Finalize Trades

[AlexC89]

Enhancement description

I have a bit of an issue with how if one sets finalize_trades=False the BT algo does not do/open the last trade, even if the signals are there for it to BUY/SELL, it does not implement it because False does not allow it to close the trade, hence it skips it altogether.

I think a change should be made here. If you set finalize_trades=False it should do the trade with _trade history showing the EntryPrice, with ExitPrice of course being blank (since it has not trade signal to close).

It would be a great improvement I think, in helping algo traders a lot.

Code sample

Additional info, images

No response

[kernc]

I don't know about great improvement, but that logic sure does make sense, and incomplete orders will be easy to filter! PR fix welcome!

On second thought, mixing floats and Nones in ExitPrice could lead to new issues like #1255. Let that be nan values!