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

Convert amount to contracts before comparing for close

Browse Source 
closes #7279
This commit is contained in:
Matthias
2022-08-22 20:48:02 +02:00
parent 78b161e14c
commit fe7108ae75
5 changed files with 22 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/optimize/backtesting.py
View File

@@ -24,7 +24,8 @@ from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType
TradingMode)
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import amount_to_precision
from freqtrade.exchange.exchange import (amount_to_contracts, amount_to_precision,
contracts_to_amount)
from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.backtest_caching import get_strategy_run_id
from freqtrade.optimize.bt_progress import BTProgress
@@ -823,11 +824,13 @@ class Backtesting:
self.order_id_counter += 1
base_currency = self.exchange.get_pair_base_currency(pair)
amount_p = (stake_amount / propose_rate) * leverage
amount = self.exchange._contracts_to_amount(
pair, amount_to_precision(
self.exchange._amount_to_contracts(pair, amount_p),
self.exchange.get_precision_amount(pair), self.precision_mode)
)
contract_size = self.exchange.get_contract_size(pair)
precision_amount = self.exchange.get_precision_amount(pair)
amount = contracts_to_amount(
amount_to_precision(
amount_to_contracts(amount_p, contract_size),
precision_amount, self.precision_mode),
contract_size)
# Backcalculate actual stake amount.
stake_amount = amount * propose_rate / leverage
@@ -859,9 +862,10 @@ class Backtesting:
trading_mode=self.trading_mode,
leverage=leverage,
# interest_rate=interest_rate,
amount_precision=self.exchange.get_precision_amount(pair),
amount_precision=precision_amount,
price_precision=self.exchange.get_precision_price(pair),
precision_mode=self.precision_mode,
contract_size=contract_size,
orders=[],
)