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add backtesting

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chrisapril 2018-01-02 16:05:54 +01:00
parent 5a15d50a8d
commit 8480f53730
1 changed files with 4 additions and 0 deletions
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4
freqtrade/optimize/backtesting.py
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@ -105,6 +105,10 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point
for row2 in ticker[row.Index + 1:].itertuples(index=True): 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: if max_open_trades > 0:
# Increase trade_count_lock for every iteration # Increase trade_count_lock for every iteration
trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1 trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1