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let Strategy hold a sorted roi map

This commit is contained in:
Janne Sinivirta 2018-02-06 16:31:50 +02:00
parent a28ffcbcf7
commit 5c02f0983d
2 changed files with 5 additions and 2 deletions
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2
freqtrade/main.py
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@ -302,7 +302,7 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
# Check if time matches and current rate is above threshold
time_diff = (current_time - trade.open_date).total_seconds() / 60
for duration, threshold in sorted(strategy.minimal_roi.items()):
for duration, threshold in strategy.minimal_roi.items():
if time_diff > float(duration) and current_profit > threshold:
return True

5
freqtrade/strategy/strategy.py
View File

@ -7,6 +7,7 @@ import os
import sys
import logging
import importlib
from collections import OrderedDict
from pandas import DataFrame
from freqtrade.strategy.interface import IStrategy
@ -69,7 +70,9 @@ class Strategy(object):
)
# Minimal ROI designed for the strategy
self.minimal_roi = self.custom_strategy.minimal_roi
self.minimal_roi = OrderedDict(sorted(
self.custom_strategy.minimal_roi.items(),
key=lambda tuple: float(tuple[0]))) # sort after converting to number
# Optimal stoploss designed for the strategy
self.stoploss = self.custom_strategy.stoploss