Add very simple short logic to test-strategy

freqtrade/optimize/backtesting.py

@@ -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
+        enter_short = self._can_short and row[SHORT_IDX] == 1
-        exit_short = row[ESHORT_IDX] == 1
+        exit_short = self._can_short and row[ESHORT_IDX] == 1
 
         if enter_long == 1 and not any([exit_long, enter_short]):
             # Long

tests/strategy/strats/strategy_test_v3.py

@@ -1,6 +1,7 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
 from datetime import datetime
+
 import talib.abstract as ta
 from pandas import DataFrame
 
@@ -138,7 +139,11 @@ class StrategyTestV3(IStrategy):
                 (dataframe['plus_di'] > self.buy_plusdi.value)
             ),
             'enter_long'] = 1
-        # TODO-lev: Add short logic
+        dataframe.loc[
+            (
+                qtpylib.crossed_below(dataframe['rsi'], self.sell_rsi.value)
+            ),
+            'enter_short'] = 1
 
         return dataframe
 
@@ -158,6 +163,12 @@ class StrategyTestV3(IStrategy):
             ),
             'exit_long'] = 1
 
+        dataframe.loc[
+            (
+                qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)
+            ),
+            'exit_short'] = 1
+
         # TODO-lev: Add short logic
         return dataframe