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@ -535,6 +535,7 @@ class Backtesting:
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if exit_.exit_flag:
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trade.close_date = exit_candle_time
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exit_reason = exit_.exit_reason
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trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
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try:
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@ -545,6 +546,15 @@ class Backtesting:
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current_profit = trade.calc_profit_ratio(closerate)
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order_type = self.strategy.order_types['exit']
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if exit_.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT):
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# Checks and adds an exit tag, after checking that the length of the
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# row has the length for an exit tag column
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if(
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len(row) > EXIT_TAG_IDX
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and row[EXIT_TAG_IDX] is not None
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and len(row[EXIT_TAG_IDX]) > 0
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and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
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):
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exit_reason = row[EXIT_TAG_IDX]
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# Custom exit pricing only for exit-signals
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if order_type == 'limit':
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closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
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@ -552,7 +562,7 @@ class Backtesting:
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pair=trade.pair, trade=trade,
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current_time=exit_candle_time,
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proposed_rate=closerate, current_profit=current_profit,
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exit_tag=exit_.exit_reason)
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exit_tag=exit_reason)
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# We can't place orders lower than current low.
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# freqtrade does not support this in live, and the order would fill immediately
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if trade.is_short:
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@ -566,22 +576,12 @@ class Backtesting:
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pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
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rate=closerate,
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time_in_force=time_in_force,
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sell_reason=exit_.exit_reason, # deprecated
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exit_reason=exit_.exit_reason,
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sell_reason=exit_reason, # deprecated
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exit_reason=exit_reason,
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current_time=exit_candle_time):
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return None
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trade.exit_reason = exit_.exit_reason
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# Checks and adds an exit tag, after checking that the length of the
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# row has the length for an exit tag column
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if(
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len(row) > EXIT_TAG_IDX
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and row[EXIT_TAG_IDX] is not None
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and len(row[EXIT_TAG_IDX]) > 0
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and exit_.exit_type in (ExitType.EXIT_SIGNAL,)
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):
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trade.exit_reason = row[EXIT_TAG_IDX]
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trade.exit_reason = exit_reason
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self.order_id_counter += 1
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order = Order(
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