adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #200 from glonlas/fix_fees_calculation

Browse Source 
Fix the fee calculation
This commit is contained in:
Janne Sinivirta
2017-12-22 13:55:02 +02:00
committed by GitHub
parent ff186c7f65 d258118b0a
commit f300af0fe2
10 changed files with 382 additions and 92 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
freqtrade/optimize/hyperopt.py
View File

@@ -121,7 +121,7 @@ def optimizer(params):
result = format_results(results)
total_profit = results.profit.sum() * 1000
total_profit = results.profit_percent.sum() * 1000
trade_count = len(results.index)
trade_loss = 1 - 0.35 * exp(-(trade_count - TARGET_TRADES) ** 2 / 10 ** 5.2)
@@ -134,7 +134,7 @@ def optimizer(params):
'total_profit': total_profit,
'trade_loss': trade_loss,
'profit_loss': profit_loss,
'avg_profit': results.profit.mean() * 100.0,
'avg_profit': results.profit_percent.mean() * 100.0,
'avg_duration': results.duration.mean() * 5,
'current_tries': _CURRENT_TRIES,
'total_tries': TOTAL_TRIES,
@@ -156,8 +156,8 @@ def format_results(results: DataFrame):
return ('Made {:6d} buys. Average profit {: 5.2f}%. '
'Total profit was {: 7.3f}. Average duration {:5.1f} mins.').format(
len(results.index),
results.profit.mean() * 100.0,
results.profit.sum(),
results.profit_percent.mean() * 100.0,
results.profit_BTC.sum(),
results.duration.mean() * 5,
)