This commit is contained in:
Matthias 2019-10-05 10:54:28 +02:00
parent 9b98e608e6
commit 7ea9da9605

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@ -267,6 +267,11 @@ class Backtesting:
# - (Expected abs profit + open_rate + open_fee) / (fee_close -1)
closerate = - (trade.open_rate * roi + trade.open_rate *
(1 + trade.fee_open)) / (trade.fee_close - 1)
# Use the maximum between closerate and low as we
# cannot sell outside of a candle.
# Applies when using {"xx": -1} as roi to force sells after xx minutes
closerate = max(closerate, sell_row.low)
else:
# This should not be reached...
closerate = sell_row.open