use filled time calculate duration
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@ -534,7 +534,7 @@ class Backtesting:
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if sell.sell_flag:
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trade.close_date = sell_candle_time
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trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
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trade_dur = int((trade.close_date_utc - trade.filled_date_utc).total_seconds() // 60)
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try:
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closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
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except ValueError:
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@ -366,6 +366,10 @@ class LocalTrade():
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else:
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return self.amount
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@property
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def filled_date_utc(self):
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return self.select_order('buy', is_open=False).order_filled_date.replace(tzinfo=timezone.utc)
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@property
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def open_date_utc(self):
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return self.open_date.replace(tzinfo=timezone.utc)
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