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Merge branch 'develop' into partial_sell2

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மனோஜ்குமார் பழனிச்சாமி
2022-04-04 20:26:35 +05:30
committed by GitHub
parent 4182908f1d 33841da382
commit 3498537506
9 changed files with 50 additions and 20 deletions
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12
freqtrade/optimize/backtesting.py
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@@ -14,7 +14,7 @@ from pandas import DataFrame
from freqtrade import constants
from freqtrade.configuration import TimeRange, validate_config_consistency
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.constants import DATETIME_PRINT_FORMAT, LongShort
from freqtrade.data import history
from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
from freqtrade.data.converter import trim_dataframe, trim_dataframes
@@ -655,7 +655,7 @@ class Backtesting:
def get_valid_price_and_stake(
self, pair: str, row: Tuple, propose_rate: float, stake_amount: Optional[float],
direction: str, current_time: datetime, entry_tag: Optional[str],
direction: LongShort, current_time: datetime, entry_tag: Optional[str],
trade: Optional[LocalTrade], order_type: str
) -> Tuple[float, float, float, float]:
@@ -663,7 +663,9 @@ class Backtesting:
propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=propose_rate)(
pair=pair, current_time=current_time,
proposed_rate=propose_rate, entry_tag=entry_tag) # default value is the open rate
proposed_rate=propose_rate, entry_tag=entry_tag,
side=direction,
) # default value is the open rate
# We can't place orders higher than current high (otherwise it'd be a stop limit buy)
# which freqtrade does not support in live.
if direction == "short":
@@ -714,7 +716,7 @@ class Backtesting:
return propose_rate, stake_amount_val, leverage, min_stake_amount
def _enter_trade(self, pair: str, row: Tuple, direction: str,
def _enter_trade(self, pair: str, row: Tuple, direction: LongShort,
stake_amount: Optional[float] = None,
trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
@@ -847,7 +849,7 @@ class Backtesting:
self.rejected_trades += 1
return False
def check_for_trade_entry(self, row) -> Optional[str]:
def check_for_trade_entry(self, row) -> Optional[LongShort]:
enter_long = row[LONG_IDX] == 1
exit_long = row[ELONG_IDX] == 1
enter_short = self._can_short and row[SHORT_IDX] == 1