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Add test for backtesting _enter_trade

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Matthias
2021-02-22 06:54:33 +01:00
parent 60db6ccf45
commit fc256749af
4 changed files with 44 additions and 8 deletions
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7
freqtrade/optimize/backtesting.py
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@@ -22,8 +22,7 @@ from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
store_backtest_stats)
from freqtrade.persistence import PairLocks, Trade
from freqtrade.persistence.models import LocalTrade
from freqtrade.persistence import LocalTrade, PairLocks, Trade
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -267,13 +266,13 @@ class Backtesting:
return None
def _enter_trade(self, pair: str, row, max_open_trades: int,
def _enter_trade(self, pair: str, row: List, max_open_trades: int,
open_trade_count: int) -> Optional[LocalTrade]:
try:
stake_amount = self.wallets.get_trade_stake_amount(
pair, max_open_trades - open_trade_count, None)
except DependencyException:
stake_amount = 0
return None
min_stake_amount = self.exchange.get_min_pair_stake_amount(pair, row[OPEN_IDX], -0.05)
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):
# print(f"{pair}, {stake_amount}")