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position size fixed

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This commit is contained in:
misagh
2018-11-28 15:36:32 +01:00
parent 159ac6e657
commit e9305b6592
3 changed files with 33 additions and 4 deletions
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11
freqtrade/edge/__init__.py
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@@ -159,11 +159,16 @@ class Edge():
return True
def stake_amount(self, pair: str, capital: float) -> float:
def stake_amount(self, pair: str, free_capital: float, total_capital: float) -> float:
stoploss = self._cached_pairs[pair].stoploss
available_capital = capital * self._capital_percentage
available_capital = total_capital * self._capital_percentage
allowed_capital_at_risk = round(available_capital * self._allowed_risk, 15)
position_size = abs(round((allowed_capital_at_risk / stoploss), 15))
max_position_size = abs(round((allowed_capital_at_risk / stoploss), 15))
position_size = min(max_position_size, free_capital)
logger.info(
'position size is %s for pair %s, stoploss %s and available capital of %s.',
position_size, pair, stoploss, available_capital
)
return position_size
def stoploss(self, pair: str) -> float: