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Merge branch 'develop' into patch-10

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மனோஜ்குமார் பழனிச்சாமி
2022-05-17 08:07:13 +05:30
committed by GitHub
parent 64670726a6 528509f809
commit 7cd0f8a7b1
31 changed files with 352 additions and 127 deletions
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30
freqtrade/optimize/backtesting.py
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@@ -535,6 +535,7 @@ class Backtesting:
if exit_.exit_flag:
trade.close_date = exit_candle_time
exit_reason = exit_.exit_reason
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
try:
@@ -545,6 +546,15 @@ class Backtesting:
current_profit = trade.calc_profit_ratio(close_rate)
order_type = self.strategy.order_types['exit']
if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT):
# Checks and adds an exit tag, after checking that the length of the
# row has the length for an exit tag column
if(
len(row) > EXIT_TAG_IDX
and row[EXIT_TAG_IDX] is not None
and len(row[EXIT_TAG_IDX]) > 0
and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
):
exit_reason = row[EXIT_TAG_IDX]
# Custom exit pricing only for exit-signals
if order_type == 'limit':
close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
@@ -552,7 +562,7 @@ class Backtesting:
pair=trade.pair, trade=trade,
current_time=exit_candle_time,
proposed_rate=close_rate, current_profit=current_profit,
exit_tag=exit_.exit_reason)
exit_tag=exit_reason)
# We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately
if trade.is_short:
@@ -566,22 +576,12 @@ class Backtesting:
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=close_rate,
time_in_force=time_in_force,
sell_reason=exit_.exit_reason, # deprecated
exit_reason=exit_.exit_reason,
sell_reason=exit_reason, # deprecated
exit_reason=exit_reason,
current_time=exit_candle_time):
return None
trade.exit_reason = exit_.exit_reason
# Checks and adds an exit tag, after checking that the length of the
# row has the length for an exit tag column
if(
len(row) > EXIT_TAG_IDX
and row[EXIT_TAG_IDX] is not None
and len(row[EXIT_TAG_IDX]) > 0
and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
):
trade.exit_reason = row[EXIT_TAG_IDX]
trade.exit_reason = exit_reason
self.order_id_counter += 1
order = Order(
@@ -812,11 +812,11 @@ class Backtesting:
remaining=amount,
cost=stake_amount + trade.fee_open,
)
trade.orders.append(order)
if pos_adjust and self._get_order_filled(order.price, row):
order.close_bt_order(current_time, trade)
else:
trade.open_order_id = str(self.order_id_counter)
trade.orders.append(order)
trade.recalc_trade_from_orders()
return trade