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feat: allow in-candle entries

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Matthias
2025-01-17 06:45:56 +01:00
parent 419d5d9946
commit 1e61aea23b
2 changed files with 9 additions and 4 deletions
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2
freqtrade/optimize/backtesting.py
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@@ -1386,7 +1386,7 @@ class Backtesting:
and (self._position_stacking or len(LocalTrade.bt_trades_open_pp[pair]) == 0)
and not PairLocks.is_pair_locked(pair, row[DATE_IDX], trade_dir)
):
if self.trade_slot_available(LocalTrade.bt_open_open_trade_count_candle):
if self.trade_slot_available(LocalTrade.bt_open_open_trade_count):
trade = self._enter_trade(pair, row, trade_dir)
if trade:
self.wallets.update()

11
tests/optimize/test_backtesting.py
View File

@@ -1773,16 +1773,18 @@ def test_backtest_multi_pair_detail_simplified(
if use_detail:
# Backtest loop is called once per candle per pair
# Exact numbers depend on trade state - but should be around 3_800
assert bl_spy.call_count > 2_250
assert bl_spy.call_count > 2_170
assert bl_spy.call_count < 2_800
assert len(evaluate_result_multi(results["results"], "1h", 3)) > 0
else:
assert bl_spy.call_count < 995
assert len(evaluate_result_multi(results["results"], "1h", 3)) == 0
# Make sure we have parallel trades
assert len(evaluate_result_multi(results["results"], "1h", 2)) > 0
assert len(evaluate_result_multi(results["results"], "5m", 2)) > 0
# make sure we don't have trades with more than configured max_open_trades
# This must evaluate on detail timeframe - as we can have entries within the candle.
assert len(evaluate_result_multi(results["results"], "1h", 3)) == 0
assert len(evaluate_result_multi(results["results"], "5m", 3)) == 0
assert len(evaluate_result_multi(results["results"], "1m", 3)) == 0
@@ -1803,7 +1805,10 @@ def test_backtest_multi_pair_detail_simplified(
"end_date": max_date,
}
results = backtesting.backtest(**backtest_conf)
assert len(evaluate_result_multi(results["results"], "1h", 1)) == 0
if use_detail:
assert len(evaluate_result_multi(results["results"], "1h", 1)) > 0
else:
assert len(evaluate_result_multi(results["results"], "1h", 1)) == 0
assert len(evaluate_result_multi(results["results"], "5m", 1)) == 0
assert len(evaluate_result_multi(results["results"], "1m", 1)) == 0