lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-10 10:21:59 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

Fix buy_tag not being saved to trade object.

Browse Source 
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
This commit is contained in:
Rokas Kupstys 2021-08-11 10:18:25 +03:00
parent 0b6aedbc4c
commit f6267c7514
2 changed files with 5 additions and 7 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/optimize/backtesting.py
View File

@ -218,7 +218,7 @@ class Backtesting:
"""
# Every change to this headers list must evaluate further usages of the resulting tuple
# and eventually change the constants for indexes at the top
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
data: Dict = {}
self.progress.init_step(BacktestState.CONVERT, len(processed))
@ -226,13 +226,10 @@ class Backtesting:
for pair, pair_data in processed.items():
self.check_abort()
self.progress.increment()
has_buy_tag = 'buy_tag' in pair_data
headers = headers + ['buy_tag'] if has_buy_tag else headers
if not pair_data.empty:
pair_data.loc[:, 'buy'] = 0 # cleanup if buy_signal is exist
pair_data.loc[:, 'sell'] = 0 # cleanup if sell_signal is exist
if has_buy_tag:
pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist
pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
@ -243,8 +240,7 @@ class Backtesting:
# from the previous candle
df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
if has_buy_tag:
df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
# Update dataprovider cache
self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)

2
tests/optimize/__init__.py
View File

@ -52,4 +52,6 @@ def _build_backtest_dataframe(data):
# Ensure floats are in place
for column in ['open', 'high', 'low', 'close', 'volume']:
frame[column] = frame[column].astype('float64')
if 'buy_tag' not in columns:
frame['buy_tag'] = None
return frame