From b81588307f0e14d6e6ec82073e86f4e7f98cbaf7 Mon Sep 17 00:00:00 2001 From: xmatthias Date: Sun, 10 Jun 2018 13:37:53 +0200 Subject: [PATCH] Add "open_at_end" parameter --- freqtrade/optimize/backtesting.py | 7 +++++-- 1 file changed, 5 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 68480c997..f87340829 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -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)