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Merge pull request #6282 from xataxxx/develop

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Fix missing order time data in backtesting.
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Matthias 2022-01-24 06:59:21 +01:00 committed by GitHub
commit 6d91ceb28c
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1 changed files with 8 additions and 5 deletions
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13
freqtrade/optimize/backtesting.py
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@ -462,11 +462,11 @@ class Backtesting:
def _enter_trade(self, pair: str, row: Tuple, stake_amount: Optional[float] = None,
trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]:
current_time = row[DATE_IDX].to_pydatetime()
# let's call the custom entry price, using the open price as default price
propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=row[OPEN_IDX])(
pair=pair, current_time=row[DATE_IDX].to_pydatetime(),
pair=pair, current_time=current_time,
proposed_rate=row[OPEN_IDX]) # default value is the open rate
# Move rate to within the candle's low/high rate
@ -484,7 +484,7 @@ class Backtesting:
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=stake_amount)(
pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=propose_rate,
pair=pair, current_time=current_time, current_rate=propose_rate,
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
@ -500,7 +500,7 @@ class Backtesting:
if not pos_adjust:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,
time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
time_in_force=time_in_force, current_time=current_time):
return None
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
@ -511,7 +511,7 @@ class Backtesting:
trade = LocalTrade(
pair=pair,
open_rate=propose_rate,
open_date=row[DATE_IDX].to_pydatetime(),
open_date=current_time,
stake_amount=stake_amount,
amount=amount,
fee_open=self.fee,
@ -531,6 +531,9 @@ class Backtesting:
side="buy",
order_type="market",
status="closed",
order_date=current_time,
order_filled_date=current_time,
order_update_date=current_time,
price=propose_rate,
average=propose_rate,
amount=amount,