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Add available_capital parameter

This commit is contained in:
Matthias 2021-07-10 12:30:00 +02:00
parent b41c234440
commit 7863746904
2 changed files with 18 additions and 9 deletions
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4
freqtrade/constants.py
View File

@ -113,6 +113,10 @@ CONF_SCHEMA = {
'maximum': 1,
'default': 0.99
},
'available_capital': {
'type': 'number',
'minimum': 0,
},
'amend_last_stake_amount': {'type': 'boolean', 'default': False},
'last_stake_amount_min_ratio': {
'type': 'number', 'minimum': 0.0, 'maximum': 1.0, 'default': 0.5

23
freqtrade/wallets.py
View File

@ -136,12 +136,18 @@ class Wallets:
Calculated as
(<open_trade stakes> + free amount) * tradable_balance_ratio
"""
# Ensure <tradable_balance_ratio>% is used from the overall balance
# Otherwise we'd risk lowering stakes with each open trade.
# (tied up + current free) * ratio) - tied up
val_tied_up = Trade.total_open_trades_stakes()
available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
self._config['tradable_balance_ratio'])
if "available_capital" in self._config:
starting_balance = self._config['available_capital']
tot_profit = Trade.get_total_closed_profit()
available_amount = starting_balance + tot_profit
else:
# Ensure <tradable_balance_ratio>% is used from the overall balance
# Otherwise we'd risk lowering stakes with each open trade.
# (tied up + current free) * ratio) - tied up
available_amount = ((val_tied_up + self.get_free(self._config['stake_currency'])) *
self._config['tradable_balance_ratio'])
return available_amount
def get_available_stake_amount(self) -> float:
@ -152,10 +158,9 @@ class Wallets:
(<open_trade stakes> + free amount) * tradable_balance_ratio - <open_trade stakes>
"""
# Ensure <tradable_balance_ratio>% is used from the overall balance
# Otherwise we'd risk lowering stakes with each open trade.
# (tied up + current free) * ratio) - tied up
return self.get_total_stake_amount() - Trade.total_open_trades_stakes()
free = self.get_free(self._config['stake_currency'])
return min(self.get_total_stake_amount() - Trade.total_open_trades_stakes(), free)
def _calculate_unlimited_stake_amount(self, available_amount: float,
val_tied_up: float) -> float: