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312a3bc173
commit
2078ff8942
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@ -43,15 +43,18 @@ export function getTradeEntries(dataset: PairHistory, filteredTrades: Trade[]) {
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for (let i = 0, len = filteredTrades.length; i < len; i += 1) {
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const trade: Trade = filteredTrades[i];
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if (
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trade.open_timestamp >= dataset.data_start_ts &&
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trade.open_timestamp <= dataset.data_stop_ts
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// Trade is open or closed and within timerange
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roundTimeframe(dataset.timeframe_ms ?? 0, trade.open_timestamp) <= dataset.data_stop_ts ||
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!trade.close_timestamp ||
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(trade.close_timestamp && trade.close_timestamp >= dataset.data_start_ts)
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) {
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if (trade.orders) {
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for (let i = 0; i < trade.orders.length; i++) {
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const order: Order = trade.orders[i];
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if (
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order.order_filled_timestamp &&
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order.order_filled_timestamp <= dataset.data_stop_ts &&
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roundTimeframe(dataset.timeframe_ms ?? 0, order.order_filled_timestamp) <=
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dataset.data_stop_ts &&
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order.order_filled_timestamp > dataset.data_start_ts
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) {
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// Trade entry
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@ -68,7 +71,8 @@ export function getTradeEntries(dataset: PairHistory, filteredTrades: Trade[]) {
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// Trade exit
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} else if (i === trade.orders.length - 1 && trade.close_timestamp) {
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if (
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trade.close_timestamp <= dataset.data_stop_ts &&
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roundTimeframe(dataset.timeframe_ms ?? 0, trade.close_timestamp) <=
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dataset.data_stop_ts &&
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trade.close_timestamp > dataset.data_start_ts &&
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trade.is_open === false
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) {
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