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align `max_entry_position_adjustment` behavior of backtesting to live 

closes #7293
This commit is contained in:
Matthias 2022-08-25 20:36:17 +02:00
parent 1fd223c815
commit 53d46a0385
1 changed files with 11 additions and 12 deletions
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23
freqtrade/optimize/backtesting.py
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@ -534,12 +534,16 @@ class Backtesting:
# Check if we should increase our position # Check if we should increase our position
if stake_amount is not None and stake_amount > 0.0: if stake_amount is not None and stake_amount > 0.0:
check_adjust_entry = True
pos_trade = self._enter_trade( if self.strategy.max_entry_position_adjustment > -1:
trade.pair, row, 'short' if trade.is_short else 'long', stake_amount, trade) entry_count = trade.nr_of_successful_entries
if pos_trade is not None: check_adjust_entry = (entry_count <= self.strategy.max_entry_position_adjustment)
self.wallets.update() if check_adjust_entry:
return pos_trade pos_trade = self._enter_trade(
trade.pair, row, 'short' if trade.is_short else 'long', stake_amount, trade)
if pos_trade is not None:
self.wallets.update()
return pos_trade
if stake_amount is not None and stake_amount < 0.0: if stake_amount is not None and stake_amount < 0.0:
amount = abs(stake_amount) / current_rate amount = abs(stake_amount) / current_rate
@ -570,12 +574,7 @@ class Backtesting:
# Check if we need to adjust our current positions # Check if we need to adjust our current positions
if self.strategy.position_adjustment_enable: if self.strategy.position_adjustment_enable:
check_adjust_entry = True trade = self._get_adjust_trade_entry_for_candle(trade, row)
if self.strategy.max_entry_position_adjustment > -1:
entry_count = trade.nr_of_successful_entries
check_adjust_entry = (entry_count <= self.strategy.max_entry_position_adjustment)
if check_adjust_entry:
trade = self._get_adjust_trade_entry_for_candle(trade, row)
enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX] enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX]
exit_sig = row[ESHORT_IDX] if trade.is_short else row[ELONG_IDX] exit_sig = row[ESHORT_IDX] if trade.is_short else row[ELONG_IDX]