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Add expiremental feature to sell only if we make a profit

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This commit is contained in:
Gerald Lonlas 2017-12-21 19:58:06 -08:00
parent d258118b0a
commit 1d95cb6b4d
4 changed files with 107 additions and 3 deletions
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3
config.json.example
View File

@ -31,7 +31,8 @@
]
},
"experimental": {
"use_sell_signal": false
"use_sell_signal": false,
"sell_profit_only": false
},
"telegram": {
"enabled": true,

8
freqtrade/main.py
View File

@ -161,11 +161,17 @@ def handle_trade(trade: Trade) -> bool:
logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid']
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if _CONF.get('experimental', {}).get('sell_profit_only'):
logger.debug('Checking if trade is profitable ...')
if trade.calc_profit(rate=current_rate) <= 0:
return False
# Check if minimal roi has been reached
if not min_roi_reached(trade, current_rate, datetime.utcnow()):
return False
# Check if sell signal has been enabled and triggered
# Experimental: Check if sell signal has been enabled and triggered
if _CONF.get('experimental', {}).get('use_sell_signal'):
logger.debug('Checking sell_signal ...')
if not get_signal(trade.pair, SignalType.SELL):

3
freqtrade/misc.py
View File

@ -233,7 +233,8 @@ CONF_SCHEMA = {
'experimental': {
'type': 'object',
'properties': {
'use_sell_signal': {'type': 'boolean'}
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'}
}
},
'telegram': {

96
freqtrade/tests/test_main.py
View File

@ -250,3 +250,99 @@ def test_balance_fully_last_side(mocker):
def test_balance_bigger_last_ask(mocker):
mocker.patch.dict('freqtrade.main._CONF', {'bid_strategy': {'ask_last_balance': 1.0}})
assert get_target_bid({'ask': 5, 'last': 10}) == 5
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {}
default_conf['experimental']['sell_profit_only'] = True
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {}
default_conf['experimental']['sell_profit_only'] = False
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00002172,
'ask': 0.00002173,
'last': 0.00002172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {}
default_conf['experimental']['sell_profit_only'] = True
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is False
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {}
default_conf['experimental']['sell_profit_only'] = False
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=MagicMock(return_value={
'bid': 0.00000172,
'ask': 0.00000173,
'last': 0.00000172
}),
buy=MagicMock(return_value='mocked_limit_buy'))
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
trade = Trade.query.first()
trade.update(limit_buy_order)
assert handle_trade(trade) is True