From 2bed0eab0cc5433800ac8de8b68bb0ad2d7ca1f3 Mon Sep 17 00:00:00 2001 From: eSeR1805 Date: Thu, 5 May 2022 12:19:05 +0300 Subject: [PATCH] BT: Update trade open_rate on first filled order. --- freqtrade/optimize/backtesting.py | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 376236747..35761c54c 100755 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -813,6 +813,11 @@ class Backtesting: cost=stake_amount + trade.fee_open, ) if pos_adjust and self._get_order_filled(order.price, row): + # Update trade open_rate on first filled order + # this is for cases where adjust_entry_order might have replaced the + # initial order from trade opening + if len(trade.select_filled_orders(trade.entry_side)) == 1: + trade.open_rate = order.price order.close_bt_order(current_time) else: trade.open_order_id = str(self.order_id_counter)