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BT: track canceled/replaced orders also.

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eSeR1805 2022-05-17 14:07:02 +03:00
parent 905b24bd4d
commit 6e8f24f6a7
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1 changed files with 6 additions and 0 deletions
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6
freqtrade/optimize/backtesting.py
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@ -298,6 +298,8 @@ class Backtesting:
self.timedout_entry_orders = 0 self.timedout_entry_orders = 0
self.timedout_exit_orders = 0 self.timedout_exit_orders = 0
self.canceled_trade_entries = 0 self.canceled_trade_entries = 0
self.canceled_entry_orders = 0
self.replaced_entry_orders = 0
self.dataprovider.clear_cache() self.dataprovider.clear_cache()
if enable_protections: if enable_protections:
self._load_protections(self.strategy) self._load_protections(self.strategy)
@ -935,6 +937,7 @@ class Backtesting:
return False return False
else: else:
del trade.orders[trade.orders.index(order)] del trade.orders[trade.orders.index(order)]
self.canceled_entry_orders += 1
# place new order if result was not None # place new order if result was not None
if requested_rate: if requested_rate:
@ -942,6 +945,7 @@ class Backtesting:
requested_rate=requested_rate, requested_rate=requested_rate,
requested_stake=(order.remaining * order.price), requested_stake=(order.remaining * order.price),
direction='short' if trade.is_short else 'long') direction='short' if trade.is_short else 'long')
self.replaced_entry_orders += 1
else: else:
# assumption: there can't be multiple open entry orders at any given time # assumption: there can't be multiple open entry orders at any given time
return (trade.nr_of_successful_entries == 0) return (trade.nr_of_successful_entries == 0)
@ -1090,6 +1094,8 @@ class Backtesting:
'timedout_entry_orders': self.timedout_entry_orders, 'timedout_entry_orders': self.timedout_entry_orders,
'timedout_exit_orders': self.timedout_exit_orders, 'timedout_exit_orders': self.timedout_exit_orders,
'canceled_trade_entries': self.canceled_trade_entries, 'canceled_trade_entries': self.canceled_trade_entries,
'canceled_entry_orders': self.canceled_entry_orders,
'replaced_entry_orders': self.replaced_entry_orders,
'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']), 'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
} }