CTYPTO/freqtrade
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2025-12-03 02:23:05 +00:00
Code Issues Packages Projects Releases Wiki Activity

Merge branch 'develop' into backtest_live_models

Browse Source
This commit is contained in:
Wagner Costa Santos
2022-10-10 14:53:45 -03:00
parent 6845a5c6ea 002a46c5a0
commit 3081e73f8a
93 changed files with 1575 additions and 616 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
freqtrade/optimize/backtesting.py
View File

@@ -110,7 +110,7 @@ class Backtesting:
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)
self.init_backtest_detail()
self.pairlists = PairListManager(self.exchange, self.config)
self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider)
if 'VolumePairList' in self.pairlists.name_list:
raise OperationalException("VolumePairList not allowed for backtesting. "
"Please use StaticPairList instead.")
@@ -544,7 +544,7 @@ class Backtesting:
if stake_amount is not None and stake_amount < 0.0:
amount = amount_to_contract_precision(
abs(stake_amount) / current_rate, trade.amount_precision,
abs(stake_amount * trade.leverage) / current_rate, trade.amount_precision,
self.precision_mode, trade.contract_size)
if amount == 0.0:
return trade
@@ -1049,7 +1049,7 @@ class Backtesting:
if requested_rate:
self._enter_trade(pair=trade.pair, row=row, trade=trade,
requested_rate=requested_rate,
requested_stake=(order.remaining * order.price),
requested_stake=(order.remaining * order.price / trade.leverage),
direction='short' if trade.is_short else 'long')
self.replaced_entry_orders += 1
else: