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Only query date once from list

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This commit is contained in:
Matthias 2021-08-09 15:42:17 +02:00
parent 8bb42a07ce
commit 5bfb9edf02
1 changed files with 4 additions and 4 deletions
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8
freqtrade/optimize/backtesting.py
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@ -323,14 +323,14 @@ class Backtesting:
return sell_row[OPEN_IDX] return sell_row[OPEN_IDX]
def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]: def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore
sell_row[DATE_IDX].to_pydatetime(), sell_row[BUY_IDX], sell_candle_time, sell_row[BUY_IDX],
sell_row[SELL_IDX], sell_row[SELL_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX]) low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
if sell.sell_flag: if sell.sell_flag:
trade.close_date = sell_row[DATE_IDX].to_pydatetime() trade.close_date = sell_candle_time
trade.sell_reason = sell.sell_reason trade.sell_reason = sell.sell_reason
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60) trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@ -342,7 +342,7 @@ class Backtesting:
rate=closerate, rate=closerate,
time_in_force=time_in_force, time_in_force=time_in_force,
sell_reason=sell.sell_reason, sell_reason=sell.sell_reason,
current_time=sell_row[DATE_IDX].to_pydatetime()): current_time=sell_candle_time):
return None return None
trade.close(closerate, show_msg=False) trade.close(closerate, show_msg=False)