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rename to buy_tag

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This commit is contained in:
kevinjulian
2021-07-21 20:05:35 +07:00
parent db1e676639
commit 49886874aa
15 changed files with 47 additions and 47 deletions
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12
freqtrade/optimize/backtesting.py
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@@ -43,7 +43,7 @@ CLOSE_IDX = 3
SELL_IDX = 4
LOW_IDX = 5
HIGH_IDX = 6
BUY_SIGNAL_NAME_IDX = 7
buy_tag_IDX = 7
class Backtesting:
@@ -210,7 +210,7 @@ class Backtesting:
"""
# Every change to this headers list must evaluate further usages of the resulting tuple
# and eventually change the constants for indexes at the top
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_signal_name']
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
data: Dict = {}
self.progress.init_step(BacktestState.CONVERT, len(processed))
@@ -221,7 +221,7 @@ class Backtesting:
if not pair_data.empty:
pair_data.loc[:, 'buy'] = 0 # cleanup if buy_signal is exist
pair_data.loc[:, 'sell'] = 0 # cleanup if sell_signal is exist
pair_data.loc[:, 'buy_signal_name'] = '' # cleanup if buy_signal_name is exist
pair_data.loc[:, 'buy_tag'] = '' # cleanup if buy_tag is exist
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
@@ -230,7 +230,7 @@ class Backtesting:
# from the previous candle
df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
df_analyzed.loc[:, 'buy_signal_name'] = df_analyzed.loc[:, 'buy_signal_name'].shift(1)
df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
@@ -265,7 +265,7 @@ class Backtesting:
# Worst case: price reaches stop_positive_offset and dives down.
stop_rate = (sell_row[OPEN_IDX] *
(1 + abs(self.strategy.trailing_stop_positive_offset) -
abs(self.strategy.trailing_stop_positive)))
abs(self.strategy.trailing_stop_positive)))
else:
# Worst case: price ticks tiny bit above open and dives down.
stop_rate = sell_row[OPEN_IDX] * (1 - abs(trade.stop_loss_pct))
@@ -370,7 +370,7 @@ class Backtesting:
fee_open=self.fee,
fee_close=self.fee,
is_open=True,
buy_signal_name=row[BUY_SIGNAL_NAME_IDX],
buy_tag=row[buy_tag_IDX],
exchange='backtesting',
)
return trade