let Strategy hold a sorted roi map
This commit is contained in:
parent
a28ffcbcf7
commit
5c02f0983d
@ -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
|
# Check if time matches and current rate is above threshold
|
||||||
time_diff = (current_time - trade.open_date).total_seconds() / 60
|
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:
|
if time_diff > float(duration) and current_profit > threshold:
|
||||||
return True
|
return True
|
||||||
|
|
||||||
|
@ -7,6 +7,7 @@ import os
|
|||||||
import sys
|
import sys
|
||||||
import logging
|
import logging
|
||||||
import importlib
|
import importlib
|
||||||
|
from collections import OrderedDict
|
||||||
|
|
||||||
from pandas import DataFrame
|
from pandas import DataFrame
|
||||||
from freqtrade.strategy.interface import IStrategy
|
from freqtrade.strategy.interface import IStrategy
|
||||||
@ -69,7 +70,9 @@ class Strategy(object):
|
|||||||
)
|
)
|
||||||
|
|
||||||
# Minimal ROI designed for the strategy
|
# 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
|
# Optimal stoploss designed for the strategy
|
||||||
self.stoploss = self.custom_strategy.stoploss
|
self.stoploss = self.custom_strategy.stoploss
|
||||||
|
Loading…
Reference in New Issue
Block a user