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Call custom_exit_price only for sell_signal and custom_sell

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Matthias
2021-12-04 14:14:22 +01:00
parent 84ad176287
commit 68ac8008ec
3 changed files with 9 additions and 6 deletions
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12
freqtrade/optimize/backtesting.py
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@@ -365,11 +365,13 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_row[DATE_IDX],
proposed_rate=closerate, current_profit=current_profit)
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_row[DATE_IDX],
proposed_rate=closerate, current_profit=current_profit)
# Use the maximum between close_rate and low as we cannot sell outside of a candle.
# Applies when a new ROI setting comes in place and the whole candle is above that.
closerate = min(max(closerate, sell_row[LOW_IDX]), sell_row[HIGH_IDX])