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Merge pull request #7836 from freqtrade/fix-fees-rl

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fix fees RL
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Matthias
2022-12-02 06:15:20 +01:00
committed by GitHub
parent 05424045b0 2b3e166dc2
commit 8a078a328e
1 changed files with 4 additions and 4 deletions
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8
freqtrade/freqai/RL/BaseEnvironment.py
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@@ -194,12 +194,12 @@ class BaseEnvironment(gym.Env):
if self._position == Positions.Neutral: if self._position == Positions.Neutral:
return 0. return 0.
elif self._position == Positions.Short: elif self._position == Positions.Short:
current_price = self.add_exit_fee(self.prices.iloc[self._current_tick].open)
last_trade_price = self.add_entry_fee(self.prices.iloc[self._last_trade_tick].open)
return (last_trade_price - current_price) / last_trade_price
elif self._position == Positions.Long:
current_price = self.add_entry_fee(self.prices.iloc[self._current_tick].open) current_price = self.add_entry_fee(self.prices.iloc[self._current_tick].open)
last_trade_price = self.add_exit_fee(self.prices.iloc[self._last_trade_tick].open) last_trade_price = self.add_exit_fee(self.prices.iloc[self._last_trade_tick].open)
return (last_trade_price - current_price) / last_trade_price
elif self._position == Positions.Long:
current_price = self.add_exit_fee(self.prices.iloc[self._current_tick].open)
last_trade_price = self.add_entry_fee(self.prices.iloc[self._last_trade_tick].open)
return (current_price - last_trade_price) / last_trade_price return (current_price - last_trade_price) / last_trade_price
else: else:
return 0. return 0.