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Fix short bug where close_rate is wrongly adjusted

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This commit is contained in:
Matthias 2022-03-16 20:08:36 +01:00
parent c934f939e3
commit d6309449cf
1 changed files with 4 additions and 1 deletions
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5
freqtrade/optimize/backtesting.py
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@ -542,7 +542,10 @@ class Backtesting:
proposed_rate=closerate, current_profit=current_profit)
# We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately
closerate = max(closerate, sell_row[LOW_IDX])
if trade.is_short:
closerate = min(closerate, sell_row[HIGH_IDX])
else:
closerate = max(closerate, sell_row[LOW_IDX])
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['exit']