avoid calling exchange.get_fee inside loop
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@ -62,6 +62,7 @@ class Backtesting(object):
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self.config['exchange']['uid'] = ''
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self.config['dry_run'] = True
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self.exchange = Exchange(self.config)
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self.fee = self.exchange.get_fee()
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@staticmethod
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def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]:
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@ -130,14 +131,13 @@ class Backtesting(object):
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stake_amount = args['stake_amount']
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max_open_trades = args.get('max_open_trades', 0)
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fee = self.exchange.get_fee()
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trade = Trade(
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open_rate=buy_row.close,
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open_date=buy_row.date,
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stake_amount=stake_amount,
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amount=stake_amount / buy_row.open,
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fee_open=fee,
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fee_close=fee
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fee_open=self.fee,
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fee_close=self.fee
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)
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# calculate win/lose forwards from buy point
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