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Adding sell_profit_only and stoploss in hyperopt

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This commit is contained in:
Jean-Baptiste LE STANG 2018-01-03 10:56:18 +01:00
parent 9b09b5aa29
commit c176ace889
1 changed files with 6 additions and 4 deletions
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10
freqtrade/optimize/backtesting.py
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@ -64,7 +64,7 @@ def generate_text_table(
def backtest(stake_amount: float, processed: Dict[str, DataFrame],
max_open_trades: int = 0, realistic: bool = True) -> DataFrame:
max_open_trades: int = 0, realistic: bool = True, sell_profit_only: bool = False, stoploss: int = -1.00) -> DataFrame:
"""
Implements backtesting functionality
:param stake_amount: btc amount to use for each trade
@ -110,8 +110,10 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
# Increase trade_count_lock for every iteration
trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1
if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1:
current_profit_percent = trade.calc_profit_percent(rate=row2.close)
current_profit_percent = trade.calc_profit_percent(rate=row2.close)
if (sell_profit_only and current_profit_percent < 0) :
continue
if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1 or current_profit_percent < stoploss:
current_profit_btc = trade.calc_profit(rate=row2.close)
lock_pair_until = row2.Index
@ -172,7 +174,7 @@ def start(args):
# Execute backtest and print results
results = backtest(
config['stake_amount'], preprocessed, max_open_trades, args.realistic_simulation
config['stake_amount'], preprocessed, max_open_trades, args.realistic_simulation, config.get('experimental',{}).get('sell_profit_only', False), config.get('stoploss')
)
logger.info(
'\n====================== BACKTESTING REPORT ================================\n%s',