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Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit

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This commit is contained in:
Gerald Lonlas
2017-12-18 21:58:02 -08:00
parent d613d63fdc c8fb6c4661
commit d258118b0a
14 changed files with 94 additions and 59 deletions
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19
freqtrade/persistence.py
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@@ -121,7 +121,9 @@ class Trade(_DECL_BASE):
self
)
def calc_open_trade_price(self, fee: Optional[float] = None) -> float:
def calc_open_trade_price(
self,
fee: Optional[float] = None) -> float:
"""
Calculate the open_rate in BTC
:param fee: fee to use on the open rate (optional).
@@ -134,7 +136,10 @@ class Trade(_DECL_BASE):
fees = buy_trade * Decimal(fee or self.fee)
return float(buy_trade + fees)
def calc_close_trade_price(self, rate: Optional[float] = None, fee: Optional[float] = None) -> float:
def calc_close_trade_price(
self,
rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
"""
Calculate the close_rate in BTC
:param fee: fee to use on the close rate (optional).
@@ -152,7 +157,10 @@ class Trade(_DECL_BASE):
fees = sell_trade * Decimal(fee or self.fee)
return float(sell_trade - fees)
def calc_profit(self, rate: Optional[float] = None, fee: Optional[float] = None) -> float:
def calc_profit(
self,
rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
"""
Calculate the profit in BTC between Close and Open trade
:param fee: fee to use on the close rate (optional).
@@ -168,7 +176,10 @@ class Trade(_DECL_BASE):
)
return float("{0:.8f}".format(close_trade_price - open_trade_price))
def calc_profit_percent(self, rate: Optional[float] = None, fee: Optional[float] = None) -> float:
def calc_profit_percent(
self,
rate: Optional[float] = None,
fee: Optional[float] = None) -> float:
"""
Calculates the profit in percentage (including fee).
:param rate: rate to compare with (optional).