Merge branch 'develop' into feature_keyval_storage
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@@ -969,6 +969,7 @@ class Backtesting:
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return False
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else:
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del trade.orders[trade.orders.index(order)]
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trade.open_order_id = None
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self.canceled_entry_orders += 1
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# place new order if result was not None
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@@ -1097,6 +1098,7 @@ class Backtesting:
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# 5. Process exit orders.
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order = trade.select_order(trade.exit_side, is_open=True)
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if order and self._get_order_filled(order.price, row):
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order.close_bt_order(current_time, trade)
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trade.open_order_id = None
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trade.close_date = current_time
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trade.close(order.price, show_msg=False)
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@@ -4,7 +4,6 @@ from datetime import datetime, timedelta, timezone
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from pathlib import Path
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from typing import Any, Dict, List, Union
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from numpy import int64
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from pandas import DataFrame, to_datetime
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from tabulate import tabulate
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@@ -417,9 +416,6 @@ def generate_strategy_stats(pairlist: List[str],
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key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
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worst_pair = min([pair for pair in pair_results if pair['key'] != 'TOTAL'],
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key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
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if not results.empty:
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results['open_timestamp'] = results['open_date'].view(int64) // 1e6
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results['close_timestamp'] = results['close_date'].view(int64) // 1e6
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backtest_days = (max_date - min_date).days or 1
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strat_stats = {
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