Backtesting updated to provide a more accurate fill prices #279
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
… limit, and stop loss orders.
grzesir
reviewed
Sep 5, 2023
grzesir
reviewed
Sep 5, 2023
grzesir
reviewed
Sep 5, 2023
grzesir
reviewed
Sep 5, 2023
| # Get the assets last price | ||
| asset_price = self.get_last_price(order.asset) | ||
|
|
||
| if order._trail_stop_price: |
grzesir
reviewed
Sep 5, 2023
| if price is not None: | ||
|
|
||
| # If the price is set, then the order has been filled | ||
| if price: |
davidlatte
temporarily deployed
to
unit-tests
GitHub Actions
Inactive
davidlatte
deleted the
278-fill-prices-in-backtest-candle-open-vs-close
branch
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Applies to for market, limit, and stop loss orders.