Merge pull request #400 from movy/fix-perc-diff-math

fix percentage difference calculation math
jesse-ai · May 19, 2023 · 955a86b · 955a86b
2 parents a05a0ed + 1cc4704
commit 955a86b
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/jesse/services/broker.py b/jesse/services/broker.py
@@ -94,7 +94,7 @@ def reduce_position_at(self, qty: float, price: float, current_price: float) ->
 
         # MARKET order
         # if the price difference is bellow 0.01% of the current price, then we submit a market order
-        if abs(price - current_price) < 0.0001:
+        if abs(1 - (price / current_price)) < 0.0001:
             return self.api.market_order(
                 self.exchange,
                 self.symbol,

diff --git a/jesse/strategies/Strategy.py b/jesse/strategies/Strategy.py
@@ -237,7 +237,7 @@ def _submit_buy_orders(self) -> None:
 
         for o in self._buy:
             # MARKET order
-            if abs(o[1] - price_to_compare) < 0.0001:
+            if abs(1 - (o[1] / price_to_compare)) < 0.0001:
                 self.broker.buy_at_market(o[0])
             # STOP order
             elif o[1] > price_to_compare:
@@ -259,7 +259,7 @@ def _submit_sell_orders(self) -> None:
 
         for o in self._sell:
             # MARKET order
-            if abs(o[1] - price_to_compare) < 0.0001:
+            if abs(1 - (o[1] / price_to_compare)) < 0.0001:
                 self.broker.sell_at_market(o[0])
             # STOP order
             elif o[1] < price_to_compare: