diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 0b884dae5..1dcf6428b 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -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(