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Merge pull request #3277 from hroff-1902/edge-fix-fee

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Fix fee usage in Edge
This commit is contained in:
Matthias
2020-05-10 10:58:57 +02:00
committed by GitHub
parent 37439b836b 51d2b817ae
commit f246336943
2 changed files with 12 additions and 19 deletions
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19
freqtrade/edge/edge_positioning.py
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@@ -238,20 +238,9 @@ class Edge:
:param result Dataframe
:return: result Dataframe
"""
# stake and fees
# stake = 0.015
# 0.05% is 0.0005
# fee = 0.001
# we set stake amount to an arbitrary amount.
# as it doesn't change the calculation.
# all returned values are relative.
# they are defined as ratios.
# We set stake amount to an arbitrary amount, as it doesn't change the calculation.
# All returned values are relative, they are defined as ratios.
stake = 0.015
fee = self.fee
open_fee = fee / 2
close_fee = fee / 2
result['trade_duration'] = result['close_time'] - result['open_time']
@@ -262,12 +251,12 @@ class Edge:
# Buy Price
result['buy_vol'] = stake / result['open_rate'] # How many target are we buying
result['buy_fee'] = stake * open_fee
result['buy_fee'] = stake * self.fee
result['buy_spend'] = stake + result['buy_fee'] # How much we're spending
# Sell price
result['sell_sum'] = result['buy_vol'] * result['close_rate']
result['sell_fee'] = result['sell_sum'] * close_fee
result['sell_fee'] = result['sell_sum'] * self.fee
result['sell_take'] = result['sell_sum'] - result['sell_fee']
# profit_ratio