BerqiaMouad
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‎backtesting/backtesting.py‎
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‎backtesting/backtesting.py‎
Copy file name to clipboardExpand all lines: backtesting/backtesting.py
+3Lines changed: 3 additions & 0 deletions
diff --git a/Collapse file
‎backtesting/test/_test.py‎
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‎backtesting/test/_test.py‎
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+11Lines changed: 11 additions & 0 deletions
@@ -934,6 +934,9 @@ def _process_orders(self):
                 if trade in self.trades:
                     self._reduce_trade(trade, price, size, time_index)
                     assert order.size != -_prev_size or trade not in self.trades
+                    if price == stop_price:
+                        # Set SL back on the order for stats._trades["SL"]
+                        trade._sl_order._replace(stop_price=stop_price)
                 if order in (trade._sl_order,
                              trade._tp_order):
                     assert order.size == -trade.size
 
@@ -1140,3 +1140,14 @@ def test_optimize_datetime_index_with_timezone(self):
         data.index = data.index.tz_localize('Asia/Kolkata')
         res = Backtest(data, SmaCross).optimize(fast=range(2, 3), slow=range(4, 5))
         self.assertGreater(res['# Trades'], 0)
+
+    def test_sl_tp_values_in_trades_df(self):
+        class S(_S):
+            def next(self):
+                self.next = lambda: None
+                self.buy(size=1, tp=111)
+                self.buy(size=1, sl=99)
+
+        trades = Backtest(SHORT_DATA, S).run()._trades
+        self.assertEqual(trades['SL'].fillna(0).tolist(), [0, 99])
+        self.assertEqual(trades['TP'].fillna(0).tolist(), [111, 0])