have backtesting use fee_open and fee_close

2018-04-21 20:05:49 +02:00 · 2018-04-21 20:05:49 +02:00 · ce90ee4ac2
commit ce90ee4ac2
parent 06d230279c
1 changed files with 3 additions and 1 deletions
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@ -114,12 +114,14 @@ class Backtesting(object):

        stake_amount = args['stake_amount']
        max_open_trades = args.get('max_open_trades', 0)
+        fee = exchange.get_fee()
        trade = Trade(
            open_rate=buy_row.close,
            open_date=buy_row.date,
            stake_amount=stake_amount,
            amount=stake_amount / buy_row.open,
-            fee=exchange.get_fee()
+            fee_open=fee,
+            fee_close=fee
        )

        # calculate win/lose forwards from buy point