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Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions

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theluxaz
2021-10-18 23:56:41 +03:00
parent 0bb7ea10ab
commit 69a59cdf37
10 changed files with 206 additions and 221 deletions
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21
freqtrade/optimize/backtesting.py
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@@ -44,7 +44,8 @@ SELL_IDX = 4
LOW_IDX = 5
HIGH_IDX = 6
BUY_TAG_IDX = 7
SELL_TAG_IDX = 8
EXIT_TAG_IDX = 8
class Backtesting:
"""
@@ -247,7 +248,7 @@ class Backtesting:
"""
# Every change to this headers list must evaluate further usages of the resulting tuple
# and eventually change the constants for indexes at the top
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag', 'sell_tag']
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag', 'exit_tag']
data: Dict = {}
self.progress.init_step(BacktestState.CONVERT, len(processed))
@@ -259,7 +260,7 @@ class Backtesting:
pair_data.loc[:, 'buy'] = 0 # cleanup if buy_signal is exist
pair_data.loc[:, 'sell'] = 0 # cleanup if sell_signal is exist
pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist
pair_data.loc[:, 'sell_tag'] = None # cleanup if sell_tag is exist
pair_data.loc[:, 'exit_tag'] = None # cleanup if exit_tag is exist
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
@@ -271,7 +272,7 @@ class Backtesting:
df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
df_analyzed.loc[:, 'sell_tag'] = df_analyzed.loc[:, 'sell_tag'].shift(1)
df_analyzed.loc[:, 'exit_tag'] = df_analyzed.loc[:, 'exit_tag'].shift(1)
# Update dataprovider cache
self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
@@ -359,8 +360,10 @@ class Backtesting:
if sell.sell_flag:
trade.close_date = sell_candle_time
if(sell_row[SELL_TAG_IDX] is not None):
trade.sell_tag = sell_row[SELL_TAG_IDX]
if(sell_row[EXIT_TAG_IDX] is not None):
trade.exit_tag = sell_row[EXIT_TAG_IDX]
else:
trade.exit_tag = None
trade.sell_reason = sell.sell_reason
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@@ -389,7 +392,7 @@ class Backtesting:
detail_data = detail_data.loc[
(detail_data['date'] >= sell_candle_time) &
(detail_data['date'] < sell_candle_end)
].copy()
].copy()
if len(detail_data) == 0:
# Fall back to "regular" data if no detail data was found for this candle
return self._get_sell_trade_entry_for_candle(trade, sell_row)
@@ -435,7 +438,7 @@ class Backtesting:
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
# Enter trade
has_buy_tag = len(row) >= BUY_TAG_IDX + 1
has_sell_tag = len(row) >= SELL_TAG_IDX + 1
has_exit_tag = len(row) >= EXIT_TAG_IDX + 1
trade = LocalTrade(
pair=pair,
open_rate=row[OPEN_IDX],
@@ -446,7 +449,7 @@ class Backtesting:
fee_close=self.fee,
is_open=True,
buy_tag=row[BUY_TAG_IDX] if has_buy_tag else None,
sell_tag=row[SELL_TAG_IDX] if has_sell_tag else None,
exit_tag=row[EXIT_TAG_IDX] if has_exit_tag else None,
exchange='backtesting',
)
return trade