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Properly close out orders in backtesting

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This commit is contained in:
Matthias 2022-04-29 06:53:30 +02:00
parent c499bb051f
commit f709222943
2 changed files with 2 additions and 0 deletions
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1
freqtrade/optimize/backtesting.py
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@ -1094,6 +1094,7 @@ class Backtesting:
# 5. Process exit orders. # 5. Process exit orders.
order = trade.select_order(trade.exit_side, 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):
order.close_bt_order(current_time, trade)
trade.open_order_id = None trade.open_order_id = None
trade.close_date = current_time trade.close_date = current_time
trade.close(order.price, show_msg=False) trade.close(order.price, show_msg=False)

1
freqtrade/persistence/trade_model.py
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@ -166,6 +166,7 @@ class Order(_DECL_BASE):
def close_bt_order(self, close_date: datetime, trade: 'LocalTrade'): def close_bt_order(self, close_date: datetime, trade: 'LocalTrade'):
self.order_filled_date = close_date self.order_filled_date = close_date
self.filled = self.amount self.filled = self.amount
self.remaining = 0
self.status = 'closed' self.status = 'closed'
self.ft_is_open = False self.ft_is_open = False
if (self.ft_order_side == trade.entry_side if (self.ft_order_side == trade.entry_side