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test file for edge (will be removed)

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This commit is contained in:
misagh 2018-09-21 17:42:04 +02:00
parent ef52c7b510
commit 4746aea05c
1 changed files with 13 additions and 0 deletions
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13
freqtrade/optimize/edge.py
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@ -912,6 +912,7 @@ class Edge:
reset_index().sort_values(by=['delta', 'stoploss'], ascending=False)\
.groupby('pair').first().sort_values(by=['delta'], ascending=False)
pdb.set_trace()
return final
@ -1022,3 +1023,15 @@ config = setup_configuration(args)
edge = Edge(config)
edge.start()
allowed_dollars_at_risk = total_capital * allowed_risk
print("allowed capital at risk ", round(allowed_dollars_at_risk, 5))
position_size = (allowed_dollars_at_risk / symbol_strategy_stop_loss)
print("position_size in dollars", round(position_size, 5 ))
buy_amount = position_size / bid_price
print("amount of tokens to buy ", round(buy_amount,5))
check_risk = (buy_amount * (bid_price - stop_trigger_price))
print("check risk capital ", round(check_risk, 5), "** Should not be more than allowed capital at risk")