Merge pull request #4454 from freqtrade/backtest_compound_speed

Backtest compound, wallet, ...

freqtrade/plugins/protections/cooldown_period.py

@@ -44,7 +44,8 @@ class CooldownPeriod(IProtection):
         trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
         if trades:
             # Get latest trade
-            trade = sorted(trades, key=lambda t: t.close_date)[-1]
+            # Ignore type error as we know we only get closed trades.
+            trade = sorted(trades, key=lambda t: t.close_date)[-1]  # type: ignore
             self.log_once(f"Cooldown for {pair} for {self.stop_duration_str}.", logger.info)
             until = self.calculate_lock_end([trade], self._stop_duration)
 

freqtrade/plugins/protections/iprotection.py

@@ -7,7 +7,7 @@ from typing import Any, Dict, List, Optional, Tuple
 from freqtrade.exchange import timeframe_to_minutes
 from freqtrade.misc import plural
 from freqtrade.mixins import LoggingMixin
-from freqtrade.persistence import Trade
+from freqtrade.persistence import LocalTrade
 
 
 logger = logging.getLogger(__name__)
@@ -93,11 +93,11 @@ class IProtection(LoggingMixin, ABC):
         """
 
     @staticmethod
-    def calculate_lock_end(trades: List[Trade], stop_minutes: int) -> datetime:
+    def calculate_lock_end(trades: List[LocalTrade], stop_minutes: int) -> datetime:
         """
         Get lock end time
         """
-        max_date: datetime = max([trade.close_date for trade in trades])
+        max_date: datetime = max([trade.close_date for trade in trades if trade.close_date])
         # comming from Database, tzinfo is not set.
         if max_date.tzinfo is None:
             max_date = max_date.replace(tzinfo=timezone.utc)

freqtrade/plugins/protections/low_profit_pairs.py

@@ -53,7 +53,7 @@ class LowProfitPairs(IProtection):
             # Not enough trades in the relevant period
             return False, None, None
 
-        profit = sum(trade.close_profit for trade in trades)
+        profit = sum(trade.close_profit for trade in trades if trade.close_profit)
         if profit < self._required_profit:
             self.log_once(
                 f"Trading for {pair} stopped due to {profit:.2f} < {self._required_profit} "

freqtrade/plugins/protections/max_drawdown_protection.py

@@ -55,7 +55,7 @@ class MaxDrawdown(IProtection):
 
         # Drawdown is always positive
         try:
-            drawdown, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
+            drawdown, _, _, _, _ = calculate_max_drawdown(trades_df, value_col='close_profit')
         except ValueError:
             return False, None, None
 

freqtrade/plugins/protections/stoploss_guard.py

@@ -56,7 +56,7 @@ class StoplossGuard(IProtection):
         trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
                     SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
                     SellType.STOPLOSS_ON_EXCHANGE.value)
-                      and trade.close_profit < 0)]
+                      and trade.close_profit and trade.close_profit < 0)]
 
         if len(trades) < self._trade_limit:
             return False, None, None