From 8480f537308994a67ee89015659d6cec09615435 Mon Sep 17 00:00:00 2001 From: chrisapril Date: Tue, 2 Jan 2018 16:05:54 +0100 Subject: [PATCH] add backtesting --- freqtrade/optimize/backtesting.py | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 984ca3e72..c3ce2ff6d 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -105,6 +105,10 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame], # calculate win/lose forwards from buy point for row2 in ticker[row.Index + 1:].itertuples(index=True): + + # Update statistic values for trailing stoploss + trade.update_stats(row2.close, backtest=True) + if max_open_trades > 0: # Increase trade_count_lock for every iteration trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1