adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

added current exit price in backtesting

Browse Source 
Co-Authored-By: மனோஜ்குமார் பழனிச்சாமி <smartmanoj42857@gmail.com>
This commit is contained in:
Kavinkumar
2022-03-11 19:02:45 +05:30
parent 1196c00a23
commit 73c1b0bbed
3 changed files with 12 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/freqtradebot.py
View File

@@ -459,8 +459,9 @@ class FreqtradeBot(LoggingMixin):
return
else:
logger.debug("Max adjustment entries is set to unlimited.")
current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_rate_sell = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
current_entry_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_exit_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
current_rate = current_entry_rate # backward compatibilty
current_profit = trade.calc_profit_ratio(current_rate)
min_stake_amount = self.exchange.get_min_pair_stake_amount(trade.pair,
@@ -472,7 +473,8 @@ class FreqtradeBot(LoggingMixin):
default_retval=None)(
trade=trade, current_time=datetime.now(timezone.utc), current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake_amount,
max_stake=max_stake_amount, current_rate_sell=current_rate_sell)
max_stake=max_stake_amount, current_entry_rate=current_entry_rate,
current_exit_rate=current_exit_rate)
if stake_amount is not None and stake_amount > 0.0:
# We should increase our position
@@ -480,7 +482,7 @@ class FreqtradeBot(LoggingMixin):
if stake_amount is not None and stake_amount < 0.0:
# We should decrease our position
amount = -stake_amount / current_rate_sell
amount = -stake_amount / current_exit_rate
if trade.amount - amount < min_stake_amount:
logger.info('Remaining amount would be too small')
return