adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

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

Browse Source
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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

5
freqtrade/persistence/trade_model.py
View File

@ -178,10 +178,9 @@ class Order(_DECL_BASE):
self.remaining = 0
self.status = 'closed'
self.ft_is_open = False
if (self.ft_order_side == trade.entry_side
and len(trade.select_filled_orders(trade.entry_side)) == 1):
if (self.ft_order_side == trade.entry_side):
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)
@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)),
(('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', 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: