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Merge pull request #6870 from freqtrade/should_exit_list

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Should exit list
This commit is contained in:
Matthias
2022-05-24 06:57:50 +02:00
committed by GitHub
parent 42ae8ba6fb 938a66511a
commit 23e089061b
8 changed files with 152 additions and 44 deletions
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98
tests/strategy/test_interface.py
View File

@@ -495,37 +495,113 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
enter=False, exit_=False,
low=None, high=None)
assert res.exit_flag is False
assert res.exit_type == ExitType.NONE
assert res == []
strategy.custom_exit = MagicMock(return_value=True)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_flag is True
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_reason == 'custom_exit'
assert res[0].exit_flag is True
assert res[0].exit_type == ExitType.CUSTOM_EXIT
assert res[0].exit_reason == 'custom_exit'
strategy.custom_exit = MagicMock(return_value='hello world')
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_flag is True
assert res.exit_reason == 'hello world'
assert res[0].exit_type == ExitType.CUSTOM_EXIT
assert res[0].exit_flag is True
assert res[0].exit_reason == 'hello world'
caplog.clear()
strategy.custom_exit = MagicMock(return_value='h' * 100)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_flag is True
assert res.exit_reason == 'h' * 64
assert res[0].exit_type == ExitType.CUSTOM_EXIT
assert res[0].exit_flag is True
assert res[0].exit_reason == 'h' * 64
assert log_has_re('Custom exit reason returned from custom_exit is too long.*', caplog)
def test_should_sell(default_conf, fee) -> None:
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
pair='ETH/BTC',
stake_amount=0.01,
amount=1,
open_date=arrow.utcnow().shift(hours=-1).datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
now = arrow.utcnow().datetime
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res == []
strategy.min_roi_reached = MagicMock(return_value=True)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert len(res) == 1
assert res == [ExitCheckTuple(exit_type=ExitType.ROI)]
strategy.min_roi_reached = MagicMock(return_value=True)
strategy.stop_loss_reached = MagicMock(
return_value=ExitCheckTuple(exit_type=ExitType.STOP_LOSS))
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert len(res) == 2
assert res == [
ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
ExitCheckTuple(exit_type=ExitType.ROI),
]
strategy.custom_exit = MagicMock(return_value='hello world')
# custom-exit and exit-signal is first
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert len(res) == 3
assert res == [
ExitCheckTuple(exit_type=ExitType.CUSTOM_EXIT, exit_reason='hello world'),
ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
ExitCheckTuple(exit_type=ExitType.ROI),
]
strategy.stop_loss_reached = MagicMock(
return_value=ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS))
# Regular exit signal
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=True,
low=None, high=None)
assert len(res) == 3
assert res == [
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
ExitCheckTuple(exit_type=ExitType.ROI),
ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS),
]
# Regular exit signal, no ROI
strategy.min_roi_reached = MagicMock(return_value=False)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=True,
low=None, high=None)
assert len(res) == 2
assert res == [
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS),
]
@pytest.mark.parametrize('side', TRADE_SIDES)
def test_leverage_callback(default_conf, side) -> None:
default_conf['strategy'] = 'StrategyTestV2'

14
tests/test_integration.py
View File

@@ -52,8 +52,8 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]
[],
[ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]]
)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -160,11 +160,11 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
_notify_exit=MagicMock(),
)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE)]
[],
[ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)],
[],
[],
[]]
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)