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Add dataframe parameter to custom_stoploss() and custom_sell() methods.

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Rokas Kupstys
2021-04-25 09:15:56 +03:00
parent 961b38636f
commit 595b8735f8
5 changed files with 27 additions and 21 deletions
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7
freqtrade/optimize/backtesting.py
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@@ -247,9 +247,10 @@ class Backtesting:
else:
return sell_row[OPEN_IDX]
def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
def _get_sell_trade_entry(self, dataframe: DataFrame, trade: LocalTrade,
sell_row: Tuple) -> Optional[LocalTrade]:
sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore
sell = self.strategy.should_sell(dataframe, trade, sell_row[OPEN_IDX], # type: ignore
sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
@@ -396,7 +397,7 @@ class Backtesting:
for trade in open_trades[pair]:
# also check the buying candle for sell conditions.
trade_entry = self._get_sell_trade_entry(trade, row)
trade_entry = self._get_sell_trade_entry(processed[pair], trade, row)
# Sell occured
if trade_entry:
# logger.debug(f"{pair} - Backtesting sell {trade}")