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This is not needed since backtesting does not have open orders.

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This commit is contained in:
Reigo Reinmets 2021-12-26 20:01:48 +02:00
parent 045225beef
commit 817a65b656
1 changed files with 0 additions and 5 deletions
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5
freqtrade/optimize/backtesting.py
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@ -353,11 +353,6 @@ class Backtesting:
def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple
) -> LocalTrade: ) -> LocalTrade:
# If there is any open orders, wait for them to finish.
for order in trade.orders:
if order.ft_is_open:
return trade
current_profit = trade.calc_profit_ratio(row[OPEN_IDX]) current_profit = trade.calc_profit_ratio(row[OPEN_IDX])
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position, stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)( default_retval=None)(