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sell_type -> exit_type

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This commit is contained in:
Sam Germain
2022-01-04 22:57:59 -06:00
parent e9d3903827
commit 0037754969
7 changed files with 56 additions and 56 deletions
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8
freqtrade/optimize/backtesting.py
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@@ -314,7 +314,7 @@ class Backtesting:
Get close rate for backtesting result
"""
# Special handling if high or low hit STOP_LOSS or ROI
if sell.sell_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
if sell.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
if trade.stop_loss > sell_row[HIGH_IDX]:
# our stoploss was already higher than candle high,
# possibly due to a cancelled trade exit.
@@ -324,7 +324,7 @@ class Backtesting:
# Special case: trailing triggers within same candle as trade opened. Assume most
# pessimistic price movement, which is moving just enough to arm stoploss and
# immediately going down to stop price.
if sell.sell_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
if sell.exit_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
if (
not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
and self.strategy.trailing_only_offset_is_reached
@@ -345,7 +345,7 @@ class Backtesting:
# Set close_rate to stoploss
return trade.stop_loss
elif sell.sell_type == (ExitType.ROI):
elif sell.exit_type == (ExitType.ROI):
roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
if roi is not None and roi_entry is not None:
if roi == -1 and roi_entry % self.timeframe_min == 0:
@@ -395,7 +395,7 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
if sell.sell_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL):
if sell.exit_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(