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Prepare protections for backtesting

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Matthias
2020-11-16 20:09:34 +01:00
parent 3426e99b8b
commit 98c88fa58e
6 changed files with 84 additions and 34 deletions
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16
freqtrade/plugins/protections/low_profit_pairs.py
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@@ -40,13 +40,15 @@ class LowProfitPairs(IProtection):
Evaluate recent trades for pair
"""
look_back_until = date_now - timedelta(minutes=self._lookback_period)
filters = [
Trade.is_open.is_(False),
Trade.close_date > look_back_until,
]
if pair:
filters.append(Trade.pair == pair)
trades = Trade.get_trades(filters).all()
# filters = [
# Trade.is_open.is_(False),
# Trade.close_date > look_back_until,
# ]
# if pair:
# filters.append(Trade.pair == pair)
trades = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
# trades = Trade.get_trades(filters).all()
if len(trades) < self._trade_limit:
# Not enough trades in the relevant period
return False, None, None