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support price callback for partial exits in bt

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This will align results to how live works.
closes #7292
This commit is contained in:
Matthias
2022-08-27 08:50:09 +02:00
parent 9204f01312
commit 2b70c3d0c0
3 changed files with 23 additions and 19 deletions
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2
docs/bot-basics.md
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@@ -70,7 +70,7 @@ This loop will be repeated again and again until the bot is stopped.
* Determine stake size by calling the `custom_stake_amount()` callback.
* Check position adjustments for open trades if enabled and call `adjust_trade_position()` to determine if an additional order is requested.
* Call `custom_stoploss()` and `custom_exit()` to find custom exit points.
* For exits based on exit-signal and custom-exit: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
* For exits based on exit-signal, custom-exit and partial exits: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
* Generate backtest report output
!!! Note

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docs/strategy-callbacks.md
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@@ -423,7 +423,7 @@ class AwesomeStrategy(IStrategy):
!!! Warning "Backtesting"
Custom prices are supported in backtesting (starting with 2021.12), and orders will fill if the price falls within the candle's low/high range.
Orders that don't fill immediately are subject to regular timeout handling, which happens once per (detail) candle.
`custom_exit_price()` is only called for sells of type exit_signal and Custom exit. All other exit-types will use regular backtesting prices.
`custom_exit_price()` is only called for sells of type exit_signal, Custom exit and partial exits. All other exit-types will use regular backtesting prices.
## Custom order timeout rules