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Adjust code to verify "current" candle for buy/sells

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This commit is contained in:
Matthias 2019-08-05 20:07:29 +02:00
parent 3721610a63
commit bc2e920ae2
2 changed files with 5 additions and 2 deletions
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4
freqtrade/optimize/backtesting.py
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@ -373,7 +373,9 @@ class Backtesting(object):
continue
trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1
trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:],
# since indexes has been incremented before, we need to go one step back to
# also check the buying candle for sell conditions.
trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]-1:],
trade_count_lock, stake_amount,
max_open_trades)

3
freqtrade/tests/optimize/test_backtesting.py
View File

@ -618,8 +618,9 @@ def test_processed(default_conf, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
# TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [['raise', 19], ['lower', 0], ['sine', 18]]
tests = [['raise', 19], ['lower', 0], ['sine', 35]]
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}