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Add forcesell at end of backtest period

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This commit is contained in:
xmatthias 2018-06-09 21:44:20 +02:00
parent 655155bbab
commit 5623ea3ac6
1 changed files with 21 additions and 0 deletions
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21
freqtrade/optimize/backtesting.py
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@ -130,6 +130,21 @@ class Backtesting(object):
(sell_row.date - buy_row.date).seconds // 60
), \
sell_row.date
if partial_ticker:
# no sell condition found - trade stil open at end of backtest period
sell_row = partial_ticker[-1]
logger.info('Force_selling still open trade %s with %s perc - %s', pair,
trade.calc_profit_percent(rate=sell_row.close),
trade.calc_profit(rate=sell_row.close))
return \
sell_row, \
(
pair,
trade.calc_profit_percent(rate=sell_row.close),
trade.calc_profit(rate=sell_row.close),
(sell_row.date - buy_row.date).seconds // 60
), \
sell_row.date
return None
def backtest(self, args: Dict) -> DataFrame:
@ -170,6 +185,7 @@ class Backtesting(object):
ticker_data.drop(ticker_data.head(1).index, inplace=True)
# TODO: why convert from Pandas to list??
ticker = [x for x in ticker_data.itertuples()]
lock_pair_until = None
@ -202,6 +218,11 @@ class Backtesting(object):
row.date.strftime('%s'),
row2.date.strftime('%s'),
index, trade_entry[3]))
else:
# Set lock_pair_until to end of testing period if trade could not be closed
# This happens only if the buy-signal was with the last candle
lock_pair_until = ticker_data.iloc[-1].date
# For now export inside backtest(), maybe change so that backtest()
# returns a tuple like: (dataframe, records, logs, etc)
if record and record.find('trades') >= 0: