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updated backtest

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This commit is contained in:
Kavinkumar
2022-03-02 13:24:58 +05:30
parent a031216ecc
commit 3dab31df29
2 changed files with 15 additions and 11 deletions
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24
freqtrade/optimize/backtesting.py
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@@ -482,7 +482,7 @@ class Backtesting:
closerate: float, amount: float = None) -> Optional[LocalTrade]:
self.order_id_counter += 1
if amount:
a = trade.select_filled_orders('buy')[-1].safe_filled
a = trade.select_filled_orders('buy')[-1].safe_price
logger.info(f'{closerate}, {amount}, {a}, selling'+'\n'*3)
else:
@@ -494,7 +494,7 @@ class Backtesting:
ft_trade_id=trade.id,
order_date=sell_candle_time,
order_update_date=sell_candle_time,
ft_is_open=True,
ft_is_open=False,
ft_pair=trade.pair,
order_id=str(self.order_id_counter),
symbol=trade.pair,
@@ -816,16 +816,20 @@ class Backtesting:
order = trade.select_order('sell', is_open=True)
if order and self._get_order_filled(order.price, row):
trade.open_order_id = None
trade.close_date = current_time
trade.close(order.price, show_msg=False)
sub_trade = order.safe_filled != trade.amount
if sub_trade:
order.close_bt_order(current_time)
else:
trade.close_date = current_time
trade.close(order.price, show_msg=False)
# logger.debug(f"{pair} - Backtesting sell {trade}")
open_trade_count -= 1
open_trades[pair].remove(trade)
LocalTrade.close_bt_trade(trade)
trades.append(trade)
# logger.debug(f"{pair} - Backtesting sell {trade}")
open_trade_count -= 1
open_trades[pair].remove(trade)
LocalTrade.close_bt_trade(trade)
trades.append(trade)
self.run_protections(enable_protections, pair, current_time)
self.wallets.update()
self.run_protections(enable_protections, pair, current_time)
# 5. Cancel expired buy/sell orders.
if self.check_order_cancel(trade, current_time):