CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-11-29 16:43:06 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'develop' into feat_readjust_entry

Browse Source
This commit is contained in:
eSeR1805
2022-05-01 21:42:15 +03:00
parent 4e43194dfe 582e30bca6
commit 04c51d2d1a
53 changed files with 689 additions and 388 deletions
Download Patch File Download Diff File Expand all files Collapse all files

14
freqtrade/optimize/backtesting.py
View File

@@ -867,10 +867,11 @@ class Backtesting:
return 'short'
return None
def run_protections(self, enable_protections, pair: str, current_time: datetime):
def run_protections(
self, enable_protections, pair: str, current_time: datetime, side: LongShort):
if enable_protections:
self.protections.stop_per_pair(pair, current_time)
self.protections.global_stop(current_time)
self.protections.stop_per_pair(pair, current_time, side)
self.protections.global_stop(current_time, side)
def manage_open_orders(self, trade: LocalTrade, current_time, row: Tuple) -> bool:
"""
@@ -1030,7 +1031,7 @@ class Backtesting:
and self.trade_slot_available(max_open_trades, open_trade_count_start)
and current_time != end_date
and trade_dir is not None
and not PairLocks.is_pair_locked(pair, row[DATE_IDX])
and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
):
trade = self._enter_trade(pair, row, trade_dir)
if trade:
@@ -1068,7 +1069,8 @@ class Backtesting:
LocalTrade.close_bt_trade(trade)
trades.append(trade)
self.wallets.update()
self.run_protections(enable_protections, pair, current_time)
self.run_protections(
enable_protections, pair, current_time, trade.trade_direction)
# Move time one configured time_interval ahead.
self.progress.increment()
@@ -1092,7 +1094,7 @@ class Backtesting:
timerange: TimeRange):
self.progress.init_step(BacktestState.ANALYZE, 0)
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
logger.info(f"Running backtesting for Strategy {strat.get_strategy_name()}")
backtest_start_time = datetime.now(timezone.utc)
self._set_strategy(strat)