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

Rename open_time and close_time to *date

Browse Source
This commit is contained in:
Matthias
2020-06-26 09:19:44 +02:00
parent 415853583b
commit b068e7c564
7 changed files with 38 additions and 37 deletions
Download Patch File Download Diff File Expand all files Collapse all files

19
freqtrade/optimize/backtesting.py
View File

@@ -39,8 +39,8 @@ class BacktestResult(NamedTuple):
pair: str
profit_percent: float
profit_abs: float
open_time: datetime
close_time: datetime
open_date: datetime
close_date: datetime
open_index: int
close_index: int
trade_duration: float
@@ -248,8 +248,8 @@ class Backtesting:
return BacktestResult(pair=pair,
profit_percent=trade.calc_profit_ratio(rate=closerate),
profit_abs=trade.calc_profit(rate=closerate),
open_time=buy_row.date,
close_time=sell_row.date,
open_date=buy_row.date,
close_date=sell_row.date,
trade_duration=trade_dur,
open_index=buy_row.Index,
close_index=sell_row.Index,
@@ -264,8 +264,8 @@ class Backtesting:
bt_res = BacktestResult(pair=pair,
profit_percent=trade.calc_profit_ratio(rate=sell_row.open),
profit_abs=trade.calc_profit(rate=sell_row.open),
open_time=buy_row.date,
close_time=sell_row.date,
open_date=buy_row.date,
close_date=sell_row.date,
trade_duration=int((
sell_row.date - buy_row.date).total_seconds() // 60),
open_index=buy_row.Index,
@@ -358,8 +358,8 @@ class Backtesting:
if trade_entry:
logger.debug(f"{pair} - Locking pair till "
f"close_time={trade_entry.close_time}")
lock_pair_until[pair] = trade_entry.close_time
f"close_date={trade_entry.close_date}")
lock_pair_until[pair] = trade_entry.close_date
trades.append(trade_entry)
else:
# Set lock_pair_until to end of testing period if trade could not be closed
@@ -421,4 +421,5 @@ class Backtesting:
stats = generate_backtest_stats(self.config, data, all_results,
min_date=min_date, max_date=max_date)
show_backtest_results(self.config, stats)
store_backtest_stats(self.config['exportfilename'], stats)
if self.config.get('export', False):
store_backtest_stats(self.config['exportfilename'], stats)