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added proper slippage to each trade

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This commit is contained in:
Yazeed Al Oyoun 2020-01-31 19:56:07 +01:00
parent 782493f418
commit 79727f3d7d
1 changed files with 2 additions and 4 deletions
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6
freqtrade/optimize/hyperopt_loss_sharpe_daily.py
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@ -33,10 +33,8 @@ class SharpeHyperOptLossDaily(IHyperOptLoss):
Uses Sharpe Ratio calculation. Uses Sharpe Ratio calculation.
""" """
total_profit = results.profit_percent # get profit_percent and apply slippage of 0.1% per trade
results.loc[:, 'profit_percent'] = results['profit_percent'] - 0.0005
# adding slippage of 0.1% per trade
total_profit = total_profit - 0.0005
sum_daily = ( sum_daily = (
results.resample("D", on="close_time").agg( results.resample("D", on="close_time").agg(