mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: include fees on both trade sides

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