adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

simplify return from _get_sell_trade_entry

Browse Source
This commit is contained in:
xmatthias 2018-06-10 09:07:04 +02:00
parent 3094acc7fb
commit c1b2e06eda
1 changed files with 4 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/optimize/backtesting.py
View File

@ -128,8 +128,7 @@ class Backtesting(object):
trade.calc_profit_percent(rate=sell_row.close),
trade.calc_profit(rate=sell_row.close),
(sell_row.date - buy_row.date).seconds // 60
), \
sell_row.date
)
if partial_ticker:
# no sell condition found - trade stil open at end of backtest period
sell_row = partial_ticker[-1]
@ -143,8 +142,7 @@ class Backtesting(object):
trade.calc_profit_percent(rate=sell_row.close),
trade.calc_profit(rate=sell_row.close),
(sell_row.date - buy_row.date).seconds // 60
), \
sell_row.date
)
return None
def backtest(self, args: Dict) -> DataFrame:
@ -208,8 +206,8 @@ class Backtesting(object):
trade_count_lock, args)
if ret:
row2, trade_entry, next_date = ret
lock_pair_until = next_date
row2, trade_entry = ret
lock_pair_until = row2.date
trades.append(trade_entry)
if record:
# Note, need to be json.dump friendly