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Fix ROI calculation problem

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Prior to that all ROI entries with a key > trade_duration where active.
This causes a problem if the ROI is not linearly declining
This commit is contained in:
Matthias 2019-01-12 13:44:50 +01:00
parent 9e0902e72f
commit e9d61eb35d
1 changed files with 8 additions and 7 deletions
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15
freqtrade/strategy/interface.py
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@ -319,17 +319,18 @@ class IStrategy(ABC):
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool: def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
""" """
Based an earlier trade and current price and ROI configuration, decides whether bot should Based an earlier trade and current price and ROI configuration, decides whether bot should
sell sell. Requires current_profit to be in percent!!
:return True if bot should sell at current rate :return True if bot should sell at current rate
""" """
# Check if time matches and current rate is above threshold # Check if time matches and current rate is above threshold
time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60 trade_dur = (current_time.timestamp() - trade.open_date.timestamp()) / 60
for duration, threshold in self.minimal_roi.items():
if time_diff <= duration: # Get highest entry in ROI dict where key >= trade-duration
continue roi_entry = max(list(filter(lambda x: trade_dur >= x, self.minimal_roi.keys())))
if current_profit > threshold: threshold = self.minimal_roi[roi_entry]
return True if current_profit > threshold:
return True
return False return False