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Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades

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# Conflicts:
#	freqtrade/optimize/backtesting.py
This commit is contained in:
Antonio Della Fortuna
2023-01-11 18:55:57 +01:00
parent 7d27afd4b8 00dbc195ac
commit 534aa8f7ff
36 changed files with 1361 additions and 707 deletions
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21
freqtrade/optimize/backtesting.py
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@@ -1052,7 +1052,8 @@ class Backtesting:
def backtest_loop(
self, row: Tuple, pair: str, current_time: datetime, end_date: datetime,
open_trade_count_start: int, is_first: bool = True) -> int:
open_trade_count_start: int, trade_dir: Optional[LongShort],
is_first: bool = True) -> int:
"""
NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
@@ -1071,7 +1072,6 @@ class Backtesting:
# max_open_trades must be respected
# don't open on the last row
# We only open trades on the main candle, not on detail candles
trade_dir = self.check_for_trade_entry(row)
if (
(self._position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
and is_first
@@ -1163,7 +1163,15 @@ class Backtesting:
indexes[pair] = row_index
self.dataprovider._set_dataframe_max_index(row_index)
current_detail_time: datetime = row[DATE_IDX].to_pydatetime()
if self.timeframe_detail and pair in self.detail_data:
trade_dir: Optional[LongShort] = self.check_for_trade_entry(row)
if (
(trade_dir is not None or len(LocalTrade.bt_trades_open_pp[pair]) > 0)
and self.timeframe_detail and pair in self.detail_data
):
# Spread out into detail timeframe.
# Should only happen when we are either in a trade for this pair
# or when we got the signal for a new trade.
exit_candle_end = current_detail_time + timedelta(minutes=self.timeframe_min)
detail_data = self.detail_data[pair]
@@ -1175,7 +1183,7 @@ class Backtesting:
# Fall back to "regular" data if no detail data was found for this candle
open_trade_count_start = self.backtest_loop(
row, pair, current_time, end_date,
open_trade_count_start)
open_trade_count_start, trade_dir)
continue
detail_data.loc[:, 'enter_long'] = row[LONG_IDX]
detail_data.loc[:, 'exit_long'] = row[ELONG_IDX]
@@ -1188,12 +1196,13 @@ class Backtesting:
for det_row in detail_data[HEADERS].values.tolist():
open_trade_count_start = self.backtest_loop(
det_row, pair, current_time_det, end_date,
open_trade_count_start, is_first)
open_trade_count_start, trade_dir, is_first)
current_time_det += timedelta(minutes=self.timeframe_detail_min)
is_first = False
else:
open_trade_count_start = self.backtest_loop(
row, pair, current_time, end_date, open_trade_count_start)
row, pair, current_time, end_date,
open_trade_count_start, trade_dir)
# Move time one configured time_interval ahead.
self.progress.increment()