adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Update advise_* methods to entry/exit

Browse Source
This commit is contained in:
Matthias 2021-09-22 20:42:31 +02:00
parent 4c6b1cd55b
commit 0e13d57e57
8 changed files with 53 additions and 53 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
freqtrade/edge/edge_positioning.py
View File

@ -168,8 +168,8 @@ class Edge:
pair_data = pair_data.sort_values(by=['date'])
pair_data = pair_data.reset_index(drop=True)
df_analyzed = self.strategy.advise_sell(
dataframe=self.strategy.advise_buy(
df_analyzed = self.strategy.advise_exit(
dataframe=self.strategy.advise_entry(
dataframe=pair_data,
metadata={'pair': pair}
),

4
freqtrade/optimize/backtesting.py
View File

@ -274,8 +274,8 @@ class Backtesting:
pair_data.loc[:, 'long_tag'] = None
pair_data.loc[:, 'short_tag'] = None
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}),
df_analyzed = self.strategy.advise_exit(
self.strategy.advise_entry(pair_data, {'pair': pair}),
{'pair': pair}
).copy()
# Trim startup period from analyzed dataframe

10
freqtrade/strategy/interface.py
View File

@ -489,8 +489,8 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
logger.debug("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
dataframe = self.advise_entry(dataframe, metadata)
dataframe = self.advise_exit(dataframe, metadata)
return dataframe
def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -912,7 +912,7 @@ class IStrategy(ABC, HyperStrategyMixin):
def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""
Populates indicators for given candle (OHLCV) data (for multiple pairs)
Does not run advise_buy or advise_sell!
Does not run advise_entry or advise_exit!
Used by optimize operations only, not during dry / live runs.
Using .copy() to get a fresh copy of the dataframe for every strategy run.
Also copy on output to avoid PerformanceWarnings pandas 1.3.0 started to show.
@ -944,7 +944,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
return self.populate_indicators(dataframe, metadata)
def advise_buy(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def advise_entry(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the entry order signal for the given dataframe
This method should not be overridden.
@ -967,7 +967,7 @@ class IStrategy(ABC, HyperStrategyMixin):
return df
def advise_sell(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def advise_exit(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the exit order signal for the given dataframe
This method should not be overridden.

4
tests/optimize/test_backtest_detail.py
View File

@ -598,8 +598,8 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.required_startup = 0
backtesting.strategy.advise_buy = lambda a, m: frame
backtesting.strategy.advise_sell = lambda a, m: frame
backtesting.strategy.advise_entry = lambda a, m: frame
backtesting.strategy.advise_exit = lambda a, m: frame
backtesting.strategy.use_custom_stoploss = data.use_custom_stoploss
caplog.set_level(logging.DEBUG)

20
tests/optimize/test_backtesting.py
View File

@ -295,8 +295,8 @@ def test_backtesting_init(mocker, default_conf, order_types) -> None:
assert backtesting.config == default_conf
assert backtesting.timeframe == '5m'
assert callable(backtesting.strategy.advise_all_indicators)
assert callable(backtesting.strategy.advise_buy)
assert callable(backtesting.strategy.advise_sell)
assert callable(backtesting.strategy.advise_entry)
assert callable(backtesting.strategy.advise_exit)
assert isinstance(backtesting.strategy.dp, DataProvider)
get_fee.assert_called()
assert backtesting.fee == 0.5
@ -811,8 +811,8 @@ def test_backtest_clash_buy_sell(mocker, default_conf, testdatadir):
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.advise_buy = fun # Override
backtesting.strategy.advise_sell = fun # Override
backtesting.strategy.advise_entry = fun # Override
backtesting.strategy.advise_exit = fun # Override
result = backtesting.backtest(**backtest_conf)
assert result['results'].empty
@ -827,8 +827,8 @@ def test_backtest_only_sell(mocker, default_conf, testdatadir):
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, datadir=testdatadir)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.advise_buy = fun # Override
backtesting.strategy.advise_sell = fun # Override
backtesting.strategy.advise_entry = fun # Override
backtesting.strategy.advise_exit = fun # Override
result = backtesting.backtest(**backtest_conf)
assert result['results'].empty
@ -842,8 +842,8 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
backtesting = Backtesting(default_conf)
backtesting.required_startup = 0
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.advise_buy = _trend_alternate # Override
backtesting.strategy.advise_sell = _trend_alternate # Override
backtesting.strategy.advise_entry = _trend_alternate # Override
backtesting.strategy.advise_exit = _trend_alternate # Override
result = backtesting.backtest(**backtest_conf)
# 200 candles in backtest data
# won't buy on first (shifted by 1)
@ -896,8 +896,8 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
backtesting = Backtesting(default_conf)
backtesting._set_strategy(backtesting.strategylist[0])
backtesting.strategy.advise_buy = _trend_alternate_hold # Override
backtesting.strategy.advise_sell = _trend_alternate_hold # Override
backtesting.strategy.advise_entry = _trend_alternate_hold # Override
backtesting.strategy.advise_exit = _trend_alternate_hold # Override
processed = backtesting.strategy.advise_all_indicators(data)
min_date, max_date = get_timerange(processed)

16
tests/optimize/test_hyperopt.py
View File

@ -318,8 +318,8 @@ def test_start_calls_optimizer(mocker, hyperopt_conf, capsys) -> None:
# Should be called for historical candle data
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")
@ -698,8 +698,8 @@ def test_simplified_interface_roi_stoploss(mocker, hyperopt_conf, capsys) -> Non
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")
@ -772,8 +772,8 @@ def test_simplified_interface_buy(mocker, hyperopt_conf, capsys) -> None:
assert dumper.called
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")
@ -821,8 +821,8 @@ def test_simplified_interface_sell(mocker, hyperopt_conf, capsys) -> None:
assert dumper.called
assert dumper.call_count == 1
assert dumper2.call_count == 1
assert hasattr(hyperopt.backtesting.strategy, "advise_sell")
assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
assert hasattr(hyperopt.backtesting.strategy, "advise_exit")
assert hasattr(hyperopt.backtesting.strategy, "advise_entry")
assert hasattr(hyperopt, "max_open_trades")
assert hyperopt.max_open_trades == hyperopt_conf['max_open_trades']
assert hasattr(hyperopt, "position_stacking")

32
tests/strategy/test_interface.py
View File

@ -535,20 +535,20 @@ def test_leverage_callback(default_conf, side) -> None:
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
sell_mock = MagicMock(side_effect=lambda x, meta: x)
entry_mock = MagicMock(side_effect=lambda x, meta: x)
exit_mock = MagicMock(side_effect=lambda x, meta: x)
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
advise_indicators=ind_mock,
advise_buy=buy_mock,
advise_sell=sell_mock,
advise_entry=entry_mock,
advise_exit=exit_mock,
)
strategy = StrategyTestV3({})
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
assert entry_mock.call_count == 1
assert entry_mock.call_count == 1
assert log_has('TA Analysis Launched', caplog)
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
@ -557,8 +557,8 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
strategy.analyze_ticker(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 2
assert buy_mock.call_count == 2
assert buy_mock.call_count == 2
assert entry_mock.call_count == 2
assert entry_mock.call_count == 2
assert log_has('TA Analysis Launched', caplog)
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
@ -566,13 +566,13 @@ def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)
buy_mock = MagicMock(side_effect=lambda x, meta: x)
sell_mock = MagicMock(side_effect=lambda x, meta: x)
entry_mock = MagicMock(side_effect=lambda x, meta: x)
exit_mock = MagicMock(side_effect=lambda x, meta: x)
mocker.patch.multiple(
'freqtrade.strategy.interface.IStrategy',
advise_indicators=ind_mock,
advise_buy=buy_mock,
advise_sell=sell_mock,
advise_entry=entry_mock,
advise_exit=exit_mock,
)
strategy = StrategyTestV3({})
@ -585,8 +585,8 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
assert 'close' in ret.columns
assert isinstance(ret, DataFrame)
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
assert entry_mock.call_count == 1
assert entry_mock.call_count == 1
assert log_has('TA Analysis Launched', caplog)
assert not log_has('Skipping TA Analysis for already analyzed candle', caplog)
caplog.clear()
@ -594,8 +594,8 @@ def test__analyze_ticker_internal_skip_analyze(ohlcv_history, mocker, caplog) ->
ret = strategy._analyze_ticker_internal(ohlcv_history, {'pair': 'ETH/BTC'})
# No analysis happens as process_only_new_candles is true
assert ind_mock.call_count == 1
assert buy_mock.call_count == 1
assert buy_mock.call_count == 1
assert entry_mock.call_count == 1
assert entry_mock.call_count == 1
# only skipped analyze adds buy and sell columns, otherwise it's all mocked
assert 'enter_long' in ret.columns
assert 'exit_long' in ret.columns

16
tests/strategy/test_strategy_loading.py
View File

@ -117,11 +117,11 @@ def test_strategy_v2(result, default_conf):
df_indicators = strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in df_indicators
dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
dataframe = strategy.advise_entry(df_indicators, metadata=metadata)
assert 'buy' not in dataframe.columns
assert 'enter_long' in dataframe.columns
dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
dataframe = strategy.advise_exit(df_indicators, metadata=metadata)
assert 'sell' not in dataframe.columns
assert 'exit_long' in dataframe.columns
@ -347,7 +347,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
strategy.advise_entry(indicators, {'pair': 'ETH/BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@ -356,7 +356,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
strategy.advise_exit(indicators, {'pair': 'ETH_BTC'})
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@ -384,11 +384,11 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
enterdf = strategy.advise_buy(result, metadata=metadata)
enterdf = strategy.advise_entry(result, metadata=metadata)
assert isinstance(enterdf, DataFrame)
assert 'buy' in enterdf.columns
exitdf = strategy.advise_sell(result, metadata=metadata)
exitdf = strategy.advise_exit(result, metadata=metadata)
assert isinstance(exitdf, DataFrame)
assert 'sell' in exitdf
@ -411,13 +411,13 @@ def test_strategy_interface_versioning(result, default_conf):
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
enterdf = strategy.advise_buy(result, metadata=metadata)
enterdf = strategy.advise_entry(result, metadata=metadata)
assert isinstance(enterdf, DataFrame)
assert 'buy' not in enterdf.columns
assert 'enter_long' in enterdf.columns
exitdf = strategy.advise_sell(result, metadata=metadata)
exitdf = strategy.advise_exit(result, metadata=metadata)
assert isinstance(exitdf, DataFrame)
assert 'sell' not in exitdf
assert 'exit_long' in exitdf