Update advise_* methods to entry/exit

freqtrade/edge/edge_positioning.py

@@ -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(
+            df_analyzed = self.strategy.advise_exit(
-                dataframe=self.strategy.advise_buy(
+                dataframe=self.strategy.advise_entry(
                     dataframe=pair_data,
                     metadata={'pair': pair}
                 ),

freqtrade/optimize/backtesting.py

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

freqtrade/strategy/interface.py

@@ -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_entry(dataframe, metadata)
-        dataframe = self.advise_sell(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.

tests/optimize/test_backtest_detail.py

@@ -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_entry = lambda a, m: frame
-    backtesting.strategy.advise_sell = 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)
 

tests/optimize/test_backtesting.py

@@ -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_entry)
-    assert callable(backtesting.strategy.advise_sell)
+    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_entry = fun  # Override
-    backtesting.strategy.advise_sell = 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_entry = fun  # Override
-    backtesting.strategy.advise_sell = 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_entry = _trend_alternate  # Override
-    backtesting.strategy.advise_sell = _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_entry = _trend_alternate_hold  # Override
-    backtesting.strategy.advise_sell = _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)

tests/optimize/test_hyperopt.py

@@ -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_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    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_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    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_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    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_exit")
-    assert hasattr(hyperopt.backtesting.strategy, "advise_buy")
+    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")

tests/strategy/test_interface.py

@@ -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)
+    entry_mock = MagicMock(side_effect=lambda x, meta: x)
-    sell_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_entry=entry_mock,
-        advise_sell=sell_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 entry_mock.call_count == 1
-    assert buy_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 entry_mock.call_count == 2
-    assert buy_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)
+    entry_mock = MagicMock(side_effect=lambda x, meta: x)
-    sell_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_entry=entry_mock,
-        advise_sell=sell_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 entry_mock.call_count == 1
-    assert buy_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 entry_mock.call_count == 1
-    assert buy_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

tests/strategy/test_strategy_loading.py

@@ -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