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Simplify backtest order closing

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This commit is contained in:
Matthias 2023-08-13 16:35:27 +02:00
parent d7e9f87b33
commit bcc2dd9803
1 changed files with 11 additions and 7 deletions
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18
freqtrade/optimize/backtesting.py
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@ -568,7 +568,7 @@ class Backtesting:
if pos_trade is not None:
order = pos_trade.orders[-1]
if self._get_order_filled(order.ft_price, row):
order.close_bt_order(current_date, trade)
self._close_open_order(order, trade, current_date, row)
trade.recalc_trade_from_orders()
self.wallets.update()
return pos_trade
@ -579,6 +579,12 @@ class Backtesting:
""" Rate is within candle, therefore filled"""
return row[LOW_IDX] <= rate <= row[HIGH_IDX]
def _close_open_order(
self, order: Order, trade: LocalTrade, current_date: datetime, row: Tuple) -> None:
""" Close an open order, and update trade accordingly"""
order.close_bt_order(current_date, trade)
trade.open_order_id = None
def _get_exit_for_signal(
self, trade: LocalTrade, row: Tuple, exit_: ExitCheckTuple,
amount: Optional[float] = None) -> Optional[LocalTrade]:
@ -903,8 +909,8 @@ class Backtesting:
)
order._trade_bt = trade
trade.orders.append(order)
if pos_adjust and self._get_order_filled(order.ft_price, row):
order.close_bt_order(current_time, trade)
if self._get_order_filled(order.ft_price, row):
self._close_open_order(order, trade, current_time, row)
else:
trade.open_order_id = str(self.order_id_counter)
trade.recalc_trade_from_orders()
@ -1122,8 +1128,7 @@ class Backtesting:
# 3. Process entry orders.
order = trade.select_order(trade.entry_side, is_open=True)
if order and self._get_order_filled(order.ft_price, row):
order.close_bt_order(current_time, trade)
trade.open_order_id = None
self._close_open_order(order, trade, current_time, row)
self.wallets.update()
# 4. Create exit orders (if any)
@ -1133,8 +1138,7 @@ class Backtesting:
# 5. Process exit orders.
order = trade.select_order(trade.exit_side, is_open=True)
if order and self._get_order_filled(order.ft_price, row):
order.close_bt_order(current_time, trade)
trade.open_order_id = None
self._close_open_order(order, trade, current_time, row)
sub_trade = order.safe_amount_after_fee != trade.amount
if sub_trade:
trade.recalc_trade_from_orders()