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Merge branch 'develop' into timeframe

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This commit is contained in:
hroff-1902
2020-06-02 15:56:34 +03:00
committed by GitHub
parent b106c88630 4c82f127b3
commit 64881a94e2
28 changed files with 238 additions and 61 deletions
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6
freqtrade/edge/edge_positioning.py
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@@ -57,9 +57,7 @@ class Edge:
if self.config['stake_amount'] != UNLIMITED_STAKE_AMOUNT:
raise OperationalException('Edge works only with unlimited stake amount')
# Deprecated capital_available_percentage. Will use tradable_balance_ratio in the future.
self._capital_percentage: float = self.edge_config.get(
'capital_available_percentage', self.config['tradable_balance_ratio'])
self._capital_ratio: float = self.config['tradable_balance_ratio']
self._allowed_risk: float = self.edge_config.get('allowed_risk')
self._since_number_of_days: int = self.edge_config.get('calculate_since_number_of_days', 14)
self._last_updated: int = 0 # Timestamp of pairs last updated time
@@ -157,7 +155,7 @@ class Edge:
def stake_amount(self, pair: str, free_capital: float,
total_capital: float, capital_in_trade: float) -> float:
stoploss = self.stoploss(pair)
available_capital = (total_capital + capital_in_trade) * self._capital_percentage
available_capital = (total_capital + capital_in_trade) * self._capital_ratio
allowed_capital_at_risk = available_capital * self._allowed_risk
max_position_size = abs(allowed_capital_at_risk / stoploss)
position_size = min(max_position_size, free_capital)