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Fix but with late entries in backtesting

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This commit is contained in:
Matthias 2022-06-18 09:05:22 +02:00
parent 616bf315cb
commit 017fd03180
2 changed files with 3 additions and 2 deletions
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2
freqtrade/data/history/history_utils.py
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@ -221,7 +221,7 @@ def _download_pair_history(pair: str, *,
prepend=prepend) prepend=prepend)
logger.info(f'({process}) - Download history data for "{pair}", {timeframe}, ' logger.info(f'({process}) - Download history data for "{pair}", {timeframe}, '
f'{candle_type} and store in {datadir}.' f'{candle_type} and store in {datadir}. '
f'From {format_ms_time(since_ms) if since_ms else "start"} to ' f'From {format_ms_time(since_ms) if since_ms else "start"} to '
f'{format_ms_time(until_ms) if until_ms else "now"}' f'{format_ms_time(until_ms) if until_ms else "now"}'
) )

3
freqtrade/optimize/backtesting.py
View File

@ -1078,6 +1078,8 @@ class Backtesting:
open_trade_count += 1 open_trade_count += 1
# logger.debug(f"{pair} - Emulate creation of new trade: {trade}.") # logger.debug(f"{pair} - Emulate creation of new trade: {trade}.")
open_trades[pair].append(trade) open_trades[pair].append(trade)
LocalTrade.add_bt_trade(trade)
self.wallets.update()
for trade in list(open_trades[pair]): for trade in list(open_trades[pair]):
# 3. Process entry orders. # 3. Process entry orders.
@ -1085,7 +1087,6 @@ class Backtesting:
if order and self._get_order_filled(order.price, row): if order and self._get_order_filled(order.price, row):
order.close_bt_order(current_time, trade) order.close_bt_order(current_time, trade)
trade.open_order_id = None trade.open_order_id = None
LocalTrade.add_bt_trade(trade)
self.wallets.update() self.wallets.update()
# 4. Create exit orders (if any) # 4. Create exit orders (if any)