Add confirm_trade_exit and confirm_trade_entry to backtesting

This commit is contained in:
rextea 2021-03-23 10:09:41 +02:00
parent dd5873ef24
commit 6856963aef
1 changed files with 19 additions and 2 deletions

View File

@ -30,7 +30,6 @@ from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.wallets import Wallets
logger = logging.getLogger(__name__)
# Indexes for backtest tuples
@ -252,8 +251,17 @@ class Backtesting:
sell = self.strategy.should_sell(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])
if sell.sell_flag:
time_in_force = self.strategy.order_time_in_force['sell']
# confirm_trade_exit
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=False)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, rate=sell_row[LOW_IDX],
time_in_force=time_in_force,
sell_reason=sell.sell_type.value):
return None
if sell.sell_flag:
trade.close_date = sell_row[DATE_IDX]
trade.sell_reason = sell.sell_type.value
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
@ -271,6 +279,15 @@ class Backtesting:
except DependencyException:
return None
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
order_type = self.strategy.order_types['buy']
time_in_force = self.strategy.order_time_in_force['sell']
# confirm_trade_entry
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
time_in_force=time_in_force):
return None
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
# Enter trade
trade = LocalTrade(