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This commit is contained in:
Matthias 2018-10-30 20:02:31 +01:00
parent 9e921d4410
commit f96f0cdea7
1 changed files with 2 additions and 0 deletions
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freqtrade/optimize/backtesting.py
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@ -208,7 +208,9 @@ class Backtesting(object):
sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal, sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal,
sell_row.sell, low=sell_row.low, high=sell_row.high) sell_row.sell, low=sell_row.low, high=sell_row.high)
if sell.sell_flag: if sell.sell_flag:
trade_dur = int((sell_row.date - buy_row.date).total_seconds() // 60) trade_dur = int((sell_row.date - buy_row.date).total_seconds() // 60)
# Special handling if high or low hit STOP_LOSS or ROI
if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
# Set close_rate to stoploss # Set close_rate to stoploss
closerate = trade.stop_loss closerate = trade.stop_loss