diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index c32db9165..9bc543a9d 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -26,7 +26,7 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date', 'profit_ratio', 'profit_abs', 'exit_reason', 'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs', 'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag', - 'is_short', 'open_timestamp', 'close_timestamp', 'orders' + 'leverage', 'is_short', 'open_timestamp', 'close_timestamp', 'orders' ] @@ -280,6 +280,8 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non # Compatibility support for pre short Columns if 'is_short' not in df.columns: df['is_short'] = 0 + if 'leverage' not in df.columns: + df['leverage'] = 1.0 if 'enter_tag' not in df.columns: df['enter_tag'] = df['buy_tag'] df = df.drop(['buy_tag'], axis=1) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 140cc3394..053ed7e5e 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -764,6 +764,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: 'max_rate': [0.10501, 0.1038888], 'is_open': [False, False], 'enter_tag': [None, None], + "leverage": [1.0, 1.0], "is_short": [False, False], 'open_timestamp': [1517251200000, 1517283000000], 'close_timestamp': [1517265300000, 1517285400000], diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py index 135ec6b15..b97b45e26 100644 --- a/tests/optimize/test_backtesting_adjust_position.py +++ b/tests/optimize/test_backtesting_adjust_position.py @@ -72,6 +72,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> 'max_rate': [0.10481985, 0.1038888], 'is_open': [False, False], 'enter_tag': [None, None], + 'leverage': [1.0, 1.0], 'is_short': [False, False], 'open_timestamp': [1517251200000, 1517283000000], 'close_timestamp': [1517265300000, 1517285400000],