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experimental.sell_fullfilled_at_roi bug fix for 0 duration

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Nullart 2018-06-21 19:37:51 +08:00
parent 06c329abec
commit b27d3e6ef0
3 changed files with 11 additions and 7 deletions
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13
freqtrade/analyze.py
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@ -146,7 +146,6 @@ class Analyze(object):
latest = dataframe.iloc[-1] latest = dataframe.iloc[-1]
# Check if dataframe is out of date # Check if dataframe is out of date
signal_date = arrow.get(latest['date']) signal_date = arrow.get(latest['date'])
interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval] interval_minutes = constants.TICKER_INTERVAL_MINUTES[interval]
@ -253,10 +252,16 @@ class Analyze(object):
import math import math
return math.floor(f * 10 ** n) / 10 ** n return math.floor(f * 10 ** n) / 10 ** n
def get_roi_rate(self, trade: Trade) -> float: def get_roi_rate(self, trade: Trade, sell_rate: float) -> float:
"""
Calculates sell rate based on roi
"""
current_time = datetime.utcnow() current_time = datetime.utcnow()
time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60 time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
for duration, threshold in self.strategy.minimal_roi.items(): for duration, threshold in self.strategy.minimal_roi.items():
if time_diff > duration: if time_diff > duration:
roi_rate = (trade.open_rate * (1 + threshold)) * (1+(2.1*get_fee(trade.pair))) roi_rate = self.trunc_num((trade.open_rate * (1 + threshold)) * (1+(2.1*get_fee(trade.pair))), 8)
return self.trunc_num(roi_rate, 8) logger.info('trying to selling at roi rate %0.8f', roi_rate)
return roi_rate
break
return sell_rate

2
freqtrade/constants.py
View File

@ -93,7 +93,7 @@ CONF_SCHEMA = {
'properties': { 'properties': {
'use_sell_signal': {'type': 'boolean'}, 'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'}, 'sell_profit_only': {'type': 'boolean'},
'sell_fullfilled_at_roi' : {'type': 'boolean'} 'sell_fullfilled_at_roi': {'type': 'boolean'}
} }
}, },
'telegram': { 'telegram': {

3
freqtrade/freqtradebot.py
View File

@ -466,8 +466,7 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
is_set_fullfilled_at_roi = self.config.get('experimental', {}).get('sell_fullfilled_at_roi', False) is_set_fullfilled_at_roi = self.config.get('experimental', {}).get('sell_fullfilled_at_roi', False)
if is_set_fullfilled_at_roi: if is_set_fullfilled_at_roi:
sell_rate = self.analyze.get_roi_rate(trade) sell_rate = self.analyze.get_roi_rate(trade, sell_rate)
logger.info('trying to selling at roi rate %0.8f', sell_rate)
if 'ask_strategy' in self.config and self.config['ask_strategy'].get('use_book_order', False): if 'ask_strategy' in self.config and self.config['ask_strategy'].get('use_book_order', False):
logger.info('Using order book for selling...') logger.info('Using order book for selling...')