From b9983149ef645830cecc9c77f384ffab821f9e90 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Thu, 16 Nov 2017 07:45:51 +0200 Subject: [PATCH] plug sell strategy to backtesting --- freqtrade/tests/test_backtesting.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/freqtrade/tests/test_backtesting.py b/freqtrade/tests/test_backtesting.py index 7f019dd17..7edce3df3 100644 --- a/freqtrade/tests/test_backtesting.py +++ b/freqtrade/tests/test_backtesting.py @@ -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))