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top/bottom cap leverage

This commit is contained in:
Matthias 2021-11-19 07:11:19 +01:00
parent 021d1b518c
commit 6247608cc6
1 changed files with 4 additions and 1 deletions
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5
freqtrade/optimize/backtesting.py
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@ -457,14 +457,17 @@ class Backtesting:
if not stake_amount:
return None
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
leverage = strategy_safe_wrapper(self.strategy.leverage, default_retval=1.0)(
pair=pair,
current_time=current_time,
current_rate=row[OPEN_IDX],
proposed_leverage=1.0,
max_leverage=self.exchange.get_max_leverage(pair, stake_amount),
max_leverage=max_leverage,
side=direction,
) if self._can_short else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
order_type = self.strategy.order_types['buy']
time_in_force = self.strategy.order_time_in_force['sell']