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Only call "custom_exit_price" for limit orders

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Matthias 2022-02-08 07:10:54 +01:00
parent d2dbe8f8d0
commit b192c82731
1 changed files with 10 additions and 7 deletions
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17
freqtrade/optimize/backtesting.py
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@ -417,16 +417,19 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate # call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(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): if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals # Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price, if order_type == 'limit':
default_retval=closerate)( closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
pair=trade.pair, trade=trade, default_retval=closerate)(
current_time=sell_candle_time, pair=trade.pair, trade=trade,
proposed_rate=closerate, current_profit=current_profit) current_time=sell_candle_time,
proposed_rate=closerate, current_profit=current_profit)
# Confirm trade exit: # Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell'] time_in_force = self.strategy.order_time_in_force['sell']
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=closerate,
@ -458,7 +461,7 @@ class Backtesting:
symbol=trade.pair, symbol=trade.pair,
ft_order_side="sell", ft_order_side="sell",
side="sell", side="sell",
order_type=self.strategy.order_types['sell'], order_type=order_type,
status="open", status="open",
price=closerate, price=closerate,
average=closerate, average=closerate,
@ -537,7 +540,7 @@ class Backtesting:
# If not pos adjust, trade is None # If not pos adjust, trade is None
return trade 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: # Confirm trade entry:
if not pos_adjust: if not pos_adjust:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)( if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(