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fix: include fees on both trade sides

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Matthias
2026-03-22 10:40:35 +01:00
parent c3b2a73eef
commit 425ebeeedb
1 changed files with 6 additions and 7 deletions
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freqtrade/data/btanalysis/trade_parallelism.py
+6 -7
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@@ -129,25 +129,24 @@ def balance_distribution_over_time(
if order["ft_is_entry"]:
# Entry order: lock collateral and pay fee
# For both long and short: balance decreases by collateral + fee
fee = stake * trade.fee_open
fee_open = stake * trade.fee_open
current_position += real_amount
current_collateral += stake_no_lev
df.loc[filled_at:end_date, pair] += real_amount
df.loc[filled_at:end_date, f"{pair}_collateral"] += stake_no_lev
df.loc[filled_at:, stake_currency] -= stake_no_lev + fee
df.loc[filled_at:, stake_currency] -= stake_no_lev + fee_open
else:
# Exit order: release collateral and realize profit/loss
fee = stake * trade.fee_close
fee_close = stake * trade.fee_close
if trade.is_short:
# For SHORT
df.loc[filled_at:, stake_currency] += (
current_collateral * (1 + trade.leverage) - stake
)
current_collateral * (1 + trade.leverage) - stake
) - fee_close
else:
# For LONG
df.loc[filled_at:, stake_currency] += stake - current_collateral * (
trade.leverage - 1
df.loc[filled_at:, stake_currency] += (
stake - current_collateral * (trade.leverage - 1) - fee_close
)
df.loc[filled_at:end_date, pair] -= real_amount
df.loc[filled_at:end_date, f"{pair}_collateral"] -= stake_no_lev