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Add "open_at_end" parameter

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This commit is contained in:
xmatthias 2018-06-10 13:37:53 +02:00
parent 31025216f9
commit b81588307f
1 changed files with 5 additions and 2 deletions
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7
freqtrade/optimize/backtesting.py
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@ -34,6 +34,7 @@ class BacktestResult(NamedTuple):
open_time: datetime
close_time: datetime
trade_duration: float
open_at_end: bool
class Backtesting(object):
@ -140,7 +141,8 @@ class Backtesting(object):
profit_abs=trade.calc_profit(rate=sell_row.close),
open_time=buy_row.date,
close_time=sell_row.date,
trade_duration=(sell_row.date - buy_row.date).seconds // 60
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
open_at_end=False
)
if partial_ticker:
# no sell condition found - trade stil open at end of backtest period
@ -150,7 +152,8 @@ class Backtesting(object):
profit_abs=trade.calc_profit(rate=sell_row.close),
open_time=buy_row.date,
close_time=sell_row.date,
trade_duration=(sell_row.date - buy_row.date).seconds // 60
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
open_at_end=True
)
logger.info('Force_selling still open trade %s with %s perc - %s', btr.pair,
btr.profit_percent, btr.profit_abs)