No percent where ratio is to be used

freqtrade/edge/edge_positioning.py

@@ -246,7 +246,8 @@ class Edge:
 
         # we set stake amount to an arbitrary amount.
         # as it doesn't change the calculation.
-        # all returned values are relative. they are percentages.
+        # all returned values are relative.
+        # they are defined as ratios.
         stake = 0.015
         fee = self.fee
         open_fee = fee / 2
@@ -269,8 +270,8 @@ class Edge:
         result['sell_fee'] = result['sell_sum'] * close_fee
         result['sell_take'] = result['sell_sum'] - result['sell_fee']
 
-        # profit_percent
+        # profit_ratio
-        result['profit_percent'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
+        result['profit_ratio'] = (result['sell_take'] - result['buy_spend']) / result['buy_spend']
 
         # Absolute profit
         result['profit_abs'] = result['sell_take'] - result['buy_spend']
@@ -399,9 +400,8 @@ class Edge:
                 # trade opens in reality on the next candle
                 open_trade_index += 1
 
-            stop_price_percentage = stoploss + 1
             open_price = ohlc_columns[open_trade_index, 0]
-            stop_price = (open_price * stop_price_percentage)
+            stop_price = (open_price * (stoploss + 1))
 
             # Searching for the index where stoploss is hit
             stop_index = utf1st.find_1st(
@@ -441,7 +441,7 @@ class Edge:
 
             trade = {'pair': pair,
                      'stoploss': stoploss,
-                     'profit_percent': '',
+                     'profit_ratio': '',
                      'profit_abs': '',
                      'open_time': date_column[open_trade_index],
                      'close_time': date_column[exit_index],

freqtrade/freqtradebot.py

@@ -1034,8 +1034,8 @@ class FreqtradeBot:
         profit_trade = trade.calc_profit(rate=profit_rate)
         # Use cached ticker here - it was updated seconds ago.
         current_rate = self.get_sell_rate(trade.pair, False)
-        profit_percent = trade.calc_profit_ratio(profit_rate)
+        profit_ratio = trade.calc_profit_ratio(profit_rate)
-        gain = "profit" if profit_percent > 0 else "loss"
+        gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
             'type': RPCMessageType.SELL_NOTIFICATION,
@@ -1048,7 +1048,7 @@ class FreqtradeBot:
             'open_rate': trade.open_rate,
             'current_rate': current_rate,
             'profit_amount': profit_trade,
-            'profit_percent': profit_percent,
+            'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date or datetime.utcnow(),
@@ -1071,8 +1071,8 @@ class FreqtradeBot:
         profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested
         profit_trade = trade.calc_profit(rate=profit_rate)
         current_rate = self.get_sell_rate(trade.pair, False)
-        profit_percent = trade.calc_profit_ratio(profit_rate)
+        profit_ratio = trade.calc_profit_ratio(profit_rate)
-        gain = "profit" if profit_percent > 0 else "loss"
+        gain = "profit" if profit_ratio > 0 else "loss"
 
         msg = {
             'type': RPCMessageType.SELL_CANCEL_NOTIFICATION,
@@ -1085,7 +1085,7 @@ class FreqtradeBot:
             'open_rate': trade.open_rate,
             'current_rate': current_rate,
             'profit_amount': profit_trade,
-            'profit_percent': profit_percent,
+            'profit_ratio': profit_ratio,
             'sell_reason': trade.sell_reason,
             'open_date': trade.open_date,
             'close_date': trade.close_date,

freqtrade/persistence.py

@@ -405,8 +405,8 @@ class Trade(_DECL_BASE):
             rate=(rate or self.close_rate),
             fee=(fee or self.fee_close)
         )
-        profit_percent = (close_trade_price / self.open_trade_price) - 1
+        profit_ratio = (close_trade_price / self.open_trade_price) - 1
-        return float(f"{profit_percent:.8f}")
+        return float(f"{profit_ratio:.8f}")
 
     @staticmethod
     def get_trades(trade_filter=None) -> Query:

freqtrade/rpc/rpc.py

@@ -155,9 +155,9 @@ class RPC:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
                 except DependencyException:
                     current_rate = NAN
-                trade_perc = (100 * trade.calc_profit_ratio(current_rate))
+                trade_percent = (100 * trade.calc_profit_ratio(current_rate))
                 trade_profit = trade.calc_profit(current_rate)
-                profit_str = f'{trade_perc:.2f}%'
+                profit_str = f'{trade_percent:.2f}%'
                 if self._fiat_converter:
                     fiat_profit = self._fiat_converter.convert_amount(
                         trade_profit,
@@ -232,9 +232,9 @@ class RPC:
         trades = Trade.get_trades().order_by(Trade.id).all()
 
         profit_all_coin = []
-        profit_all_perc = []
+        profit_all_ratio = []
         profit_closed_coin = []
-        profit_closed_perc = []
+        profit_closed_ratio = []
         durations = []
 
         for trade in trades:
@@ -246,21 +246,21 @@ class RPC:
                 durations.append((trade.close_date - trade.open_date).total_seconds())
 
             if not trade.is_open:
-                profit_percent = trade.calc_profit_ratio()
+                profit_ratio = trade.calc_profit_ratio()
                 profit_closed_coin.append(trade.calc_profit())
-                profit_closed_perc.append(profit_percent)
+                profit_closed_ratio.append(profit_ratio)
             else:
                 # Get current rate
                 try:
                     current_rate = self._freqtrade.get_sell_rate(trade.pair, False)
                 except DependencyException:
                     current_rate = NAN
-                profit_percent = trade.calc_profit_ratio(rate=current_rate)
+                profit_ratio = trade.calc_profit_ratio(rate=current_rate)
 
             profit_all_coin.append(
                 trade.calc_profit(rate=trade.close_rate or current_rate)
             )
-            profit_all_perc.append(profit_percent)
+            profit_all_ratio.append(profit_ratio)
 
         best_pair = Trade.get_best_pair()
 
@@ -271,7 +271,7 @@ class RPC:
 
         # Prepare data to display
         profit_closed_coin_sum = round(sum(profit_closed_coin), 8)
-        profit_closed_percent = (round(mean(profit_closed_perc) * 100, 2) if profit_closed_perc
+        profit_closed_percent = (round(mean(profit_closed_ratio) * 100, 2) if profit_closed_ratio
                                  else 0.0)
         profit_closed_fiat = self._fiat_converter.convert_amount(
             profit_closed_coin_sum,
@@ -280,7 +280,7 @@ class RPC:
         ) if self._fiat_converter else 0
 
         profit_all_coin_sum = round(sum(profit_all_coin), 8)
-        profit_all_percent = round(mean(profit_all_perc) * 100, 2) if profit_all_perc else 0.0
+        profit_all_percent = round(mean(profit_all_ratio) * 100, 2) if profit_all_ratio else 0.0
         profit_all_fiat = self._fiat_converter.convert_amount(
             profit_all_coin_sum,
             stake_currency,

freqtrade/rpc/telegram.py

@@ -148,7 +148,7 @@ class Telegram(RPC):
 
         elif msg['type'] == RPCMessageType.SELL_NOTIFICATION:
             msg['amount'] = round(msg['amount'], 8)
-            msg['profit_percent'] = round(msg['profit_percent'] * 100, 2)
+            msg['profit_percent'] = round(msg['profit_ratio'] * 100, 2)
             msg['duration'] = msg['close_date'].replace(
                 microsecond=0) - msg['open_date'].replace(microsecond=0)
             msg['duration_min'] = msg['duration'].total_seconds() / 60

freqtrade/strategy/interface.py

@@ -364,7 +364,7 @@ class IStrategy(ABC):
         """
         Based on current profit of the trade and configured (trailing) stoploss,
         decides to sell or not
-        :param current_profit: current profit in percent
+        :param current_profit: current profit as ratio
         """
         stop_loss_value = force_stoploss if force_stoploss else self.stoploss
 
@@ -427,8 +427,9 @@ class IStrategy(ABC):
 
     def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
         """
-        Based on trade duration, current price and ROI configuration, decides whether bot should
+        Based on trade duration, current profit of the trade and ROI configuration,
-        sell. Requires current_profit to be in percent!!
+        decides whether bot should sell.
+        :param current_profit: current profit as ratio
         :return: True if bot should sell at current rate
         """
         # Check if time matches and current rate is above threshold

tests/edge/test_edge.py

@@ -158,7 +158,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
     assert len(trades) == len(data.trades)
 
     if not results.empty:
-        assert round(results["profit_percent"].sum(), 3) == round(data.profit_perc, 3)
+        assert round(results["profit_ratio"].sum(), 3) == round(data.profit_perc, 3)
 
     for c, trade in enumerate(data.trades):
         res = results.iloc[c]

tests/rpc/test_rpc_telegram.py

@@ -726,7 +726,7 @@ def test_forcesell_handle(default_conf, update, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'profit_ratio': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -785,7 +785,7 @@ def test_forcesell_down_handle(default_conf, update, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478342,
+        'profit_ratio': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -833,7 +833,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
         'open_rate': 1.099e-05,
         'current_rate': 1.098e-05,
         'profit_amount': -5.91e-06,
-        'profit_percent': -0.00589291,
+        'profit_ratio': -0.00589291,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.FORCE_SELL.value,
@@ -1253,7 +1253,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
-        'profit_percent': -0.57405275,
+        'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -1282,7 +1282,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
-        'profit_percent': -0.57405275,
+        'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'sell_reason': SellType.STOP_LOSS.value,
         'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
@@ -1448,7 +1448,7 @@ def test_send_msg_sell_notification_no_fiat(default_conf, mocker) -> None:
         'open_rate': 7.5e-05,
         'current_rate': 3.201e-05,
         'profit_amount': -0.05746268,
-        'profit_percent': -0.57405275,
+        'profit_ratio': -0.57405275,
         'stake_currency': 'ETH',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,

tests/test_freqtradebot.py

@@ -2297,7 +2297,7 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'profit_ratio': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,
@@ -2346,7 +2346,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -5.492e-05,
-        'profit_percent': -0.05478342,
+        'profit_ratio': -0.05478342,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -2402,7 +2402,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
         'open_rate': 1.099e-05,
         'current_rate': 1.044e-05,
         'profit_amount': -1.498e-05,
-        'profit_percent': -0.01493766,
+        'profit_ratio': -0.01493766,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.STOP_LOSS.value,
@@ -2602,7 +2602,7 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
         'open_rate': 1.099e-05,
         'current_rate': 1.172e-05,
         'profit_amount': 6.126e-05,
-        'profit_percent': 0.0611052,
+        'profit_ratio': 0.0611052,
         'stake_currency': 'BTC',
         'fiat_currency': 'USD',
         'sell_reason': SellType.ROI.value,