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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias
2021-11-18 20:20:01 +01:00
parent 8638e6fe47 5fb0f53539
commit f40221dd9f
49 changed files with 1112 additions and 363 deletions
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23
freqtrade/optimize/backtesting.py
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@@ -379,16 +379,6 @@ class Backtesting:
if sell.sell_flag:
trade.close_date = sell_candle_time
trade.sell_reason = sell.sell_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_row has the length for an exit tag column
if(
len(sell_row) > EXIT_TAG_IDX
and sell_row[EXIT_TAG_IDX] is not None
and len(sell_row[EXIT_TAG_IDX]) > 0
):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
@@ -403,6 +393,17 @@ class Backtesting:
current_time=sell_candle_time):
return None
trade.sell_reason = sell.sell_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_row has the length for an exit tag column
if(
len(sell_row) > EXIT_TAG_IDX
and sell_row[EXIT_TAG_IDX] is not None
and len(sell_row[EXIT_TAG_IDX]) > 0
):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
trade.close(closerate, show_msg=False)
return trade
@@ -451,7 +452,7 @@ class Backtesting:
pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
side=direction)
stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
stake_amount = self.wallets.validate_stake_amount(pair, stake_amount, min_stake_amount)
if not stake_amount:
return None