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Use worst case of maker / taker fee for backtest

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Matthias
2024-04-27 15:51:58 +02:00
parent 935e8f49de
commit 3f2f2a1dbd
1 changed files with 5 additions and 1 deletions
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6
freqtrade/optimize/backtesting.py
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@@ -134,8 +134,12 @@ class Backtesting:
if config.get('fee', None) is not None:
self.fee = config['fee']
logger.info(f"Using fee {self.fee:.4%} from config.")
else:
self.fee = self.exchange.get_fee(symbol=self.pairlists.whitelist[0])
fees = [self.exchange.get_fee(symbol=self.pairlists.whitelist[0], taker_or_maker=mot)
for mot in ('taker', 'maker')]
self.fee = max(fee for fee in fees if fee is not None)
logger.info(f"Using fee {self.fee:.4%} - worst case fee from exchange (lowest tier).")
self.precision_mode = self.exchange.precisionMode
if self.config.get('freqai_backtest_live_models', False):