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Small refactor to backtesting

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Matthias
2022-03-25 08:03:32 +01:00
parent 5f71232d6f
commit a004bcf00f
2 changed files with 2 additions and 5 deletions
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5
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.converter import trim_dataframe, trim_dataframes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, MarginMode, ExitType,
from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType, MarginMode,
TradingMode)
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -129,12 +129,9 @@ class Backtesting:
self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
self.margin_mode: MarginMode = config.get('margin_mode', MarginMode.NONE)
# strategies which define "can_short=True" will fail to load in Spot mode.
self._can_short = self.trading_mode != TradingMode.SPOT
self.progress = BTProgress()
self.abort = False
self.init_backtest()
def __del__(self):