Merge branch 'develop' into feature_keyval_storage

This commit is contained in:
eSeR1805
2022-06-09 11:35:35 +03:00
20 changed files with 142 additions and 56 deletions

View File

@@ -969,6 +969,7 @@ class Backtesting:
return False
else:
del trade.orders[trade.orders.index(order)]
trade.open_order_id = None
self.canceled_entry_orders += 1
# place new order if result was not None
@@ -1097,6 +1098,7 @@ class Backtesting:
# 5. Process exit orders.
order = trade.select_order(trade.exit_side, is_open=True)
if order and self._get_order_filled(order.price, row):
order.close_bt_order(current_time, trade)
trade.open_order_id = None
trade.close_date = current_time
trade.close(order.price, show_msg=False)

View File

@@ -4,7 +4,6 @@ from datetime import datetime, timedelta, timezone
from pathlib import Path
from typing import Any, Dict, List, Union
from numpy import int64
from pandas import DataFrame, to_datetime
from tabulate import tabulate
@@ -417,9 +416,6 @@ def generate_strategy_stats(pairlist: List[str],
key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
worst_pair = min([pair for pair in pair_results if pair['key'] != 'TOTAL'],
key=lambda x: x['profit_sum']) if len(pair_results) > 1 else None
if not results.empty:
results['open_timestamp'] = results['open_date'].view(int64) // 1e6
results['close_timestamp'] = results['close_date'].view(int64) // 1e6
backtest_days = (max_date - min_date).days or 1
strat_stats = {