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Fix bug with inversed sell signals in backtesting

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This commit is contained in:
Matthias 2021-09-05 08:59:18 +02:00
parent 49350f2a8e
commit 68b75af08e
1 changed files with 2 additions and 2 deletions
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4
freqtrade/optimize/backtesting.py
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@ -365,8 +365,8 @@ class Backtesting:
def _get_sell_trade_entry_for_candle(self, trade: LocalTrade, def _get_sell_trade_entry_for_candle(self, trade: LocalTrade,
sell_row: Tuple) -> Optional[LocalTrade]: sell_row: Tuple) -> Optional[LocalTrade]:
sell_candle_time = sell_row[DATE_IDX].to_pydatetime() sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
enter = sell_row[LONG_IDX] if trade.is_short else sell_row[SHORT_IDX] enter = sell_row[SHORT_IDX] if trade.is_short else sell_row[LONG_IDX]
exit_ = sell_row[ELONG_IDX] if trade.is_short else sell_row[ESHORT_IDX] exit_ = sell_row[ESHORT_IDX] if trade.is_short else sell_row[ELONG_IDX]
sell = self.strategy.should_exit( sell = self.strategy.should_exit(
trade, sell_row[OPEN_IDX], sell_candle_time, # type: ignore trade, sell_row[OPEN_IDX], sell_candle_time, # type: ignore
enter=enter, exit_=exit_, enter=enter, exit_=exit_,