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don't use "can_short" in backtesting to determine application of leverage

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This commit is contained in:
Matthias 2023-03-26 16:17:10 +02:00
parent fb1541bdf6
commit b09fb5826f
3 changed files with 7 additions and 4 deletions
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2
freqtrade/optimize/backtesting.py
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@ -739,7 +739,7 @@ class Backtesting:
proposed_leverage=1.0,
max_leverage=max_leverage,
side=direction, entry_tag=entry_tag,
) if self._can_short else 1.0
) if self.trading_mode != TradingMode.SPOT else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)

4
tests/optimize/test_backtest_detail.py
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@ -5,7 +5,7 @@ from unittest.mock import MagicMock
import pytest
from freqtrade.data.history import get_timerange
from freqtrade.enums import ExitType
from freqtrade.enums import ExitType, TradingMode
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence.trade_model import LocalTrade
from tests.conftest import EXMS, patch_exchange
@ -925,11 +925,13 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
mocker.patch(f"{EXMS}.get_min_pair_stake_amount", return_value=0.00001)
mocker.patch(f"{EXMS}.get_max_pair_stake_amount", return_value=float('inf'))
mocker.patch(f"{EXMS}.get_max_leverage", return_value=100)
mocker.patch(f"{EXMS}.calculate_funding_fees", return_value=0)
patch_exchange(mocker)
frame = _build_backtest_dataframe(data.data)
backtesting = Backtesting(default_conf)
# TODO: Should we initialize this properly??
backtesting._can_short = True
backtesting.trading_mode = TradingMode.MARGIN
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
backtesting.strategy.advise_entry = lambda a, m: frame

5
tests/optimize/test_backtesting_adjust_position.py
View File

@ -10,7 +10,7 @@ from arrow import Arrow
from freqtrade.configuration import TimeRange
from freqtrade.data import history
from freqtrade.data.history import get_timerange
from freqtrade.enums import ExitType
from freqtrade.enums import ExitType, TradingMode
from freqtrade.optimize.backtesting import Backtesting
from tests.conftest import EXMS, patch_exchange
@ -108,9 +108,10 @@ def test_backtest_position_adjustment_detailed(default_conf, fee, mocker, levera
default_conf.update({
"stake_amount": 100.0,
"dry_run_wallet": 1000.0,
"strategy": "StrategyTestV3"
"strategy": "StrategyTestV3",
})
backtesting = Backtesting(default_conf)
backtesting.trading_mode = TradingMode.FUTURES
backtesting._can_short = True
backtesting._set_strategy(backtesting.strategylist[0])
pair = 'XRP/USDT'