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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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7
freqtrade/persistence/models.py
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@@ -635,14 +635,17 @@ class LocalTrade():
if self.stop_loss_pct is not None and self.open_rate is not None:
self.adjust_stop_loss(self.open_rate, self.stop_loss_pct)
def select_order(self, order_side: str, is_open: Optional[bool]) -> Optional[Order]:
def select_order(
self, order_side: str = None, is_open: Optional[bool] = None) -> Optional[Order]:
"""
Finds latest order for this orderside and status
:param order_side: Side of the order (either 'buy' or 'sell')
:param is_open: Only search for open orders?
:return: latest Order object if it exists, else None
"""
orders = [o for o in self.orders if o.side == order_side]
orders = self.orders
if order_side:
orders = [o for o in self.orders if o.side == order_side]
if is_open is not None:
orders = [o for o in orders if o.ft_is_open == is_open]
if len(orders) > 0: