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Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify

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Gerald Lonlas
2018-03-02 23:28:36 -08:00
parent bbb1a31fda aa7aeb046e
commit 0632cf0f44
5 changed files with 17 additions and 24 deletions
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6
freqtrade/optimize/backtesting.py
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@@ -114,15 +114,13 @@ class Backtesting(object):
)
# calculate win/lose forwards from buy point
sell_subset = ticker[ticker.index > row.Index][['close', 'sell']]
sell_subset = ticker[ticker.index > row.Index][['close', 'sell', 'buy']]
for row2 in sell_subset.itertuples(index=True):
if max_open_trades > 0:
# Increase trade_count_lock for every iteration
trade_count_lock[row2.Index] = trade_count_lock.get(row2.Index, 0) + 1
# Buy is on is in the buy_subset there is a row that matches the date
# of the sell event
buy_signal = (buy_subset.index == row2.Index).any()
buy_signal = row2.buy
if(
self.analyze.should_sell(
trade=trade,