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Change rate to acctual close rate

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This commit is contained in:
rextea 2021-03-25 10:25:25 +02:00
parent ec15610bff
commit 0ca95aa0c2
1 changed files with 11 additions and 11 deletions
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22
freqtrade/optimize/backtesting.py
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@ -30,7 +30,6 @@ from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.wallets import Wallets from freqtrade.wallets import Wallets
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
# Indexes for backtest tuples # Indexes for backtest tuples
@ -253,20 +252,21 @@ class Backtesting:
sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX], sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX]) low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
time_in_force = self.strategy.order_time_in_force['sell']
# confirm_trade_exit
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=sell_row[LOW_IDX],
time_in_force=time_in_force,
sell_reason=sell.sell_type.value):
return None
if sell.sell_flag: if sell.sell_flag:
trade.close_date = sell_row[DATE_IDX] trade.close_date = sell_row[DATE_IDX]
trade.sell_reason = sell.sell_type.value trade.sell_reason = sell.sell_type.value
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60) trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate,
time_in_force=time_in_force,
sell_reason=sell.sell_type.value):
return None
trade.close(closerate, show_msg=False) trade.close(closerate, show_msg=False)
return trade return trade
@ -283,7 +283,7 @@ class Backtesting:
order_type = self.strategy.order_types['buy'] order_type = self.strategy.order_types['buy']
time_in_force = self.strategy.order_time_in_force['sell'] time_in_force = self.strategy.order_time_in_force['sell']
# confirm_trade_entry # Confirm trade entry:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)( if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX], pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
time_in_force=time_in_force): time_in_force=time_in_force):