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backtesting confirm_trade_entry should pass correct amount, not stake-amount

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closes #7423
This commit is contained in:
Matthias 2022-09-16 13:24:20 +00:00
parent 8a236c3c4f
commit e5368f5a14
1 changed files with 9 additions and 8 deletions
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17
freqtrade/optimize/backtesting.py
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@ -812,14 +812,6 @@ class Backtesting:
return trade return trade
time_in_force = self.strategy.order_time_in_force['entry'] time_in_force = self.strategy.order_time_in_force['entry']
if not pos_adjust:
# Confirm trade entry:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=propose_rate,
time_in_force=time_in_force, current_time=current_time,
entry_tag=entry_tag, side=direction):
return trade
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount): if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
self.order_id_counter += 1 self.order_id_counter += 1
base_currency = self.exchange.get_pair_base_currency(pair) base_currency = self.exchange.get_pair_base_currency(pair)
@ -834,6 +826,15 @@ class Backtesting:
# Backcalculate actual stake amount. # Backcalculate actual stake amount.
stake_amount = amount * propose_rate / leverage stake_amount = amount * propose_rate / leverage
if not pos_adjust:
# Confirm trade entry:
if not strategy_safe_wrapper(
self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=propose_rate,
time_in_force=time_in_force, current_time=current_time,
entry_tag=entry_tag, side=direction):
return trade
is_short = (direction == 'short') is_short = (direction == 'short')
# Necessary for Margin trading. Disabled until support is enabled. # Necessary for Margin trading. Disabled until support is enabled.
# interest_rate = self.exchange.get_interest_rate() # interest_rate = self.exchange.get_interest_rate()