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Add tests for rejected signals

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This commit is contained in:
Matthias
2021-05-23 09:46:51 +02:00
parent 7f125315b0
commit a39860e0de
6 changed files with 15 additions and 9 deletions
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9
freqtrade/optimize/backtesting.py
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@@ -338,11 +338,8 @@ class Backtesting:
return trades
def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool:
if max_open_trades <= 0:
# Always allow trades when max_open_trades is enabled.
return True
if open_trade_count < max_open_trades:
# Always allow trades when max_open_trades is enabled.
if max_open_trades <= 0 or open_trade_count < max_open_trades:
return True
# Rejected trade
self.rejected_trades += 1
@@ -454,7 +451,7 @@ class Backtesting:
'results': results,
'config': self.strategy.config,
'locks': PairLocks.get_all_locks(),
'rejected': self.rejected_trades,
'rejected_signals': self.rejected_trades,
'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
}

5
freqtrade/optimize/optimize_reports.py
View File

@@ -355,7 +355,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'starting_balance': starting_balance,
'dry_run_wallet': starting_balance,
'final_balance': content['final_balance'],
'rejected_signals': content['rejected'],
'rejected_signals': content['rejected_signals'],
'max_open_trades': max_open_trades,
'max_open_trades_setting': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
@@ -562,8 +562,6 @@ def text_table_add_metrics(strat_results: Dict) -> str:
strat_results['stake_currency'])),
('Total trade volume', round_coin_value(strat_results['total_volume'],
strat_results['stake_currency'])),
('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')),
('', ''), # Empty line to improve readability
('Best Pair', f"{strat_results['best_pair']['key']} "
f"{round(strat_results['best_pair']['profit_sum_pct'], 2)}%"),
@@ -582,6 +580,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Avg. Duration Winners', f"{strat_results['winner_holding_avg']}"),
('Avg. Duration Loser', f"{strat_results['loser_holding_avg']}"),
('Zero Duration Trades', zero_duration_trades),
('Rejected Buy signals', strat_results.get('rejected_signals', 'N/A')),
('', ''), # Empty line to improve readability
('Min balance', round_coin_value(strat_results['csum_min'],