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Fix backtest calculation problem with DCA

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closes #7287
This commit is contained in:
Matthias
2022-08-24 20:36:08 +02:00
parent a6d78a8615
commit 32faad9333
2 changed files with 17 additions and 9 deletions
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5
freqtrade/persistence/trade_model.py
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@@ -847,7 +847,7 @@ class LocalTrade():
avg_price = FtPrecise(0.0)
close_profit = 0.0
close_profit_abs = 0.0
profit = None
for o in self.orders:
if o.ft_is_open or not o.filled:
continue
@@ -874,8 +874,6 @@ class LocalTrade():
close_profit_abs += profit
close_profit = self.calc_profit_ratio(
exit_rate, amount=exit_amount, open_rate=avg_price)
if current_amount <= ZERO:
profit = close_profit_abs
else:
total_stake = total_stake + self._calc_open_trade_value(tmp_amount, price)
@@ -900,6 +898,7 @@ class LocalTrade():
# Close profit abs / maximum owned
# Fees are considered as they are part of close_profit_abs
self.close_profit = (close_profit_abs / total_stake) * self.leverage
self.close_profit_abs = close_profit_abs
def select_order_by_order_id(self, order_id: str) -> Optional[Order]:
"""