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Merge remote-tracking branch 'origin/develop' into feature/proceed-exit-while-open-order

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This commit is contained in:
Axel-CH
2024-09-24 11:58:15 -04:00
parent bb4db022f0 5907de90c1
commit 5ba592ff47
57 changed files with 4549 additions and 2495 deletions
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22
freqtrade/optimize/backtesting.py
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@@ -122,6 +122,7 @@ class Backtesting:
self.processed_dfs: Dict[str, Dict] = {}
self.rejected_dict: Dict[str, List] = {}
self.rejected_df: Dict[str, Dict] = {}
self.exited_dfs: Dict[str, Dict] = {}
self._exchange_name = self.config["exchange"]["name"]
if not exchange:
@@ -1098,7 +1099,7 @@ class Backtesting:
open_rate_requested=propose_rate,
open_date=current_time,
stake_amount=stake_amount,
amount=amount,
amount=0,
amount_requested=amount,
fee_open=self.fee,
fee_close=self.fee,
@@ -1165,12 +1166,10 @@ class Backtesting:
self._exit_trade(
trade, exit_row, exit_row[OPEN_IDX], trade.amount, ExitType.FORCE_EXIT.value
)
trade.orders[-1].close_bt_order(exit_row[DATE_IDX].to_pydatetime(), trade)
trade.close_date = exit_row[DATE_IDX].to_pydatetime()
trade.exit_reason = ExitType.FORCE_EXIT.value
trade.close(exit_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade)
self._process_exit_order(
trade.orders[-1], trade, exit_row[DATE_IDX].to_pydatetime(), exit_row, pair
)
def trade_slot_available(self, open_trade_count: int) -> bool:
# Always allow trades when max_open_trades is enabled.
@@ -1566,11 +1565,14 @@ class Backtesting:
and self.dataprovider.runmode == RunMode.BACKTEST
):
self.processed_dfs[strategy_name] = generate_trade_signal_candles(
preprocessed_tmp, results
preprocessed_tmp, results, "open_date"
)
self.rejected_df[strategy_name] = generate_rejected_signals(
preprocessed_tmp, self.rejected_dict
)
self.exited_dfs[strategy_name] = generate_trade_signal_candles(
preprocessed_tmp, results, "close_date"
)
return min_date, max_date
@@ -1646,7 +1648,11 @@ class Backtesting:
and self.dataprovider.runmode == RunMode.BACKTEST
):
store_backtest_analysis_results(
self.config["exportfilename"], self.processed_dfs, self.rejected_df, dt_appendix
self.config["exportfilename"],
self.processed_dfs,
self.rejected_df,
self.exited_dfs,
dt_appendix,
)
# Results may be mixed up now. Sort them so they follow --strategy-list order.