adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Extract backtest order closing to models class

Browse Source
This commit is contained in:
Matthias 2022-01-30 15:44:13 +01:00
parent 090554f197
commit 7ac44380f7
2 changed files with 9 additions and 11 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

14
freqtrade/optimize/backtesting.py
View File

@ -591,9 +591,7 @@ class Backtesting:
cost=stake_amount + trade.fee_open, cost=stake_amount + trade.fee_open,
) )
if pos_adjust and self._get_order_filled(order.price, row): if pos_adjust and self._get_order_filled(order.price, row):
order.filled = order.amount order.close_bt_order(current_time)
order.status = 'closed'
order.ft_is_open = False
else: else:
trade.open_order_id = self.order_id_counter trade.open_order_id = self.order_id_counter
trade.orders.append(order) trade.orders.append(order)
@ -718,11 +716,8 @@ class Backtesting:
# 2. Process buy orders. # 2. Process buy orders.
order = trade.select_order('buy', is_open=True) order = trade.select_order('buy', is_open=True)
if order and self._get_order_filled(order.price, row): if order and self._get_order_filled(order.price, row):
order.order_filled_date = row[DATE_IDX] order.close_bt_order(current_time)
trade.open_order_id = None trade.open_order_id = None
order.filled = order.amount
order.status = 'closed'
order.ft_is_open = False
LocalTrade.add_bt_trade(trade) LocalTrade.add_bt_trade(trade)
# 3. Create sell orders (if any) # 3. Create sell orders (if any)
@ -733,10 +728,7 @@ class Backtesting:
order = trade.select_order('sell', is_open=True) order = trade.select_order('sell', is_open=True)
if order and self._get_order_filled(order.price, row): if order and self._get_order_filled(order.price, row):
trade.open_order_id = None trade.open_order_id = None
order.order_filled_date = trade.close_date = row[DATE_IDX] trade.close_date = current_time
order.filled = order.amount
order.status = 'closed'
order.ft_is_open = False
trade.close(order.price, show_msg=False) trade.close(order.price, show_msg=False)
# logger.debug(f"{pair} - Backtesting sell {trade}") # logger.debug(f"{pair} - Backtesting sell {trade}")

6
freqtrade/persistence/models.py
View File

@ -188,6 +188,12 @@ class Order(_DECL_BASE):
'status': self.status, 'status': self.status,
} }
def close_bt_order(self, close_date: datetime):
self.order_filled_date = close_date
self.filled = self.amount
self.status = 'closed'
self.ft_is_open = False
@staticmethod @staticmethod
def update_orders(orders: List['Order'], order: Dict[str, Any]): def update_orders(orders: List['Order'], order: Dict[str, Any]):
""" """