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Update comments in short backtest rates

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This commit is contained in:
Matthias 2022-03-15 06:39:07 +01:00
parent fd211166f0
commit cbbdf00ddd
1 changed files with 7 additions and 7 deletions
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14
freqtrade/optimize/backtesting.py
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@ -444,22 +444,22 @@ class Backtesting:
if (trade_dur == 0 and ( if (trade_dur == 0 and (
( (
is_short is_short
# Red candle (for longs), TODO: green candle (for shorts) # Red candle (for longs)
and sell_row[OPEN_IDX] < sell_row[CLOSE_IDX] # Red candle and sell_row[OPEN_IDX] < sell_row[CLOSE_IDX] # Red candle
and trade.open_rate > sell_row[OPEN_IDX] # trade-open below open_rate and trade.open_rate > sell_row[OPEN_IDX] # trade-open above open_rate
and close_rate < sell_row[CLOSE_IDX] and close_rate < sell_row[CLOSE_IDX] # closes below close
) )
or or
( (
not is_short not is_short
# Red candle (for longs), TODO: green candle (for shorts) # green candle (for shorts)
and sell_row[OPEN_IDX] > sell_row[CLOSE_IDX] # Red candle and sell_row[OPEN_IDX] > sell_row[CLOSE_IDX] # green candle
and trade.open_rate < sell_row[OPEN_IDX] # trade-open below open_rate and trade.open_rate < sell_row[OPEN_IDX] # trade-open below open_rate
and close_rate > sell_row[CLOSE_IDX] and close_rate > sell_row[CLOSE_IDX] # closes above close
) )
)): )):
# ROI on opening candles with custom pricing can only # ROI on opening candles with custom pricing can only
# trigger if the entry was at Open or lower. # trigger if the entry was at Open or lower wick.
# details: https: // github.com/freqtrade/freqtrade/issues/6261 # details: https: // github.com/freqtrade/freqtrade/issues/6261
# If open_rate is < open, only allow sells below the close on red candles. # If open_rate is < open, only allow sells below the close on red candles.
raise ValueError("Opening candle ROI on red candles.") raise ValueError("Opening candle ROI on red candles.")