From 3f2f2a1dbd739f9816a14bd778cac3c5b9c46073 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 27 Apr 2024 15:51:58 +0200 Subject: [PATCH] Use worst case of maker / taker fee for backtest --- freqtrade/optimize/backtesting.py | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 1952c4fe7..2b7e048bd 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -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):