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Fix backtesting bug where trade.amount didn't equal the filled order amount

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This commit is contained in:
Matthias 2022-07-21 20:33:30 +02:00
parent 395e9e46c1
commit 9382c4bd75
2 changed files with 3 additions and 4 deletions
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5
freqtrade/persistence/trade_model.py
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@ -178,10 +178,9 @@ class Order(_DECL_BASE):
self.remaining = 0 self.remaining = 0
self.status = 'closed' self.status = 'closed'
self.ft_is_open = False self.ft_is_open = False
if (self.ft_order_side == trade.entry_side if (self.ft_order_side == trade.entry_side):
and len(trade.select_filled_orders(trade.entry_side)) == 1):
trade.open_rate = self.price trade.open_rate = self.price
trade.recalc_open_trade_value() trade.recalc_trade_from_orders()
trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True) trade.adjust_stop_loss(trade.open_rate, trade.stop_loss_pct, refresh=True)
@staticmethod @staticmethod

2
tests/test_freqtradebot.py
View File

@ -5760,7 +5760,7 @@ def test_position_adjust2(mocker, default_conf_usdt, fee) -> None:
(('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)), (('sell', 100, 11), (100.0, 5.0, 500.0, 596.0, 596.0, 1.189027)),
(('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)), (('buy', 150, 15), (250.0, 11.0, 2750.0, 596.0, 596.0, 1.189027)),
(('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)), (('sell', 100, 19), (150.0, 11.0, 1650.0, 1388.5, 792.5, 0.7186579)),
(('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.977153)), # final profit (sum) (('sell', 150, 23), (150.0, 11.0, 1650.0, 3175.75, 3175.75, 0.977153)), # final profit
) )
]) ])
def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: def test_position_adjust3(mocker, default_conf_usdt, fee, data) -> None: