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

Merge pull request #6822 from SmartManoj/patch-10

Browse Source 
fixed variable naming style
This commit is contained in:
Matthias 2022-05-17 06:34:39 +02:00 committed by GitHub
commit b022680962
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 12 additions and 12 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

24
freqtrade/optimize/backtesting.py
View File

@ -539,11 +539,11 @@ class Backtesting:
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60) trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
try: try:
closerate = self._get_close_rate(row, trade, exit_, trade_dur) close_rate = self._get_close_rate(row, trade, exit_, trade_dur)
except ValueError: except ValueError:
return None return None
# call the custom exit price,with default value as previous closerate # call the custom exit price,with default value as previous close_rate
current_profit = trade.calc_profit_ratio(closerate) current_profit = trade.calc_profit_ratio(close_rate)
order_type = self.strategy.order_types['exit'] order_type = self.strategy.order_types['exit']
if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_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 # Checks and adds an exit tag, after checking that the length of the
@ -557,24 +557,24 @@ class Backtesting:
exit_reason = row[EXIT_TAG_IDX] exit_reason = row[EXIT_TAG_IDX]
# Custom exit pricing only for exit-signals # Custom exit pricing only for exit-signals
if order_type == 'limit': if order_type == 'limit':
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price, close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)( default_retval=close_rate)(
pair=trade.pair, trade=trade, pair=trade.pair, trade=trade,
current_time=exit_candle_time, current_time=exit_candle_time,
proposed_rate=closerate, current_profit=current_profit, proposed_rate=close_rate, current_profit=current_profit,
exit_tag=exit_reason) exit_tag=exit_reason)
# We can't place orders lower than current low. # We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately # freqtrade does not support this in live, and the order would fill immediately
if trade.is_short: if trade.is_short:
closerate = min(closerate, row[HIGH_IDX]) close_rate = min(close_rate, row[HIGH_IDX])
else: else:
closerate = max(closerate, row[LOW_IDX]) close_rate = max(close_rate, row[LOW_IDX])
# Confirm trade exit: # Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['exit'] time_in_force = self.strategy.order_time_in_force['exit']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)( if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate, rate=close_rate,
time_in_force=time_in_force, time_in_force=time_in_force,
sell_reason=exit_reason, # deprecated sell_reason=exit_reason, # deprecated
exit_reason=exit_reason, exit_reason=exit_reason,
@ -597,12 +597,12 @@ class Backtesting:
side=trade.exit_side, side=trade.exit_side,
order_type=order_type, order_type=order_type,
status="open", status="open",
price=closerate, price=close_rate,
average=closerate, average=close_rate,
amount=trade.amount, amount=trade.amount,
filled=0, filled=0,
remaining=trade.amount, remaining=trade.amount,
cost=trade.amount * closerate, cost=trade.amount * close_rate,
) )
trade.orders.append(order) trade.orders.append(order)
return trade return trade