From 51828a0b0b7d13c728ce979265386b6089d0f961 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 9 Mar 2022 07:03:37 +0100 Subject: [PATCH] Update buy-signals to entry wording --- docs/hyperopt.md | 2 +- tests/optimize/test_backtesting.py | 4 ++-- tests/test_freqtradebot.py | 4 ++-- tests/test_plotting.py | 4 ++-- 4 files changed, 7 insertions(+), 7 deletions(-) diff --git a/docs/hyperopt.md b/docs/hyperopt.md index 19d8cd692..f2ec4f875 100644 --- a/docs/hyperopt.md +++ b/docs/hyperopt.md @@ -206,7 +206,7 @@ Hyper-optimization will, for each epoch round, pick one trigger and possibly mul #### Sell optimization -Similar to the buy-signal above, sell-signals can also be optimized. +Similar to the entry-signal above, exit-signals can also be optimized. Place the corresponding settings into the following methods * Define the parameters at the class level hyperopt shall be optimizing, either naming them `sell_*`, or by explicitly defining `space='sell'`. diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index ec77d1cbf..1b11bf0da 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -906,7 +906,7 @@ def test_backtest_pricecontours_protections(default_conf, fee, mocker, testdatad ['sine', 9], ['raise', 10], ] - # While buy-signals are unrealistic, running backtesting + # While entry-signals are unrealistic, running backtesting # over and over again should not cause different results for [contour, numres] in tests: # Debug output for random test failure @@ -935,7 +935,7 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir, mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) - # While buy-signals are unrealistic, running backtesting + # While entry-signals are unrealistic, running backtesting # over and over again should not cause different results assert len(simple_backtest(default_conf, contour, mocker, testdatadir)['results']) == expected diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index b51637143..33e44eed9 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3784,7 +3784,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op assert freqtrade.handle_trade(trade) is False - # Test if buy-signal is absent (should sell due to roi = true) + # Test if entry-signal is absent (should sell due to roi = true) if is_short: patch_get_signal(freqtrade, enter_long=False, exit_short=False) else: @@ -4001,7 +4001,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_ patch_get_signal(freqtrade, enter_long=not is_short, enter_short=is_short, exit_short=is_short) assert freqtrade.handle_trade(trade) is True - # Test if buy-signal is absent + # Test if entry-signal is absent patch_get_signal(freqtrade) assert freqtrade.handle_trade(trade) is True assert trade.sell_reason == SellType.ROI.value diff --git a/tests/test_plotting.py b/tests/test_plotting.py index b14f83bf9..5f8b20251 100644 --- a/tests/test_plotting.py +++ b/tests/test_plotting.py @@ -259,12 +259,12 @@ def test_generate_candlestick_graph_no_trades(default_conf, mocker, testdatadir) buy = find_trace_in_fig_data(figure.data, "buy") assert isinstance(buy, go.Scatter) - # All buy-signals should be plotted + # All entry-signals should be plotted assert int(data['enter_long'].sum()) == len(buy.x) sell = find_trace_in_fig_data(figure.data, "sell") assert isinstance(sell, go.Scatter) - # All buy-signals should be plotted + # All entry-signals should be plotted assert int(data['exit_long'].sum()) == len(sell.x) assert find_trace_in_fig_data(figure.data, "Bollinger Band")