Feature: Proceed exit while having open order, for backtesting and live #10062
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| assert trade | ||
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| print(f'trade.liquidation_price: {trade.liquidation_price}') | ||
| # TODO QUESTION Why leverage stay at 1.0 ? |
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@xmatthias could you provide me the proper way to edit leverage and stoploss in order to create the test scenario properly?
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your test runs on spot markets (the default for default_conf).
Futures markets are "opt in" ... so you need to re-set trading_mode to futures for leverage to not be ignored.
I'd also use default_conf_usdt for new tests ... doing tests with BTC feels a bit awkward if you consider it's volatility (most older tests assume a price of 10-15k - which nowadays seems odd) - i always found that to help with trying to do the calculations manually to ensure the test actually makes sense.
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| # TODO This should FAIL curently as exits is not triggered if trade.has_open_orders | ||
| assert res | ||
| assert res.exit_reason == ExitType.STOP_LOSS.value | ||
| assert sl_order.status == 'closed' # TODO why the stoploss order is not filled ? |
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@xmatthias I must validate that the SL order is properly filled when there is no open entry or exit order, but the SL order is not filled in that case
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I think your approach is a bit off if i'm honest.
you're calling backtesting internals (_check_trade_exit() is not supposed to close the order) - but expect things that happen in other parts of backtesting to also happen.
You CAN make these happen - but it'll not happen automatically if you call partials.
The above called method is just checking, and eventually creating an order.
Handling of the actual order handles after this call - directly in backtest_loop().
That'll handle both orders that were created in this iteration - as well as orders that are there from previous candles and didn't fill yet.
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Great thank you for the clarification
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So from what I understand I must do a test strategy that is closer to "test_backtest_one" using "UNITTEST_BTC" data, right?
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Summary
Solve the issue: #9760
Quick changelog
What's new?
This PR aim to allow trade to exit properly while having open order, on backtest and live