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Add very simple short logic to test-strategy

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Matthias
2021-09-22 20:36:03 +02:00
parent 5928ba9c88
commit 4c6b1cd55b
2 changed files with 18 additions and 3 deletions
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8
freqtrade/optimize/backtesting.py
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@@ -139,6 +139,10 @@ class Backtesting:
self.config['startup_candle_count'] = self.required_startup
self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
# TODO-lev: This should come from the configuration setting or better a
# TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
self._can_short = False
self.progress = BTProgress()
self.abort = False
@@ -499,8 +503,8 @@ class Backtesting:
def check_for_trade_entry(self, row) -> Optional[str]:
enter_long = row[LONG_IDX] == 1
exit_long = row[ELONG_IDX] == 1
enter_short = row[SHORT_IDX] == 1
exit_short = row[ESHORT_IDX] == 1
enter_short = self._can_short and row[SHORT_IDX] == 1
exit_short = self._can_short and row[ESHORT_IDX] == 1
if enter_long == 1 and not any([exit_long, enter_short]):
# Long