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

Use hyperopt safe amount precision method

Browse Source
This commit is contained in:
Matthias 2022-08-20 14:13:15 +02:00
parent 52ec0d1046
commit 5b3f031590
2 changed files with 7 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/optimize/backtesting.py
View File

@ -24,6 +24,7 @@ from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType
TradingMode)
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import amount_to_precision
from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.backtest_caching import get_strategy_run_id
from freqtrade.optimize.bt_progress import BTProgress
@ -822,8 +823,11 @@ class Backtesting:
self.order_id_counter += 1
base_currency = self.exchange.get_pair_base_currency(pair)
amount_p = (stake_amount / propose_rate) * leverage
amount = self.exchange._contracts_to_amount(pair, self.exchange.amount_to_precision(
pair, self.exchange._amount_to_contracts(pair, amount_p)))
amount = self.exchange._contracts_to_amount(
pair, amount_to_precision(
self.exchange._amount_to_contracts(pair, amount_p),
self.exchange.get_precision_amount(pair), self.precision_mode)
)
# Backcalculate actual stake amount.
stake_amount = amount * propose_rate / leverage

2
tests/optimize/test_backtesting_adjust_position.py
View File

@ -18,7 +18,7 @@ from tests.conftest import patch_exchange
def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: round(y, 8))
mocker.patch('freqtrade.optimize.backtesting.amount_to_precision', lambda x, y, z: round(x, 8))
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
patch_exchange(mocker)