mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: Only ffill until the end of the trade

Browse Source
This commit is contained in:
Matthias
2025-11-16 16:21:40 +01:00
parent bf5ec98918
commit 921cb4dad8
1 changed files with 3 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/data/btanalysis/trade_parallelism.py
+3 -2
View File
@@ -87,6 +87,7 @@ def balance_distribution_over_time(
df[stake_currency] = float(start_balance)
df[pairlist] = 0.0
for trade in trades.sort_values(by=["open_date"]).itertuples():
end_date = trade.close_date if trade.close_date is not pd.NaT else None
# Exclude open orders - these won't have order_filled_timestamp set.
orders = [o for o in trade.orders if o["order_filled_timestamp"]]
for order in sorted(orders, key=lambda x: x["order_filled_timestamp"]):
@@ -95,11 +96,11 @@ def balance_distribution_over_time(
stake = order["safe_price"] * real_amount
if order["ft_is_entry"]:
fee = stake * trade.fee_open
df.loc[filled_at:, trade.pair] += real_amount
df.loc[filled_at:end_date, trade.pair] += real_amount
df.loc[filled_at:, stake_currency] -= stake + fee
else:
fee = stake * trade.fee_close
df.loc[filled_at:, trade.pair] -= real_amount
df.loc[filled_at:end_date, trade.pair] -= real_amount
df.loc[filled_at:, stake_currency] += stake - fee
df = df.round(14)