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have backtesting use fee_open and fee_close

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This commit is contained in:
Matthias Voppichler 2018-04-21 20:05:49 +02:00
parent 06d230279c
commit ce90ee4ac2
1 changed files with 3 additions and 1 deletions
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4
freqtrade/optimize/backtesting.py
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@ -114,12 +114,14 @@ 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 = 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=exchange.get_fee() fee_open=fee,
fee_close=fee
) )
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point