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Remove unnecessary calc_profit_ratio call

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Matthias 2023-06-05 20:19:10 +02:00
parent 21172802de
commit c269eef77e
1 changed files with 6 additions and 8 deletions
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14
freqtrade/strategy/interface.py
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@ -1085,6 +1085,11 @@ class IStrategy(ABC, HyperStrategyMixin):
exits: List[ExitCheckTuple] = []
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
current_profit_best = current_profit
if low is not None or high is not None:
# Set current rate to high for backtesting ROI exits
current_rate_best = (low if trade.is_short else high) or rate
current_profit_best = trade.calc_profit_ratio(current_rate_best)
trade.adjust_min_max_rates(high or current_rate, low or current_rate)
@ -1093,20 +1098,13 @@ class IStrategy(ABC, HyperStrategyMixin):
current_profit=current_profit,
force_stoploss=force_stoploss, low=low, high=high)
# Set current rate to high for backtesting exits
current_rate = (low if trade.is_short else high) or rate
current_profit = trade.calc_profit_ratio(current_rate)
# if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
roi_reached = (not (enter and self.ignore_roi_if_entry_signal)
and self.min_roi_reached(trade=trade, current_profit=current_profit,
and self.min_roi_reached(trade=trade, current_profit=current_profit_best,
current_time=current_time))
exit_signal = ExitType.NONE
custom_reason = ''
# use provided rate in backtesting, not high/low.
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
if self.use_exit_signal:
if exit_ and not enter: