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Simplify usage of amount_to_contract precision

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Matthias
2022-08-25 07:08:22 +02:00
parent 9e48e6a40b
commit 6636f17e0f
5 changed files with 41 additions and 28 deletions
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19
freqtrade/optimize/backtesting.py
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@@ -23,9 +23,8 @@ from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType, RunMode,
TradingMode)
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import (amount_to_contracts, amount_to_precision,
contracts_to_amount, price_to_precision)
from freqtrade.exchange import (amount_to_contract_precision, price_to_precision,
timeframe_to_minutes, timeframe_to_seconds)
from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.backtest_caching import get_strategy_run_id
from freqtrade.optimize.bt_progress import BTProgress
@@ -659,11 +658,8 @@ class Backtesting:
exit_candle_time = sell_row[DATE_IDX].to_pydatetime()
order_type = self.strategy.order_types['exit']
# amount = amount or trade.amount
amount = contracts_to_amount(
amount_to_precision(
amount_to_contracts(amount or trade.amount, trade.contract_size),
trade.amount_precision, self.precision_mode),
trade.contract_size)
amount = amount_to_contract_precision(amount or trade.amount, trade.amount_precision,
self.precision_mode, trade.contract_size)
rate = price_to_precision(close_rate, trade.price_precision, self.precision_mode)
order = Order(
id=self.order_id_counter,
@@ -835,11 +831,8 @@ class Backtesting:
contract_size = self.exchange.get_contract_size(pair)
precision_amount = self.exchange.get_precision_amount(pair)
amount = contracts_to_amount(
amount_to_precision(
amount_to_contracts(amount_p, contract_size),
precision_amount, self.precision_mode),
contract_size)
amount = amount_to_contract_precision(amount_p, precision_amount, self.precision_mode,
contract_size)
# Backcalculate actual stake amount.
stake_amount = amount * propose_rate / leverage