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Expect stake_amount, not actual amount of pair from strategy for DCA.

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This commit is contained in:
Reigo Reinmets
2021-12-10 20:42:24 +02:00
parent b2c2852f86
commit c179951cca
4 changed files with 25 additions and 22 deletions
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20
freqtrade/optimize/backtesting.py
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@@ -350,25 +350,24 @@ class Backtesting:
else:
return sell_row[OPEN_IDX]
def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
current_rate = sell_row[OPEN_IDX]
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple) -> Optional[LocalTrade]:
current_rate = row[OPEN_IDX]
sell_candle_time = row[DATE_IDX].to_pydatetime()
current_profit = trade.calc_profit_ratio(current_rate)
amount_to_adjust = strategy_safe_wrapper(self.strategy.adjust_trade_position, default_retval=None)(
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position, default_retval=None)(
pair=trade.pair, trade=trade, current_time=sell_candle_time,
current_rate=current_rate, current_profit=current_profit)
# Check if we should increase our position
if amount_to_adjust is not None and amount_to_adjust > 0.0:
return self._execute_trade_position_change(trade, sell_row, amount_to_adjust)
if stake_amount is not None and stake_amount > 0.0:
return self._execute_trade_position_change(trade, row, stake_amount)
return trade
def _execute_trade_position_change(self, trade: LocalTrade, row: Tuple,
amount_to_adjust: float) -> Optional[LocalTrade]:
stake_amount: float) -> Optional[LocalTrade]:
current_price = row[OPEN_IDX]
stake_amount = current_price * amount_to_adjust
propose_rate = min(max(current_price, row[LOW_IDX]), row[HIGH_IDX])
available_amount = self.wallets.get_available_stake_amount()
@@ -385,7 +384,7 @@ class Backtesting:
logger.debug(f"{trade.pair} adjustment failed, amount ended up being zero {amount}")
return trade
order = Order(
buy_order = Order(
ft_is_open=False,
ft_pair=trade.pair,
symbol=trade.pair,
@@ -398,8 +397,9 @@ class Backtesting:
amount=amount,
cost=stake_amount
)
trade.orders.append(order)
trade.orders.append(buy_order)
trade.recalc_trade_from_orders()
self.wallets.update();
return trade