in:
Matthias
2019-12-07 15:18:12 +01:00
parent 1e6f9f9fe2
commit 3163cbdf8a
2 changed files with 12 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/strategy/interface.py
View File

@@ -394,7 +394,7 @@ class IStrategy(ABC):
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
def min_roi_reached_entry(self, trade_dur: int) -> Optional[float]:
def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:
"""
Based on trade duration defines the ROI entry that may have been reached.
:param trade_dur: trade duration in minutes
@@ -403,9 +403,9 @@ class IStrategy(ABC):
# Get highest entry in ROI dict where key <= trade-duration
roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
if not roi_list:
return None
return None, None
roi_entry = max(roi_list)
return self.minimal_roi[roi_entry]
return roi_entry, self.minimal_roi[roi_entry]
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
"""
@@ -415,7 +415,7 @@ class IStrategy(ABC):
"""
# Check if time matches and current rate is above threshold
trade_dur = int((current_time.timestamp() - trade.open_date.timestamp()) // 60)
roi = self.min_roi_reached_entry(trade_dur)
_, roi = self.min_roi_reached_entry(trade_dur)
if roi is None:
return False
else: