Merge pull request #2344 from freqtrade/backtest_nofees

Backtest no fees / custom fees

freqtrade/configuration/arguments.py

@@ -15,7 +15,7 @@ ARGS_STRATEGY = ["strategy", "strategy_path"]
 ARGS_MAIN = ARGS_COMMON + ARGS_STRATEGY + ["db_url", "sd_notify"]
 
 ARGS_COMMON_OPTIMIZE = ["ticker_interval", "timerange",
-                        "max_open_trades", "stake_amount"]
+                        "max_open_trades", "stake_amount", "fee"]
 
 ARGS_BACKTEST = ARGS_COMMON_OPTIMIZE + ["position_stacking", "use_max_market_positions",
                                         "strategy_list", "export", "exportfilename"]

freqtrade/configuration/cli_options.py

@@ -144,6 +144,12 @@ AVAILABLE_CLI_OPTIONS = {
         default=os.path.join('user_data', 'backtest_results',
                              'backtest-result.json'),
     ),
+    "fee": Arg(
+        '--fee',
+        help='Specify fee ratio. Will be applied twice (on trade entry and exit).',
+        type=float,
+        metavar='FLOAT',
+    ),
     # Edge
     "stoploss_range": Arg(
         '--stoplosses',

freqtrade/configuration/configuration.py

@@ -210,6 +210,10 @@ class Configuration:
                              logstring='Parameter --stake_amount detected, '
                              'overriding stake_amount to: {} ...')
 
+        self._args_to_config(config, argname='fee',
+                             logstring='Parameter --fee detected, '
+                             'setting fee to: {} ...')
+
         self._args_to_config(config, argname='timerange',
                              logstring='Parameter --timerange detected: {} ...')
 
@@ -323,7 +327,8 @@ class Configuration:
                         sample: logfun=len (prints the length of the found
                         configuration instead of the content)
         """
-        if argname in self.args and self.args[argname]:
+        if (argname in self.args and self.args[argname] is not None
+           and self.args[argname] is not False):
 
             config.update({argname: self.args[argname]})
             if logfun: