Support returning a string from custom_sell() and have it recorded as custom sell reason.
This commit is contained in:
Rokas Kupstys
parent
a77337e424
commit
1aad128d85
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@ -961,7 +961,7 @@ class FreqtradeBot(LoggingMixin):
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if should_sell.sell_flag:
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logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
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self.execute_sell(trade, sell_rate, should_sell.sell_type)
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self.execute_sell(trade, sell_rate, should_sell.sell_type, should_sell.sell_reason)
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return True
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return False
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@ -1150,12 +1150,15 @@ class FreqtradeBot(LoggingMixin):
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raise DependencyException(
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f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
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def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> bool:
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def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType,
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custom_reason: Optional[str] = None) -> bool:
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"""
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Executes a limit sell for the given trade and limit
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:param trade: Trade instance
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:param limit: limit rate for the sell order
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:param sellreason: Reason the sell was triggered
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:param sell_reason: Reason the sell was triggered
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:param custom_reason: A custom sell reason. Provided only if
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sell_reason == SellType.CUSTOM_SELL,
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:return: True if it succeeds (supported) False (not supported)
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"""
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sell_type = 'sell'
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@ -1213,7 +1216,7 @@ class FreqtradeBot(LoggingMixin):
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trade.open_order_id = order['id']
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trade.sell_order_status = ''
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trade.close_rate_requested = limit
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trade.sell_reason = sell_reason.value
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trade.sell_reason = custom_reason or sell_reason.value
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# In case of market sell orders the order can be closed immediately
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if order.get('status', 'unknown') == 'closed':
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self.update_trade_state(trade, trade.open_order_id, order)
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@ -255,7 +255,7 @@ class Backtesting:
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if sell.sell_flag:
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trade.close_date = sell_row[DATE_IDX]
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trade.sell_reason = sell.sell_type.value
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trade.sell_reason = sell.sell_reason or sell.sell_type.value
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trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
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closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
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@ -7,7 +7,7 @@ import warnings
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from abc import ABC, abstractmethod
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from datetime import datetime, timedelta, timezone
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from enum import Enum
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from typing import Dict, List, NamedTuple, Optional, Tuple
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from typing import Dict, List, NamedTuple, Optional, Tuple, Union
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import arrow
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from pandas import DataFrame
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@ -24,6 +24,7 @@ from freqtrade.wallets import Wallets
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logger = logging.getLogger(__name__)
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CUSTOM_SELL_MAX_LENGTH = 64
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class SignalType(Enum):
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@ -45,6 +46,7 @@ class SellType(Enum):
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SELL_SIGNAL = "sell_signal"
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FORCE_SELL = "force_sell"
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EMERGENCY_SELL = "emergency_sell"
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CUSTOM_SELL = "custom_sell"
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NONE = ""
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def __str__(self):
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@ -58,6 +60,7 @@ class SellCheckTuple(NamedTuple):
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"""
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sell_flag: bool
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sell_type: SellType
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sell_reason: Optional[str] = None
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class IStrategy(ABC, HyperStrategyMixin):
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@ -286,25 +289,28 @@ class IStrategy(ABC, HyperStrategyMixin):
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return self.stoploss
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def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
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current_profit: float, **kwargs) -> bool:
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current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
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"""
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Custom sell signal logic indicating that specified position should be sold. Returning True
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from this method is equal to setting sell signal on a candle at specified time.
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This method is not called when sell signal is set.
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Custom sell signal logic indicating that specified position should be sold. Returning a
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string or True from this method is equal to setting sell signal on a candle at specified
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time. This method is not called when sell signal is set.
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This method should be overridden to create sell signals that depend on trade parameters. For
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example you could implement a stoploss relative to candle when trade was opened, or a custom
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1:2 risk-reward ROI.
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Custom sell reason max length is 64. Exceeding this limit will raise OperationalException.
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:param pair: Pair that's currently analyzed
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:param trade: trade object.
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: Whether trade should exit now.
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:return: To execute sell, return a string with custom sell reason or True. Otherwise return
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None or False.
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"""
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return False
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return None
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def informative_pairs(self) -> ListPairsWithTimeframes:
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"""
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@ -552,17 +558,27 @@ class IStrategy(ABC, HyperStrategyMixin):
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and self.min_roi_reached(trade=trade, current_profit=current_profit,
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current_time=date))
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sell_signal = SellType.NONE
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custom_reason = None
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if (ask_strategy.get('sell_profit_only', False)
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and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
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# sell_profit_only and profit doesn't reach the offset - ignore sell signal
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sell_signal = False
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elif ask_strategy.get('use_sell_signal', True):
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sell = sell or strategy_safe_wrapper(self.custom_sell, default_retval=False)(
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trade.pair, trade, date, current_rate, current_profit)
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sell_signal = sell and not buy
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pass
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elif ask_strategy.get('use_sell_signal', True) and not buy:
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if sell:
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sell_signal = SellType.SELL_SIGNAL
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else:
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custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
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trade.pair, trade, date, current_rate, current_profit)
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if custom_reason:
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sell_signal = SellType.CUSTOM_SELL
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if isinstance(custom_reason, bool):
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custom_reason = None
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elif isinstance(custom_reason, str):
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if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH:
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raise OperationalException('Custom sell reason returned '
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'from custom_sell is too long.')
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# TODO: return here if sell-signal should be favored over ROI
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else:
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sell_signal = False
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# Start evaluations
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# Sequence:
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@ -574,10 +590,10 @@ class IStrategy(ABC, HyperStrategyMixin):
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f"sell_type=SellType.ROI")
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return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
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if sell_signal:
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if sell_signal != SellType.NONE:
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logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
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f"sell_type=SellType.SELL_SIGNAL")
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return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)
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f"sell_type={sell_signal}, custom_reason={custom_reason}")
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return SellCheckTuple(sell_flag=True, sell_type=sell_signal, sell_reason=custom_reason)
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if stoplossflag.sell_flag:
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