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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 # 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

5
freqtrade/strategy/strategy.py
View File

@ -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