From bb355cfac52695604fb1e62d943080e32ede8386 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sat, 21 Jan 2023 19:46:27 +0100 Subject: [PATCH] improve naming of backtest function --- freqtrade/optimize/backtesting.py | 4 ++-- tests/optimize/test_backtesting.py | 6 +++--- 2 files changed, 5 insertions(+), 5 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index f1871d290..82c3cfee9 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -674,7 +674,7 @@ class Backtesting: trade.orders.append(order) return trade - def _get_exit_trade_entry(self, trade: LocalTrade, row: Tuple) -> Optional[LocalTrade]: + def _check_trade_exit(self, trade: LocalTrade, row: Tuple) -> Optional[LocalTrade]: exit_candle_time: datetime = row[DATE_IDX].to_pydatetime() if self.trading_mode == TradingMode.FUTURES: @@ -1096,7 +1096,7 @@ class Backtesting: # 4. Create exit orders (if any) if not trade.open_order_id: - self._get_exit_trade_entry(trade, row) # Place exit order if necessary + self._check_trade_exit(trade, row) # Place exit order if necessary # 5. Process exit orders. order = trade.select_order(trade.exit_side, is_open=True) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 247c228d2..e407b4173 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -614,7 +614,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: assert trade is None -def test_backtest__get_exit_trade_entry(default_conf, fee, mocker) -> None: +def test_backtest__check_trade_exit(default_conf, fee, mocker) -> None: default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) @@ -660,7 +660,7 @@ def test_backtest__get_exit_trade_entry(default_conf, fee, mocker) -> None: ] # No data available. - res = backtesting._get_exit_trade_entry(trade, row_sell) + res = backtesting._check_trade_exit(trade, row_sell) assert res is not None assert res.exit_reason == ExitType.ROI.value assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc) @@ -673,7 +673,7 @@ def test_backtest__get_exit_trade_entry(default_conf, fee, mocker) -> None: [], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long', 'enter_short', 'exit_short', 'long_tag', 'short_tag', 'exit_tag']) - res = backtesting._get_exit_trade_entry(trade, row) + res = backtesting._check_trade_exit(trade, row) assert res is None