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Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting

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BT: Reporting canceled trade entries
This commit is contained in:
Matthias
2022-05-17 07:05:26 +02:00
committed by GitHub
parent b022680962 905b24bd4d
commit 6fd003c655
6 changed files with 20 additions and 0 deletions
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3
freqtrade/optimize/backtesting.py
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@@ -297,6 +297,7 @@ class Backtesting:
self.rejected_trades = 0
self.timedout_entry_orders = 0
self.timedout_exit_orders = 0
self.canceled_trade_entries = 0
self.dataprovider.clear_cache()
if enable_protections:
self._load_protections(self.strategy)
@@ -884,6 +885,7 @@ class Backtesting:
return True
elif self.check_order_replace(trade, order, current_time, row):
# delete trade due to user request
self.canceled_trade_entries += 1
return True
# default maintain trade
return False
@@ -1087,6 +1089,7 @@ class Backtesting:
'rejected_signals': self.rejected_trades,
'timedout_entry_orders': self.timedout_entry_orders,
'timedout_exit_orders': self.timedout_exit_orders,
'canceled_trade_entries': self.canceled_trade_entries,
'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
}

2
freqtrade/optimize/optimize_reports.py
View File

@@ -468,6 +468,7 @@ def generate_strategy_stats(pairlist: List[str],
'rejected_signals': content['rejected_signals'],
'timedout_entry_orders': content['timedout_entry_orders'],
'timedout_exit_orders': content['timedout_exit_orders'],
'canceled_trade_entries': content['canceled_trade_entries'],
'max_open_trades': max_open_trades,
'max_open_trades_setting': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
@@ -801,6 +802,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Entry/Exit Timeouts',
f"{strat_results.get('timedout_entry_orders', 'N/A')} / "
f"{strat_results.get('timedout_exit_orders', 'N/A')}"),
('Canceled Trade Entries', strat_results.get('canceled_trade_entries', 'N/A')),
('', ''), # Empty line to improve readability
('Min balance', round_coin_value(strat_results['csum_min'],