From 6247608cc69204c513e7bb51591f7cff1a395e80 Mon Sep 17 00:00:00 2001 From: Matthias Date: Fri, 19 Nov 2021 07:11:19 +0100 Subject: [PATCH] top/bottom cap leverage --- freqtrade/optimize/backtesting.py | 5 ++++- 1 file changed, 4 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index ff68b2bb1..611d521a3 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -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']