Changed interest implementation

This commit is contained in:
Sam Germain
2021-08-06 01:15:18 -06:00
parent ecdecb02fa
commit 8e941e6836
9 changed files with 148 additions and 123 deletions

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@@ -1,7 +1,6 @@
# flake8: noqa: F401
from freqtrade.enums.backteststate import BacktestState
from freqtrade.enums.collateral import Collateral
from freqtrade.enums.interestmode import InterestMode
from freqtrade.enums.rpcmessagetype import RPCMessageType
from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
from freqtrade.enums.selltype import SellType

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@@ -1,28 +0,0 @@
from decimal import Decimal
from enum import Enum
from math import ceil
from freqtrade.exceptions import OperationalException
one = Decimal(1.0)
four = Decimal(4.0)
twenty_four = Decimal(24.0)
class InterestMode(Enum):
"""Equations to calculate interest"""
HOURSPERDAY = "HOURSPERDAY"
HOURSPER4 = "HOURSPER4" # Hours per 4 hour segment
NONE = "NONE"
def __call__(self, borrowed: Decimal, rate: Decimal, hours: Decimal):
if self.name == "HOURSPERDAY":
return borrowed * rate * ceil(hours)/twenty_four
elif self.name == "HOURSPER4":
# Rounded based on https://kraken-fees-calculator.github.io/
return borrowed * rate * (1+ceil(hours/four))
else:
raise OperationalException("Leverage not available on this exchange with freqtrade")