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avoid calling exchange.get_fee inside loop

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This commit is contained in:
Janne Sinivirta 2018-06-22 21:04:07 +03:00
parent 98cd8970f9
commit a68c90c512
1 changed files with 3 additions and 3 deletions
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6
freqtrade/optimize/backtesting.py
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@ -62,6 +62,7 @@ class Backtesting(object):
self.config['exchange']['uid'] = '' self.config['exchange']['uid'] = ''
self.config['dry_run'] = True self.config['dry_run'] = True
self.exchange = Exchange(self.config) self.exchange = Exchange(self.config)
self.fee = self.exchange.get_fee()
@staticmethod @staticmethod
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
@ -130,14 +131,13 @@ class Backtesting(object):
stake_amount = args['stake_amount'] stake_amount = args['stake_amount']
max_open_trades = args.get('max_open_trades', 0) max_open_trades = args.get('max_open_trades', 0)
fee = self.exchange.get_fee()
trade = Trade( trade = Trade(
open_rate=buy_row.close, open_rate=buy_row.close,
open_date=buy_row.date, open_date=buy_row.date,
stake_amount=stake_amount, stake_amount=stake_amount,
amount=stake_amount / buy_row.open, amount=stake_amount / buy_row.open,
fee_open=fee, fee_open=self.fee,
fee_close=fee fee_close=self.fee
) )
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point