rounding float at the end
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parent
c4f17f1c45
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@ -168,8 +168,8 @@ class Edge():
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stoploss = self._cached_pairs[pair].stoploss
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stoploss = self._cached_pairs[pair].stoploss
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available_capital = total_capital * self._capital_percentage
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available_capital = total_capital * self._capital_percentage
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allowed_capital_at_risk = round(available_capital * self._allowed_risk, 15)
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allowed_capital_at_risk = available_capital * self._allowed_risk
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max_position_size = abs(round((allowed_capital_at_risk / stoploss), 15))
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max_position_size = abs(allowed_capital_at_risk / stoploss)
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position_size = min(max_position_size, free_capital)
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position_size = min(max_position_size, free_capital)
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logger.info(
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logger.info(
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'winrate: %s, expectancy: %s, position size: %s, pair: %s,'
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'winrate: %s, expectancy: %s, position size: %s, pair: %s,'
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@ -178,7 +178,7 @@ class Edge():
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self._cached_pairs[pair].expectancy,
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self._cached_pairs[pair].expectancy,
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position_size, pair, stoploss, available_capital
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position_size, pair, stoploss, available_capital
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)
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)
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return position_size
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return round(position_size, 15)
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def stoploss(self, pair: str) -> float:
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def stoploss(self, pair: str) -> float:
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if pair in self._cached_pairs:
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if pair in self._cached_pairs:
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