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Merge pull request #992 from freqtrade/backtest_optimize 

reduce calculation effort by removing a call to calc_profit_percent
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Janne Sinivirta 2018-07-08 17:41:50 +03:00 committed by GitHub
parent 05b078b8dd 3e03a208f1
commit 8fb146ba6a
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GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 4 additions and 3 deletions
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7
freqtrade/analyze.py
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@ -179,7 +179,8 @@ class Analyze(object):
:return: True if trade should be sold, False otherwise
"""
current_profit = trade.calc_profit_percent(rate)
if self.stop_loss_reached(current_rate=rate, trade=trade, current_time=date):
if self.stop_loss_reached(current_rate=rate, trade=trade, current_time=date,
current_profit=current_profit):
return True
experimental = self.config.get('experimental', {})
@ -203,13 +204,13 @@ class Analyze(object):
return False
def stop_loss_reached(self, current_rate: float, trade: Trade, current_time: datetime) -> bool:
def stop_loss_reached(self, current_rate: float, trade: Trade, current_time: datetime,
current_profit: float) -> bool:
"""
Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not
"""
current_profit = trade.calc_profit_percent(current_rate)
trailing_stop = self.config.get('trailing_stop', False)
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)