Commit 72e56f3

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BUG: Fix cleared SL value in stats._trades data frame

Fixes #1288 Thanks @xyffar for the analysis!

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Original file line number	Diff line number	Diff line change
`@@ -934,6 +934,9 @@ def _process_orders(self):`
`934`	`934`	`if trade in self.trades:`
`935`	`935`	`self._reduce_trade(trade, price, size, time_index)`
`936`	`936`	`assert order.size != -_prev_size or trade not in self.trades`
	`937`	`+ if price == stop_price:`
	`938`	`+ # Set SL back on the order for stats._trades["SL"]`
	`939`	`+ trade._sl_order._replace(stop_price=stop_price)`
`937`	`940`	`if order in (trade._sl_order,`
`938`	`941`	`trade._tp_order):`
`939`	`942`	`assert order.size == -trade.size`

Lines changed: 11 additions & 0 deletions

Original file line number	Diff line number	Diff line change
`@@ -1140,3 +1140,14 @@ def test_optimize_datetime_index_with_timezone(self):`
`1140`	`1140`	`data.index = data.index.tz_localize('Asia/Kolkata')`
`1141`	`1141`	`res = Backtest(data, SmaCross).optimize(fast=range(2, 3), slow=range(4, 5))`
`1142`	`1142`	`self.assertGreater(res['# Trades'], 0)`
	`1143`	`+`
	`1144`	`+ def test_sl_tp_values_in_trades_df(self):`
	`1145`	`+ class S(_S):`
	`1146`	`+ def next(self):`
	`1147`	`+ self.next = lambda: None`
	`1148`	`+ self.buy(size=1, tp=111)`
	`1149`	`+ self.buy(size=1, sl=99)`
	`1150`	`+`
	`1151`	`+ trades = Backtest(SHORT_DATA, S).run()._trades`
	`1152`	`+ self.assertEqual(trades['SL'].fillna(0).tolist(), [0, 99])`
	`1153`	`+ self.assertEqual(trades['TP'].fillna(0).tolist(), [111, 0])`

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