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Implement strategy-controlled stake sizes. Expose self.wallet to a strategy.

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This commit is contained in:
Rokas Kupstys
2021-07-11 12:20:31 +03:00
parent 2f33b97b95
commit 0e4466ca1e
7 changed files with 136 additions and 19 deletions
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15
freqtrade/optimize/backtesting.py
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@@ -129,6 +129,8 @@ class Backtesting:
"""
self.strategy: IStrategy = strategy
strategy.dp = self.dataprovider
# Attach Wallets to Strategy baseclass
IStrategy.wallets = self.wallets
# Set stoploss_on_exchange to false for backtesting,
# since a "perfect" stoploss-sell is assumed anyway
# And the regular "stoploss" function would not apply to that case
@@ -312,7 +314,18 @@ class Backtesting:
stake_amount = self.wallets.get_trade_stake_amount(pair, None)
except DependencyException:
return None
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05) or 0
max_stake_amount = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=None)(
pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
if not stake_amount:
return None
order_type = self.strategy.order_types['buy']
time_in_force = self.strategy.order_time_in_force['sell']