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Extract protections in backtesting

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This commit is contained in:
Matthias 2022-01-30 17:17:03 +01:00
parent 7ac44380f7
commit 6637dacd7f
1 changed files with 6 additions and 3 deletions
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9
freqtrade/optimize/backtesting.py
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@ -630,6 +630,11 @@ class Backtesting:
self.rejected_trades += 1
return False
def run_protections(self, enable_protections, pair: str, current_time: datetime):
if enable_protections:
self.protections.stop_per_pair(pair, current_time)
self.protections.global_stop(current_time)
def backtest(self, processed: Dict,
start_date: datetime, end_date: datetime,
max_open_trades: int = 0, position_stacking: bool = False,
@ -736,9 +741,7 @@ class Backtesting:
open_trades[pair].remove(trade)
LocalTrade.close_bt_trade(trade)
trades.append(trade)
if enable_protections:
self.protections.stop_per_pair(pair, row[DATE_IDX])
self.protections.global_stop(current_time)
self.run_protections(enable_protections, pair, current_time)
# 5. Cancel expired buy/sell orders.
for order in [o for o in trade.orders if o.ft_is_open]: