Simplify backtest condition

This commit is contained in:
Matthias 2022-10-15 12:08:58 +02:00
parent 62ca822597
commit b6c096d3bc
1 changed files with 11 additions and 12 deletions

View File

@ -924,19 +924,18 @@ class Backtesting:
Handling of left open trades at the end of backtesting Handling of left open trades at the end of backtesting
""" """
for pair in open_trades.keys(): for pair in open_trades.keys():
if len(open_trades[pair]) > 0: for trade in open_trades[pair]:
for trade in open_trades[pair]: if trade.open_order_id and trade.nr_of_successful_entries == 0:
if trade.open_order_id and trade.nr_of_successful_entries == 0: # Ignore trade if entry-order did not fill yet
# Ignore trade if entry-order did not fill yet continue
continue exit_row = data[pair][-1]
exit_row = data[pair][-1] self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount)
self._exit_trade(trade, exit_row, exit_row[OPEN_IDX], trade.amount) trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade)
trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade)
trade.close_date = exit_row[DATE_IDX].to_pydatetime() trade.close_date = exit_row[DATE_IDX].to_pydatetime()
trade.exit_reason = ExitType.FORCE_EXIT.value trade.exit_reason = ExitType.FORCE_EXIT.value
trade.close(exit_row[OPEN_IDX], show_msg=False) trade.close(exit_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade) LocalTrade.close_bt_trade(trade)
def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool: def trade_slot_available(self, max_open_trades: int, open_trade_count: int) -> bool:
# Always allow trades when max_open_trades is enabled. # Always allow trades when max_open_trades is enabled.