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Fix liquidation price setting in backtesting

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closes #9205
This commit is contained in:
Matthias
2023-09-27 06:30:03 +02:00
parent a905d1bd67
commit 504f51fabb
1 changed files with 10 additions and 10 deletions
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20
freqtrade/optimize/backtesting.py
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@@ -598,6 +598,16 @@ class Backtesting:
if order and self._get_order_filled(order.ft_price, row):
order.close_bt_order(current_date, trade)
if not (order.ft_order_side == trade.exit_side and order.safe_amount == trade.amount):
# trade is still open
trade.set_liquidation_price(self.exchange.get_liquidation_price(
pair=trade.pair,
open_rate=trade.open_rate,
is_short=trade.is_short,
amount=trade.amount,
stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount,
))
self._call_adjust_stop(current_date, trade, order.ft_price)
# pass
return True
@@ -894,16 +904,6 @@ class Backtesting:
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
trade.set_liquidation_price(self.exchange.get_liquidation_price(
pair=pair,
open_rate=propose_rate,
amount=amount,
stake_amount=trade.stake_amount,
leverage=trade.leverage,
wallet_balance=trade.stake_amount,
is_short=is_short,
))
order = Order(
id=self.order_id_counter,
ft_trade_id=trade.id,