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Simplify backtesting enter_Trade

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This commit is contained in:
Matthias 2022-02-28 20:10:23 +01:00
parent 1b07ad92cf
commit e8206bc751
1 changed files with 13 additions and 16 deletions
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29
freqtrade/optimize/backtesting.py
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@ -639,6 +639,8 @@ class Backtesting:
# In case of pos adjust, still return the original trade
# If not pos adjust, trade is None
return trade
order_type = self.strategy.order_types['buy']
time_in_force = self.strategy.order_time_in_force['buy']
if not pos_adjust:
max_leverage = self.exchange.get_max_leverage(pair, stake_amount)
@ -652,30 +654,20 @@ class Backtesting:
) if self._can_short else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
else:
leverage = trade.leverage if trade else 1.0
order_type = self.strategy.order_types['buy']
time_in_force = self.strategy.order_time_in_force['buy']
# Confirm trade 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 None
return trade
else:
leverage = trade.leverage if trade else 1.0
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
self.order_id_counter += 1
amount = round((stake_amount / propose_rate) * leverage, 8)
is_short = (direction == 'short')
isolated_liq = self.exchange.get_liquidation_price(
pair=pair,
open_rate=propose_rate,
amount=amount,
leverage=leverage,
is_short=is_short,
)
# Necessary for Margin trading. Disabled until support is enabled.
# interest_rate = self.exchange.get_interest_rate()
@ -706,8 +698,13 @@ class Backtesting:
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
if self.trading_mode == TradingMode.FUTURES:
trade.set_isolated_liq(isolated_liq)
trade.set_isolated_liq(self.exchange.get_liquidation_price(
pair=pair,
open_rate=propose_rate,
amount=amount,
leverage=leverage,
is_short=is_short,
))
order = Order(
id=self.order_id_counter,