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Fix a few more short bugs in backtesting

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This commit is contained in:
Matthias 2022-03-16 07:00:50 +01:00
parent ceba4d6e9b
commit 7c9d2dd20a
1 changed files with 11 additions and 11 deletions
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22
freqtrade/optimize/backtesting.py
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@ -575,8 +575,8 @@ class Backtesting:
ft_pair=trade.pair, ft_pair=trade.pair,
order_id=str(self.order_id_counter), order_id=str(self.order_id_counter),
symbol=trade.pair, symbol=trade.pair,
ft_order_side="sell", ft_order_side=trade.exit_side,
side="sell", side=trade.exit_side,
order_type=order_type, order_type=order_type,
status="open", status="open",
price=closerate, price=closerate,
@ -756,8 +756,8 @@ class Backtesting:
ft_pair=trade.pair, ft_pair=trade.pair,
order_id=str(self.order_id_counter), order_id=str(self.order_id_counter),
symbol=trade.pair, symbol=trade.pair,
ft_order_side="buy", ft_order_side=trade.enter_side,
side="buy", side=trade.enter_side,
order_type=order_type, order_type=order_type,
status="open", status="open",
order_date=current_time, order_date=current_time,
@ -839,17 +839,17 @@ class Backtesting:
timedout = self.strategy.ft_check_timed_out(order.side, trade, order, current_time) timedout = self.strategy.ft_check_timed_out(order.side, trade, order, current_time)
if timedout: if timedout:
if order.side == 'buy': if order.side == trade.enter_side:
self.timedout_entry_orders += 1 self.timedout_entry_orders += 1
if trade.nr_of_successful_entries == 0: if trade.nr_of_successful_entries == 0:
# Remove trade due to buy timeout expiration. # Remove trade due to entry timeout expiration.
return True return True
else: else:
# Close additional buy order # Close additional buy order
del trade.orders[trade.orders.index(order)] del trade.orders[trade.orders.index(order)]
if order.side == 'sell': if order.side == trade.exit_side:
self.timedout_exit_orders += 1 self.timedout_exit_orders += 1
# Close sell order and retry selling on next signal. # Close exit order and retry exiting on next signal.
del trade.orders[trade.orders.index(order)] del trade.orders[trade.orders.index(order)]
return False return False
@ -945,8 +945,8 @@ class Backtesting:
open_trades[pair].append(trade) open_trades[pair].append(trade)
for trade in list(open_trades[pair]): for trade in list(open_trades[pair]):
# 2. Process buy orders. # 2. Process entry orders.
order = trade.select_order('buy', is_open=True) order = trade.select_order(trade.enter_side, is_open=True)
if order and self._get_order_filled(order.price, row): if order and self._get_order_filled(order.price, row):
order.close_bt_order(current_time) order.close_bt_order(current_time)
trade.open_order_id = None trade.open_order_id = None
@ -958,7 +958,7 @@ class Backtesting:
self._get_sell_trade_entry(trade, row) # Place sell order if necessary self._get_sell_trade_entry(trade, row) # Place sell order if necessary
# 4. Process sell orders. # 4. Process sell orders.
order = trade.select_order('sell', is_open=True) order = trade.select_order(trade.exit_side, is_open=True)
if order and self._get_order_filled(order.price, row): if order and self._get_order_filled(order.price, row):
trade.open_order_id = None trade.open_order_id = None
trade.close_date = current_time trade.close_date = current_time