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Rename backtest index constants

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This commit is contained in:
Matthias 2021-08-24 06:54:55 +02:00
parent 11bd8e912e
commit eb71ee847c
1 changed files with 7 additions and 7 deletions
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14
freqtrade/optimize/backtesting.py
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@ -41,10 +41,10 @@ OPEN_IDX = 1
HIGH_IDX = 2
LOW_IDX = 3
CLOSE_IDX = 4
BUY_IDX = 5
SELL_IDX = 6
LONG_IDX = 5
ELONG_IDX = 6 # Exit long
SHORT_IDX = 7
ESHORT_IDX = 8
ESHORT_IDX = 8 # Exit short
BUY_TAG_IDX = 9
SHORT_TAG_IDX = 10
@ -335,8 +335,8 @@ class Backtesting:
# TODO: short exits
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore
sell_candle_time, sell_row[BUY_IDX],
sell_row[SELL_IDX],
sell_candle_time, buy=sell_row[LONG_IDX],
sell=sell_row[ELONG_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
if sell.sell_flag:
@ -435,8 +435,8 @@ class Backtesting:
return False
def check_for_trade_entry(self, row) -> Optional[str]:
enter_long = row[BUY_IDX] == 1
exit_long = row[SELL_IDX] == 1
enter_long = row[LONG_IDX] == 1
exit_long = row[ELONG_IDX] == 1
enter_short = row[SHORT_IDX] == 1
exit_short = row[ESHORT_IDX] == 1