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plug sell strategy to backtesting

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Janne Sinivirta 2017-11-16 07:45:51 +02:00 committed by gcarq
parent c1ef3f526c
commit b9983149ef
1 changed files with 2 additions and 2 deletions
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4
freqtrade/tests/test_backtesting.py
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@ -33,7 +33,7 @@ def backtest(backtest_conf, backdata, mocker):
mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00'))
for pair, pair_data in backdata.items():
mocked_history.return_value = pair_data
ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy()
ticker = analyze_ticker(pair)[['close', 'date', 'buy', 'sell']].copy()
# for each buy point
for row in ticker[ticker.buy == 1].itertuples(index=True):
trade = Trade(
@ -44,7 +44,7 @@ def backtest(backtest_conf, backdata, mocker):
)
# calculate win/lose forwards from buy point
for row2 in ticker[row.Index:].itertuples(index=True):
if should_sell(trade, row2.close, row2.date):
if should_sell(trade, row2.close, row2.date) or row2.sell == 1:
current_profit = trade.calc_profit(row2.close)
trades.append((pair, current_profit, row2.Index - row.Index))