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Merge remote-tracking branch 'upstream/develop' into backtest_refactor-2

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hroff-1902 2019-12-15 11:23:12 +03:00
commit b92f409b2b
1 changed files with 2 additions and 2 deletions
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4
freqtrade/optimize/backtesting.py
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@ -289,7 +289,7 @@ class Backtesting:
elif sell.sell_type == (SellType.ROI):
roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
if roi is not None:
if roi == -1 and roi_entry % self.timeframe_mins == 0:
if roi == -1 and roi_entry % self.timeframe_min == 0:
# When forceselling with ROI=-1, the roi time will always be equal to trade_dur.
# If that entry is a multiple of the timeframe (so on candle open)
# - we'll use open instead of close
@ -300,7 +300,7 @@ class Backtesting:
(1 + trade.fee_open)) / (trade.fee_close - 1)
if (trade_dur > 0 and trade_dur == roi_entry
and roi_entry % self.timeframe_mins == 0
and roi_entry % self.timeframe_min == 0
and sell_row.open > close_rate):
# new ROI entry came into effect.
# use Open rate if open_rate > calculated sell rate