8000 Fix buy_tag not being saved to trade object. by rokups · Pull Request #5399 · freqtrade/freqtrade · GitHub
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Fix buy_tag not being saved to trade object. #5399

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Merged
merged 1 commit into from
Aug 12, 2021
Merged

Fix buy_tag not being saved to trade object. #5399

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10 changes: 3 additions & 7 deletions freqtrade/optimize/backtesting.py
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Original file line number Diff line number Diff line change
Expand Up @@ -218,21 +218,18 @@ def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, Tupl
"""
# Every change to this headers list must evaluate further usages of the resulting tuple
# and eventually change the constants for indexes at the top
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag']
data: Dict = {}
self.progress.init_step(BacktestState.CONVERT, len(processed))

# Create dict with data
for pair, pair_data in processed.items():
self.check_abort()
self.progress.increment()
has_buy_tag = 'buy_tag' in pair_data
headers = headers + ['buy_tag'] if has_buy_tag else headers
if not pair_data.empty:
pair_data.loc[:, 'buy'] = 0 # cleanup if buy_signal is exist
pair_data.loc[:, 'sell'] = 0 # cleanup if sell_signal is exist
if has_buy_tag:
pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist
pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist

df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
Expand All @@ -243,8 +240,7 @@ def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, Tupl
# from the previous candle
df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
df_analyzed.loc[:, 'sell'] = df_analyzed.loc[:, 'sell'].shift(1)
if has_buy_tag:
df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)
df_analyzed.loc[:, 'buy_tag'] = df_analyzed.loc[:, 'buy_tag'].shift(1)

# Update dataprovider cache
self.dataprovider._set_cached_df(pair, self.timeframe, df_analyzed)
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2 changes: 2 additions & 0 deletions tests/optimize/__init__.py
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Expand Up @@ -52,4 +52,6 @@ def _build_backtest_dataframe(data):
# Ensure floats are in place
for column in ['open', 'high', 'low', 'close', 'volume']:
frame[column] = frame[column].astype('float64')
if 'buy_tag' not in columns:
frame['buy_tag'] = None
return frame
0