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Add first version to fill orders "later" in backtesting

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This commit is contained in:
Matthias
2022-01-16 19:52:08 +01:00
parent c12e5a3b6c
commit f7a1cabe23
2 changed files with 13 additions and 6 deletions
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12
freqtrade/optimize/backtesting.py
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@@ -670,10 +670,11 @@ class Backtesting:
for open_trade in list(open_trades[pair]):
# TODO: should open orders be stored in a separate list?
if open_trade.open_order_id:
# FIXME: check order filling
# * Get open order
# * check if filled
open_trade.open_order_id = None
order = open_trade.select_order(is_open=True)
# Check for timeout!!
if self._get_order_filled(order.price):
open_trade.open_order_id = None
order.ft_is_open = False
# without positionstacking, we can only have one open trade per pair.
# max_open_trades must be respected
@@ -698,6 +699,9 @@ class Backtesting:
LocalTrade.add_bt_trade(trade)
for trade in list(open_trades[pair]):
# TODO: This could be avoided with a separate list
if trade.open_order_id:
continue
# also check the buying candle for sell conditions.
trade_entry = self._get_sell_trade_entry(trade, row)
# Sell occurred