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

Only call "custom_exit_price" for limit orders

Browse Source
This commit is contained in:
Matthias 2022-02-08 07:10:54 +01:00
parent d2dbe8f8d0
commit b192c82731
1 changed files with 10 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

17
freqtrade/optimize/backtesting.py
View File

@ -417,16 +417,19 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
order_type = self.strategy.order_types['sell']
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_candle_time,
proposed_rate=closerate, current_profit=current_profit)
if order_type == 'limit':
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_candle_time,
proposed_rate=closerate, current_profit=current_profit)
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate,
@ -458,7 +461,7 @@ class Backtesting:
symbol=trade.pair,
ft_order_side="sell",
side="sell",
order_type=self.strategy.order_types['sell'],
order_type=order_type,
status="open",
price=closerate,
average=closerate,
@ -537,7 +540,7 @@ class Backtesting:
# If not pos adjust, trade is None
return trade
time_in_force = self.strategy.order_time_in_force['sell']
time_in_force = self.strategy.order_time_in_force['buy']
# Confirm trade entry:
if not pos_adjust:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(