From a0b25938f472d4941b7f08986a88c0c69b356e7e Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 15 May 2022 17:41:50 +0200 Subject: [PATCH] Fix exit_reason assignment in backtesting --- freqtrade/optimize/backtesting.py | 28 ++++++++++++++-------------- 1 file changed, 14 insertions(+), 14 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 621812b0a..64107ae18 100755 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -535,6 +535,7 @@ class Backtesting: if exit_.exit_flag: trade.close_date = exit_candle_time + exit_reason = exit_.exit_reason trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60) try: @@ -545,6 +546,15 @@ class Backtesting: current_profit = trade.calc_profit_ratio(closerate) order_type = self.strategy.order_types['exit'] if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT): + # Checks and adds an exit tag, after checking that the length of the + # row has the length for an exit tag column + if( + len(row) > EXIT_TAG_IDX + and row[EXIT_TAG_IDX] is not None + and len(row[EXIT_TAG_IDX]) > 0 + and exit_.exit_type in (ExitType.EXIT_SIGNAL,) + ): + exit_reason = row[EXIT_TAG_IDX] # Custom exit pricing only for exit-signals if order_type == 'limit': closerate = strategy_safe_wrapper(self.strategy.custom_exit_price, @@ -552,7 +562,7 @@ class Backtesting: pair=trade.pair, trade=trade, current_time=exit_candle_time, proposed_rate=closerate, current_profit=current_profit, - exit_tag=exit_.exit_reason) + exit_tag=exit_reason) # We can't place orders lower than current low. # freqtrade does not support this in live, and the order would fill immediately if trade.is_short: @@ -566,22 +576,12 @@ class Backtesting: pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, rate=closerate, time_in_force=time_in_force, - sell_reason=exit_.exit_reason, # deprecated - exit_reason=exit_.exit_reason, + sell_reason=exit_reason, # deprecated + exit_reason=exit_reason, current_time=exit_candle_time): return None - trade.exit_reason = exit_.exit_reason - - # Checks and adds an exit tag, after checking that the length of the - # row has the length for an exit tag column - if( - len(row) > EXIT_TAG_IDX - and row[EXIT_TAG_IDX] is not None - and len(row[EXIT_TAG_IDX]) > 0 - and exit_.exit_type in (ExitType.EXIT_SIGNAL,) - ): - trade.exit_reason = row[EXIT_TAG_IDX] + trade.exit_reason = exit_reason self.order_id_counter += 1 order = Order(