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Add call to stoploss-adjust for backtesting

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Matthias
2023-08-14 16:00:33 +02:00
parent 62d83b8dbd
commit fc60c0df19
1 changed files with 8 additions and 0 deletions
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freqtrade/optimize/backtesting.py
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@@ -578,6 +578,11 @@ class Backtesting:
""" Rate is within candle, therefore filled""" """ Rate is within candle, therefore filled"""
return row[LOW_IDX] <= rate <= row[HIGH_IDX] return row[LOW_IDX] <= rate <= row[HIGH_IDX]
def _call_adjust_stop(self, current_date: datetime, trade: Trade, current_rate: float):
profit = trade.calc_profit_ratio(current_rate)
self.strategy.ft_stoploss_adjust(current_rate, trade, current_date, profit, 0,
after_fill=True)
def _try_close_open_order( def _try_close_open_order(
self, order: Optional[Order], trade: LocalTrade, current_date: datetime, self, order: Optional[Order], trade: LocalTrade, current_date: datetime,
row: Tuple) -> bool: row: Tuple) -> bool:
@@ -588,6 +593,9 @@ class Backtesting:
if order and self._get_order_filled(order.ft_price, row): if order and self._get_order_filled(order.ft_price, row):
order.close_bt_order(current_date, trade) order.close_bt_order(current_date, trade)
trade.open_order_id = None trade.open_order_id = None
if not (order.ft_order_side == trade.exit_side and order.safe_amount == trade.amount):
self._call_adjust_stop(current_date, trade, order.ft_price)
# pass
return True return True
return False return False