Fix the fee calculation

2017-12-17 13:07:56 -08:00
parent 642422d5c4
commit 7541bf8c65
9 changed files with 343 additions and 82 deletions
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -109,7 +109,7 @@ def backtest(config: Dict, processed: Dict[str, DataFrame],
                    trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1

                if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1:
-                    current_profit = trade.calc_profit(row2.close)
+                    current_profit = trade.calc_profit_percent(row2.close)
                    lock_pair_until = row2.Index

                    trades.append((pair, current_profit, row2.Index - row.Index))