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Merge pull request #992 from freqtrade/backtest_optimize

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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
commit 8fb146ba6a
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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 :return: True if trade should be sold, False otherwise
""" """
current_profit = trade.calc_profit_percent(rate) 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 return True
experimental = self.config.get('experimental', {}) experimental = self.config.get('experimental', {})
@ -203,13 +204,13 @@ class Analyze(object):
return False 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, Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not decides to sell or not
""" """
current_profit = trade.calc_profit_percent(current_rate)
trailing_stop = self.config.get('trailing_stop', False) trailing_stop = self.config.get('trailing_stop', False)
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True) trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)