Fix backtesting type incompatibilities
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@ -1330,7 +1330,8 @@ class FreqtradeBot(LoggingMixin):
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# place new order only if new price is supplied
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self.execute_entry(
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pair=trade.pair,
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stake_amount=(order_obj.remaining * order_obj.price / trade.leverage),
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stake_amount=(
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order_obj.safe_remaining * order_obj.safe_price / trade.leverage),
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price=adjusted_entry_price,
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trade=trade,
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is_short=trade.is_short,
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@ -563,7 +563,7 @@ class Backtesting:
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pos_trade = self._get_exit_for_signal(trade, row, exit_, amount)
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if pos_trade is not None:
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order = pos_trade.orders[-1]
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if self._get_order_filled(order.price, row):
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if self._get_order_filled(order.ft_price, row):
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order.close_bt_order(current_date, trade)
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trade.recalc_trade_from_orders()
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self.wallets.update()
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@ -664,6 +664,7 @@ class Backtesting:
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side=trade.exit_side,
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order_type=order_type,
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status="open",
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ft_price=close_rate,
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price=close_rate,
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average=close_rate,
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amount=amount,
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@ -887,6 +888,7 @@ class Backtesting:
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order_date=current_time,
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order_filled_date=current_time,
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order_update_date=current_time,
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ft_price=propose_rate,
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price=propose_rate,
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average=propose_rate,
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amount=amount,
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@ -895,7 +897,7 @@ class Backtesting:
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cost=stake_amount + trade.fee_open,
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)
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trade.orders.append(order)
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if pos_adjust and self._get_order_filled(order.price, row):
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if pos_adjust and self._get_order_filled(order.ft_price, row):
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order.close_bt_order(current_time, trade)
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else:
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trade.open_order_id = str(self.order_id_counter)
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@ -1008,15 +1010,15 @@ class Backtesting:
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# only check on new candles for open entry orders
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if order.side == trade.entry_side and current_time > order.order_date_utc:
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requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price,
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default_retval=order.price)(
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default_retval=order.ft_price)(
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trade=trade, # type: ignore[arg-type]
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order=order, pair=trade.pair, current_time=current_time,
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proposed_rate=row[OPEN_IDX], current_order_rate=order.price,
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proposed_rate=row[OPEN_IDX], current_order_rate=order.ft_price,
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entry_tag=trade.enter_tag, side=trade.trade_direction
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) # default value is current order price
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# cancel existing order whenever a new rate is requested (or None)
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if requested_rate == order.price:
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if requested_rate == order.ft_price:
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# assumption: there can't be multiple open entry orders at any given time
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return False
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else:
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@ -1028,7 +1030,8 @@ class Backtesting:
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if requested_rate:
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self._enter_trade(pair=trade.pair, row=row, trade=trade,
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requested_rate=requested_rate,
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requested_stake=(order.remaining * order.price / trade.leverage),
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requested_stake=(
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order.safe_remaining * order.ft_price / trade.leverage),
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direction='short' if trade.is_short else 'long')
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self.replaced_entry_orders += 1
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else:
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@ -1095,7 +1098,7 @@ class Backtesting:
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for trade in list(LocalTrade.bt_trades_open_pp[pair]):
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# 3. Process entry orders.
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order = trade.select_order(trade.entry_side, is_open=True)
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if order and self._get_order_filled(order.price, row):
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if order and self._get_order_filled(order.ft_price, row):
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order.close_bt_order(current_time, trade)
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trade.open_order_id = None
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self.wallets.update()
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@ -1106,7 +1109,7 @@ class Backtesting:
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# 5. Process exit orders.
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order = trade.select_order(trade.exit_side, is_open=True)
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if order and self._get_order_filled(order.price, row):
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if order and self._get_order_filled(order.ft_price, row):
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order.close_bt_order(current_time, trade)
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trade.open_order_id = None
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sub_trade = order.safe_amount_after_fee != trade.amount
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@ -1115,7 +1118,7 @@ class Backtesting:
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trade.recalc_trade_from_orders()
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else:
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trade.close_date = current_time
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trade.close(order.price, show_msg=False)
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trade.close(order.ft_price, show_msg=False)
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# logger.debug(f"{pair} - Backtesting exit {trade}")
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LocalTrade.close_bt_trade(trade)
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