don't use "can_short" in backtesting to determine application of leverage

This commit is contained in:
Matthias
2023-03-26 16:17:10 +02:00
parent fb1541bdf6
commit b09fb5826f
3 changed files with 7 additions and 4 deletions

View File

@@ -5,7 +5,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.data.history import get_timerange
from freqtrade.enums import ExitType
from freqtrade.enums import ExitType, TradingMode
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence.trade_model import LocalTrade
from tests.conftest import EXMS, patch_exchange
@@ -925,11 +925,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch(f"{EXMS}.get_max_leverage", return_value=100)
mocker.patch(f"{EXMS}.calculate_funding_fees", return_value=0)
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
# TODO: Should we initialize this properly??
backtesting._can_short = True
backtesting.trading_mode = TradingMode.MARGIN
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
backtesting.strategy.advise_entry = lambda a, m: frame

View File

@@ -10,7 +10,7 @@ from arrow import Arrow
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.history import get_timerange
from freqtrade.enums import ExitType
from freqtrade.enums import ExitType, TradingMode
from freqtrade.optimize.backtesting import Backtesting
from tests.conftest import EXMS, patch_exchange
@@ -108,9 +108,10 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
default_conf.update({
"stake_amount": 100.0,
"dry_run_wallet": 1000.0,
"strategy": "StrategyTestV3"
"strategy": "StrategyTestV3",
})
backtesting = Backtesting(default_conf)
backtesting.trading_mode = TradingMode.FUTURES
backtesting._can_short = True
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'XRP/USDT'