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

Add short-exit logic to backtesting

Browse Source
This commit is contained in:
Matthias
2021-08-24 19:55:00 +02:00
parent eb71ee847c
commit b40f985b13
4 changed files with 42 additions and 22 deletions
Download Patch File Download Diff File Expand all files Collapse all files

11
freqtrade/optimize/backtesting.py
View File

@@ -332,12 +332,13 @@ class Backtesting:
return sell_row[OPEN_IDX]
def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
# TODO: short exits
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore
sell_candle_time, buy=sell_row[LONG_IDX],
sell=sell_row[ELONG_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
sell = self.strategy.should_exit(
trade, sell_row[OPEN_IDX], sell_candle_time, # type: ignore
enter_long=sell_row[LONG_IDX], enter_short=sell_row[SHORT_IDX],
exit_long=sell_row[ELONG_IDX], exit_short=sell_row[ESHORT_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX]
)
if sell.sell_flag:
trade.close_date = sell_candle_time