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Have backtest use the same logic to get the ROI entry

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Matthias 2019-01-12 13:45:43 +01:00
parent e9d61eb35d
commit cd2bccd441
2 changed files with 4 additions and 4 deletions
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2
freqtrade/optimize/backtesting.py
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@ -221,7 +221,7 @@ class Backtesting(object):
elif sell.sell_type == (SellType.ROI): elif sell.sell_type == (SellType.ROI):
# get next entry in min_roi > to trade duration # get next entry in min_roi > to trade duration
# Interface.py skips on trade_duration <= duration # Interface.py skips on trade_duration <= duration
roi_entry = max(list(filter(lambda x: trade_dur > x, roi_entry = max(list(filter(lambda x: trade_dur >= x,
self.strategy.minimal_roi.keys()))) self.strategy.minimal_roi.keys())))
roi = self.strategy.minimal_roi[roi_entry] roi = self.strategy.minimal_roi[roi_entry]

6
freqtrade/tests/optimize/test_backtesting.py
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@ -530,10 +530,10 @@ def test_backtest(default_conf, fee, mocker) -> None:
'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime, 'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime,
Arrow(2018, 1, 30, 3, 30, 0).datetime], Arrow(2018, 1, 30, 3, 30, 0).datetime],
'close_time': [Arrow(2018, 1, 29, 22, 35, 0).datetime, 'close_time': [Arrow(2018, 1, 29, 22, 35, 0).datetime,
Arrow(2018, 1, 30, 4, 15, 0).datetime], Arrow(2018, 1, 30, 4, 10, 0).datetime],
'open_index': [78, 184], 'open_index': [78, 184],
'close_index': [125, 193], 'close_index': [125, 192],
'trade_duration': [235, 45], 'trade_duration': [235, 40],
'open_at_end': [False, False], 'open_at_end': [False, False],
'open_rate': [0.104445, 0.10302485], 'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541], 'close_rate': [0.104969, 0.103541],