Support returning a string from custom_sell() and have it recorded as custom sell reason.

freqtrade/freqtradebot.py

@@ -961,7 +961,7 @@ class FreqtradeBot(LoggingMixin):
 
         if should_sell.sell_flag:
             logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
-            self.execute_sell(trade, sell_rate, should_sell.sell_type)
+            self.execute_sell(trade, sell_rate, should_sell.sell_type, should_sell.sell_reason)
             return True
         return False
 
@@ -1150,12 +1150,15 @@ class FreqtradeBot(LoggingMixin):
             raise DependencyException(
                 f"Not enough amount to sell. Trade-amount: {amount}, Wallet: {wallet_amount}")
 
-    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType) -> bool:
+    def execute_sell(self, trade: Trade, limit: float, sell_reason: SellType,
+                     custom_reason: Optional[str] = None) -> bool:
         """
         Executes a limit sell for the given trade and limit
         :param trade: Trade instance
         :param limit: limit rate for the sell order
-        :param sellreason: Reason the sell was triggered
+        :param sell_reason: Reason the sell was triggered
+        :param custom_reason: A custom sell reason. Provided only if
+        sell_reason == SellType.CUSTOM_SELL,
         :return: True if it succeeds (supported) False (not supported)
         """
         sell_type = 'sell'
@@ -1213,7 +1216,7 @@ class FreqtradeBot(LoggingMixin):
         trade.open_order_id = order['id']
         trade.sell_order_status = ''
         trade.close_rate_requested = limit
-        trade.sell_reason = sell_reason.value
+        trade.sell_reason = custom_reason or sell_reason.value
         # In case of market sell orders the order can be closed immediately
         if order.get('status', 'unknown') == 'closed':
             self.update_trade_state(trade, trade.open_order_id, order)

freqtrade/optimize/backtesting.py

@@ -255,7 +255,7 @@ class Backtesting:
 
         if sell.sell_flag:
             trade.close_date = sell_row[DATE_IDX]
-            trade.sell_reason = sell.sell_type.value
+            trade.sell_reason = sell.sell_reason or sell.sell_type.value
             trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
             closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
 

freqtrade/strategy/interface.py

@@ -7,7 +7,7 @@ import warnings
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
 from enum import Enum
-from typing import Dict, List, NamedTuple, Optional, Tuple
+from typing import Dict, List, NamedTuple, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
@@ -24,6 +24,7 @@ from freqtrade.wallets import Wallets
 
 
 logger = logging.getLogger(__name__)
+CUSTOM_SELL_MAX_LENGTH = 64
 
 
 class SignalType(Enum):
@@ -45,6 +46,7 @@ class SellType(Enum):
     SELL_SIGNAL = "sell_signal"
     FORCE_SELL = "force_sell"
     EMERGENCY_SELL = "emergency_sell"
+    CUSTOM_SELL = "custom_sell"
     NONE = ""
 
     def __str__(self):
@@ -58,6 +60,7 @@ class SellCheckTuple(NamedTuple):
     """
     sell_flag: bool
     sell_type: SellType
+    sell_reason: Optional[str] = None
 
 
 class IStrategy(ABC, HyperStrategyMixin):
@@ -286,25 +289,28 @@ class IStrategy(ABC, HyperStrategyMixin):
         return self.stoploss
 
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
-                    current_profit: float, **kwargs) -> bool:
+                    current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
-        Custom sell signal logic indicating that specified position should be sold. Returning True
+        Custom sell signal logic indicating that specified position should be sold. Returning a
-        from this method is equal to setting sell signal on a candle at specified time.
+        string or True from this method is equal to setting sell signal on a candle at specified
-        This method is not called when sell signal is set.
+        time. This method is not called when sell signal is set.
 
         This method should be overridden to create sell signals that depend on trade parameters. For
         example you could implement a stoploss relative to candle when trade was opened, or a custom
         1:2 risk-reward ROI.
 
+        Custom sell reason max length is 64. Exceeding this limit will raise OperationalException.
+
         :param pair: Pair that's currently analyzed
         :param trade: trade object.
         :param current_time: datetime object, containing the current datetime
         :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
-        :return bool: Whether trade should exit now.
+        :return: To execute sell, return a string with custom sell reason or True. Otherwise return
+        None or False.
         """
-        return False
+        return None
 
     def informative_pairs(self) -> ListPairsWithTimeframes:
         """
@@ -552,17 +558,27 @@ class IStrategy(ABC, HyperStrategyMixin):
                        and self.min_roi_reached(trade=trade, current_profit=current_profit,
                                                 current_time=date))
 
+        sell_signal = SellType.NONE
+        custom_reason = None
         if (ask_strategy.get('sell_profit_only', False)
                 and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
             # sell_profit_only and profit doesn't reach the offset - ignore sell signal
-            sell_signal = False
+            pass
-        elif ask_strategy.get('use_sell_signal', True):
+        elif ask_strategy.get('use_sell_signal', True) and not buy:
-            sell = sell or strategy_safe_wrapper(self.custom_sell, default_retval=False)(
+            if sell:
-                trade.pair, trade, date, current_rate, current_profit)
+                sell_signal = SellType.SELL_SIGNAL
-            sell_signal = sell and not buy
-            # TODO: return here if sell-signal should be favored over ROI
             else:
-            sell_signal = False
+                custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
+                    trade.pair, trade, date, current_rate, current_profit)
+                if custom_reason:
+                    sell_signal = SellType.CUSTOM_SELL
+                    if isinstance(custom_reason, bool):
+                        custom_reason = None
+                    elif isinstance(custom_reason, str):
+                        if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH:
+                            raise OperationalException('Custom sell reason returned '
+                                                       'from custom_sell is too long.')
+            # TODO: return here if sell-signal should be favored over ROI
 
         # Start evaluations
         # Sequence:
@@ -574,10 +590,10 @@ class IStrategy(ABC, HyperStrategyMixin):
                          f"sell_type=SellType.ROI")
             return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
 
-        if sell_signal:
+        if sell_signal != SellType.NONE:
             logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
-                         f"sell_type=SellType.SELL_SIGNAL")
+                         f"sell_type={sell_signal}, custom_reason={custom_reason}")
-            return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)
+            return SellCheckTuple(sell_flag=True, sell_type=sell_signal, sell_reason=custom_reason)
 
         if stoplossflag.sell_flag: