From 883122a98ba4b4a46cd5fea735c24b84c645bbe1 Mon Sep 17 00:00:00 2001
From: Matthias <xmatthias@outlook.com>
Date: Sat, 12 Oct 2024 11:34:13 +0200
Subject: [PATCH] refactor: Simplify backtest code slightly

This should also slighly improve performance for detail backtests
as it removes one comparison
---
 freqtrade/optimize/backtesting.py | 14 ++++++--------
 1 file changed, 6 insertions(+), 8 deletions(-)

diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index b2f5068a7..0856a9ffa 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -1332,9 +1332,8 @@ class Backtesting:
         row: tuple,
         pair: str,
         current_time: datetime,
-        end_date: datetime,
         trade_dir: Optional[LongShort],
-        is_first: bool = True,
+        can_enter: bool,
     ) -> None:
         """
         NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
@@ -1355,8 +1354,7 @@ class Backtesting:
         # We only open trades on the main candle, not on detail candles
         if (
             (self._position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
-            and is_first
-            and current_time != end_date
+            and can_enter
             and trade_dir is not None
             and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
         ):
@@ -1444,6 +1442,7 @@ class Backtesting:
 
             row_index += 1
             indexes[pair] = row_index
+            is_last_row = current_time == end_date
             self.dataprovider._set_dataframe_max_index(self.required_startup + row_index)
             self.dataprovider._set_dataframe_max_date(current_time)
             current_detail_time: datetime = row[DATE_IDX].to_pydatetime()
@@ -1467,7 +1466,7 @@ class Backtesting:
                 if len(detail_data) == 0:
                     # Fall back to "regular" data if no detail data was found for this candle
                     self.dataprovider._set_dataframe_max_date(current_time)
-                    self.backtest_loop(row, pair, current_time, end_date, trade_dir)
+                    self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row)
                     continue
                 detail_data.loc[:, "enter_long"] = row[LONG_IDX]
                 detail_data.loc[:, "exit_long"] = row[ELONG_IDX]
@@ -1483,15 +1482,14 @@ class Backtesting:
                         det_row,
                         pair,
                         current_time_det,
-                        end_date,
                         trade_dir,
-                        is_first,
+                        is_first and not is_last_row,
                     )
                     current_time_det += self.timeframe_detail_td
                     is_first = False
             else:
                 self.dataprovider._set_dataframe_max_date(current_time)
-                self.backtest_loop(row, pair, current_time, end_date, trade_dir)
+                self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row)
 
         self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data)
         self.wallets.update()