From dc105d5eae6ade13bf4718635f8eb90c6d95f590 Mon Sep 17 00:00:00 2001 From: Janne Sinivirta Date: Sun, 11 Feb 2018 14:24:19 +0200 Subject: [PATCH] better names for row variables --- freqtrade/optimize/backtesting.py | 26 +++++++++++++------------- 1 file changed, 13 insertions(+), 13 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 5a0770953..2541e570a 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -67,29 +67,29 @@ def generate_text_table( return tabulate(tabular_data, headers=headers, floatfmt=floatfmt) -def get_sell_trade_entry(pair, row, partial_ticker, trade_count_lock, args): +def get_sell_trade_entry(pair, buy_row, partial_ticker, trade_count_lock, args): stake_amount = args['stake_amount'] max_open_trades = args.get('max_open_trades', 0) - trade = Trade(open_rate=row.close, - open_date=row.date, + trade = Trade(open_rate=buy_row.close, + open_date=buy_row.date, stake_amount=stake_amount, - amount=stake_amount / row.open, + amount=stake_amount / buy_row.open, fee=exchange.get_fee() ) # calculate win/lose forwards from buy point - for row2 in partial_ticker: + for sell_row in partial_ticker: if max_open_trades > 0: # Increase trade_count_lock for every iteration - trade_count_lock[row2.date] = trade_count_lock.get(row2.date, 0) + 1 + trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1 - buy_signal = row2.buy - if should_sell(trade, row2.close, row2.date, buy_signal, row2.sell): - return row2, (pair, - trade.calc_profit_percent(rate=row2.close), - trade.calc_profit(rate=row2.close), - (row2.date - row.date).seconds // 60 - ), row2.date + buy_signal = sell_row.buy + if should_sell(trade, sell_row.close, sell_row.date, buy_signal, sell_row.sell): + return sell_row, (pair, + 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