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add margin mode to backtesting

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This commit is contained in:
Sam Germain 2022-02-26 14:11:21 -06:00
parent 6dbd249570
commit 8af2ea754f
1 changed files with 2 additions and 1 deletions
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freqtrade/optimize/backtesting.py
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@ -19,7 +19,7 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
from freqtrade.data.converter import trim_dataframe, trim_dataframes from freqtrade.data.converter import trim_dataframe, trim_dataframes
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import BacktestState, CandleType, SellType, TradingMode from freqtrade.enums import BacktestState, CandleType, MarginMode, SellType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import get_strategy_run_id from freqtrade.misc import get_strategy_run_id
@ -130,6 +130,7 @@ class Backtesting:
# TODO-lev: This should come from the configuration setting or better a # TODO-lev: This should come from the configuration setting or better a
# TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange # TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT) self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
self.margin_mode: MarginMode = config.get('trading_mode', MarginMode.NONE)
self._can_short = self.trading_mode != TradingMode.SPOT self._can_short = self.trading_mode != TradingMode.SPOT
self.progress = BTProgress() self.progress = BTProgress()