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if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by confirm_trade_exit

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Brook Miles 2021-05-15 15:38:51 +09:00
parent 3aaf06a3e2
commit 2eac23a15f
1 changed files with 6 additions and 0 deletions
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6
freqtrade/optimize/backtesting.py
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@ -218,6 +218,12 @@ class Backtesting:
""" """
# Special handling if high or low hit STOP_LOSS or ROI # Special handling if high or low hit STOP_LOSS or ROI
if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
if trade.stop_loss > sell_row[HIGH_IDX]:
# our stoploss was already higher than candle high,
# possibly due to a cancelled trade exit.
# sell at open price.
return sell_row[OPEN_IDX]
# Set close_rate to stoploss # Set close_rate to stoploss
return trade.stop_loss return trade.stop_loss
elif sell.sell_type == (SellType.ROI): elif sell.sell_type == (SellType.ROI):