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Add specific test for _get_adjust_trade_entry_for_candle

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Matthias
2022-05-27 20:34:26 +02:00
parent 88e227d618
commit 05ca4fed06
2 changed files with 93 additions and 1 deletions
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8
freqtrade/optimize/backtesting.py
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@@ -495,6 +495,7 @@ class Backtesting:
def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
) -> LocalTrade:
current_rate = row[OPEN_IDX]
current_date = row[DATE_IDX].to_pydatetime()
current_profit = trade.calc_profit_ratio(current_rate)
min_stake = self.exchange.get_min_pair_stake_amount(trade.pair, current_rate, -0.1)
max_stake = self.exchange.get_max_pair_stake_amount(trade.pair, current_rate)
@@ -502,7 +503,7 @@ class Backtesting:
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
trade=trade, # type: ignore[arg-type]
current_time=row[DATE_IDX].to_pydatetime(), current_rate=current_rate,
current_time=current_date, current_rate=current_rate,
current_profit=current_profit, min_stake=min_stake,
max_stake=min(max_stake, stake_available),
current_entry_rate=current_rate, current_exit_rate=current_rate,
@@ -528,6 +529,11 @@ class Backtesting:
return trade
pos_trade = self._exit_trade(trade, row, current_rate, amount)
if pos_trade is not None:
order = pos_trade.orders[-1]
if self._get_order_filled(order.price, row):
order.close_bt_order(current_date, trade)
trade.process_exit_sub_trade(order)
trade.recalc_trade_from_orders()
self.wallets.update()
return pos_trade