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Use sell-reason value in backtesting, not the enum object

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Matthias
2021-02-06 10:30:50 +01:00
parent b5177eadab
commit 712d503e6c
6 changed files with 19 additions and 10 deletions
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9
freqtrade/optimize/backtesting.py
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@@ -259,11 +259,11 @@ class Backtesting:
sell_row[BUY_IDX], sell_row[SELL_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
if sell.sell_flag:
trade_dur = int((sell_row[DATE_IDX] - trade.open_date).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
trade.close_date = sell_row[DATE_IDX]
trade.sell_reason = sell.sell_type
trade.sell_reason = sell.sell_type.value
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)
trade.close(closerate, show_msg=False)
return trade
@@ -281,7 +281,7 @@ class Backtesting:
sell_row = data[pair][-1]
trade.close_date = sell_row[DATE_IDX]
trade.sell_reason = SellType.FORCE_SELL
trade.sell_reason = SellType.FORCE_SELL.value
trade.close(sell_row[OPEN_IDX], show_msg=False)
# Deepcopy object to have wallets update correctly
trade1 = deepcopy(trade)
@@ -366,6 +366,7 @@ class Backtesting:
fee_open=self.fee,
fee_close=self.fee,
is_open=True,
exchange='backtesting',
)
# TODO: hacky workaround to avoid opening > max_open_trades
# This emulates previous behaviour - not sure if this is correct

2
freqtrade/optimize/optimize_reports.py
View File

@@ -132,7 +132,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
tabular_data.append(
{
'sell_reason': reason.value,
'sell_reason': reason,
'trades': count,
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),