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improve naming of backtest function

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This commit is contained in:
Matthias 2023-01-21 19:46:27 +01:00
parent 80bb120026
commit bb355cfac5
2 changed files with 5 additions and 5 deletions
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4
freqtrade/optimize/backtesting.py
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@ -674,7 +674,7 @@ class Backtesting:
trade.orders.append(order) trade.orders.append(order)
return trade 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() exit_candle_time: datetime = row[DATE_IDX].to_pydatetime()
if self.trading_mode == TradingMode.FUTURES: if self.trading_mode == TradingMode.FUTURES:
@ -1096,7 +1096,7 @@ class Backtesting:
# 4. Create exit orders (if any) # 4. Create exit orders (if any)
if not trade.open_order_id: 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. # 5. Process exit orders.
order = trade.select_order(trade.exit_side, is_open=True) order = trade.select_order(trade.exit_side, is_open=True)

6
tests/optimize/test_backtesting.py
View File

@ -614,7 +614,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
assert trade is 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 default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) 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. # 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 is not None
assert res.exit_reason == ExitType.ROI.value assert res.exit_reason == ExitType.ROI.value
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc) 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', [], columns=['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long',
'enter_short', 'exit_short', 'long_tag', 'short_tag', 'exit_tag']) '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 assert res is None