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add sell_reason to backtesting

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Matthias
2018-07-11 20:03:40 +02:00
parent 0147b1631a
commit cbffd3650b
2 changed files with 13 additions and 5 deletions
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13
freqtrade/optimize/backtesting.py
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@@ -20,6 +20,7 @@ from freqtrade.configuration import Configuration
from freqtrade.exchange import Exchange
from freqtrade.misc import file_dump_json
from freqtrade.persistence import Trade
from freqtrade.strategy.interface import SellType
from freqtrade.strategy.resolver import IStrategy, StrategyResolver
logger = logging.getLogger(__name__)
@@ -40,6 +41,7 @@ class BacktestResult(NamedTuple):
open_at_end: bool
open_rate: float
close_rate: float
sell_reason: SellType
class Backtesting(object):
@@ -151,8 +153,9 @@ class Backtesting(object):
trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1
buy_signal = sell_row.buy
if self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal,
sell_row.sell):
sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal,
sell_row.sell)
if sell[0]:
return BacktestResult(pair=pair,
profit_percent=trade.calc_profit_percent(rate=sell_row.open),
@@ -164,7 +167,8 @@ class Backtesting(object):
close_index=sell_row.Index,
open_at_end=False,
open_rate=buy_row.open,
close_rate=sell_row.open
close_rate=sell_row.open,
sell_reason=sell[1]
)
if partial_ticker:
# no sell condition found - trade stil open at end of backtest period
@@ -179,7 +183,8 @@ class Backtesting(object):
close_index=sell_row.Index,
open_at_end=True,
open_rate=buy_row.open,
close_rate=sell_row.open
close_rate=sell_row.open,
sell_reason=SellType.FORCE_SELL
)
logger.debug('Force_selling still open trade %s with %s perc - %s', btr.pair,
btr.profit_percent, btr.profit_abs)