From bba9629a2a03fd012659ff2d30f33efed1d72477 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:00:35 +0200 Subject: [PATCH 1/9] Rename sell_profit_only to exit_profit_only --- config_examples/config_full.example.json | 2 +- docs/configuration.md | 6 +++--- docs/strategy-callbacks.md | 2 +- freqtrade/configuration/config_validation.py | 6 ++++++ freqtrade/configuration/deprecated_settings.py | 18 ++++++++---------- freqtrade/constants.py | 2 +- freqtrade/optimize/optimize_reports.py | 2 +- freqtrade/resolvers/strategy_resolver.py | 15 ++++++++++++++- freqtrade/strategy/interface.py | 6 +++--- freqtrade/templates/base_strategy.py.j2 | 2 +- freqtrade/templates/sample_strategy.py | 2 +- tests/optimize/test_backtesting.py | 10 +++++----- tests/strategy/test_strategy_loading.py | 18 +++++++++--------- tests/test_freqtradebot.py | 4 ++-- tests/testdata/backtest-result_multistrat.json | 2 +- tests/testdata/backtest-result_new.json | 2 +- tests/testdata/strategy_SampleStrategy.fthypt | 10 +++++----- 17 files changed, 63 insertions(+), 46 deletions(-) diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index 33a267612..ab0550e27 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -16,7 +16,7 @@ "trailing_stop_positive_offset": 0.0051, "trailing_only_offset_is_reached": false, "use_sell_signal": true, - "sell_profit_only": false, + "exit_profit_only": false, "sell_profit_offset": 0.0, "ignore_roi_if_buy_signal": false, "ignore_buying_expired_candle_after": 300, diff --git a/docs/configuration.md b/docs/configuration.md index 3733b5b25..3cb9700c5 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -117,8 +117,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled).
*Defaults to `True`.*
**Datatype:** Boolean | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)
*Defaults to `1`.*
**Datatype:** Positive Integer | `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean -| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean -| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio) +| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean +| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio) | `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used.
**Datatype:** Integer | `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict @@ -199,7 +199,7 @@ Values set in the configuration file always overwrite values set in the strategy * `unfilledtimeout` * `disable_dataframe_checks` * `use_sell_signal` -* `sell_profit_only` +* `exit_profit_only` * `sell_profit_offset` * `ignore_roi_if_buy_signal` * `ignore_buying_expired_candle_after` diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 583d4c037..e003c3d20 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -91,7 +91,7 @@ For example you could implement a 1:2 risk-reward ROI with `custom_exit()`. Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange. !!! Note - Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. + Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `exit_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day: diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 09e7b3335..2379e902d 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -219,6 +219,7 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None: _validate_order_types(conf) _validate_unfilledtimeout(conf) _validate_pricing_rules(conf) + _strategy_settings(conf) def _validate_time_in_force(conf: Dict[str, Any]) -> None: @@ -312,3 +313,8 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None: else: process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj) del conf['ask_strategy'] + + +def _strategy_settings(conf: Dict[str, Any]) -> None: + + process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only') diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index 929b72371..a7c9fd304 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -72,12 +72,7 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: # Kept for future deprecated / moved settings # check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal', # 'experimental', 'use_sell_signal') - process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal', - None, 'use_sell_signal') - process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only', - None, 'sell_profit_only') - process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset', - None, 'sell_profit_offset') + process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', None, 'ignore_roi_if_buy_signal') process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after', @@ -109,12 +104,15 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: 'webhook', 'webhookexitfill') # Legacy way - having them in experimental ... - process_removed_setting(config, 'experimental', 'use_sell_signal', - None, 'use_sell_signal') - process_removed_setting(config, 'experimental', 'sell_profit_only', - None, 'sell_profit_only') + + process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_sell_signal') + process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'sell_profit_only') process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal', None, 'ignore_roi_if_buy_signal') + process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'use_sell_signal') + process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'sell_profit_only') + process_removed_setting(config, 'ask_strategy', 'sell_profit_offset', + None, 'sell_profit_offset') if (config.get('edge', {}).get('enabled', False) and 'capital_available_percentage' in config.get('edge', {})): diff --git a/freqtrade/constants.py b/freqtrade/constants.py index bcdc815bf..9561dc1c5 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -150,7 +150,7 @@ CONF_SCHEMA = { 'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_only_offset_is_reached': {'type': 'boolean'}, 'use_sell_signal': {'type': 'boolean'}, - 'sell_profit_only': {'type': 'boolean'}, + 'exit_profit_only': {'type': 'boolean'}, 'sell_profit_offset': {'type': 'number'}, 'ignore_roi_if_buy_signal': {'type': 'boolean'}, 'ignore_buying_expired_candle_after': {'type': 'number'}, diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 1966c7ad1..159662b78 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -461,7 +461,7 @@ def generate_strategy_stats(pairlist: List[str], 'use_custom_stoploss': config.get('use_custom_stoploss', False), 'minimal_roi': config['minimal_roi'], 'use_sell_signal': config['use_sell_signal'], - 'sell_profit_only': config['sell_profit_only'], + 'exit_profit_only': config['exit_profit_only'], 'sell_profit_offset': config['sell_profit_offset'], 'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'], **daily_stats, diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 87a9cc4b3..e54e3135b 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -86,7 +86,7 @@ class StrategyResolver(IResolver): ("startup_candle_count", None), ("unfilledtimeout", None), ("use_sell_signal", True), - ("sell_profit_only", False), + ("exit_profit_only", False), ("ignore_roi_if_buy_signal", False), ("sell_profit_offset", 0.0), ("disable_dataframe_checks", False), @@ -187,9 +187,13 @@ class StrategyResolver(IResolver): if check_override(strategy, IStrategy, 'custom_sell'): raise OperationalException( "Please migrate your implementation of `custom_sell` to `custom_exit`.") + warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True) + else: # TODO: Implementing one of the following methods should show a deprecation warning # buy_trend and sell_trend, custom_sell + warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only') + if ( not check_override(strategy, IStrategy, 'populate_buy_trend') and not check_override(strategy, IStrategy, 'populate_entry_trend') @@ -262,6 +266,15 @@ class StrategyResolver(IResolver): ) +def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error: False): + if hasattr(strategy, old): + errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'." + if error: + raise OperationalException(errormsg) + logger.warning(errormsg) + setattr(strategy, new, getattr(strategy, f'{old}')) + + def check_override(object, parentclass, attribute): """ Checks if a object overrides the parent class attribute. diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 8c83b3009..86507a02b 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -91,7 +91,7 @@ class IStrategy(ABC, HyperStrategyMixin): process_only_new_candles: bool = False use_sell_signal: bool - sell_profit_only: bool + exit_profit_only: bool sell_profit_offset: float ignore_roi_if_buy_signal: bool @@ -881,8 +881,8 @@ class IStrategy(ABC, HyperStrategyMixin): current_rate = rate current_profit = trade.calc_profit_ratio(current_rate) - if (self.sell_profit_only and current_profit <= self.sell_profit_offset): - # sell_profit_only and profit doesn't reach the offset - ignore sell signal + if (self.exit_profit_only and current_profit <= self.sell_profit_offset): + # exit_profit_only and profit doesn't reach the offset - ignore sell signal pass elif self.use_sell_signal and not enter: if exit_: diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index e5eecf7eb..32ef41394 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -66,7 +66,7 @@ class {{ strategy }}(IStrategy): # These values can be overridden in the config. use_sell_signal = True - sell_profit_only = False + exit_profit_only = False ignore_roi_if_buy_signal = False # Number of candles the strategy requires before producing valid signals diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index 0c5c501cf..4a290a216 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -66,7 +66,7 @@ class SampleStrategy(IStrategy): # These values can be overridden in the config. use_sell_signal = True - sell_profit_only = False + exit_profit_only = False ignore_roi_if_buy_signal = False # Hyperoptable parameters diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 2c468ca55..efdfc08e1 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -1152,7 +1152,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): default_conf.update({ "use_sell_signal": True, - "sell_profit_only": False, + "exit_profit_only": False, "sell_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) @@ -1229,7 +1229,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys): default_conf.update({ "use_sell_signal": True, - "sell_profit_only": False, + "exit_profit_only": False, "sell_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) @@ -1347,7 +1347,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, "trading_mode": "futures", "margin_mode": "isolated", "use_sell_signal": True, - "sell_profit_only": False, + "exit_profit_only": False, "sell_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, "strategy": CURRENT_TEST_STRATEGY, @@ -1451,7 +1451,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, # Tests detail-data loading default_conf.update({ "use_sell_signal": True, - "sell_profit_only": False, + "exit_profit_only": False, "sell_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) @@ -1558,7 +1558,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda start_delta, cache): default_conf.update({ "use_sell_signal": True, - "sell_profit_only": False, + "exit_profit_only": False, "sell_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py index b1b67dcf0..84d4e9e7b 100644 --- a/tests/strategy/test_strategy_loading.py +++ b/tests/strategy/test_strategy_loading.py @@ -333,27 +333,27 @@ def test_strategy_override_use_sell_signal(caplog, default_conf): assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog) -def test_strategy_override_use_sell_profit_only(caplog, default_conf): +def test_strategy_override_use_exit_profit_only(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, }) strategy = StrategyResolver.load_strategy(default_conf) - assert not strategy.sell_profit_only - assert isinstance(strategy.sell_profit_only, bool) + assert not strategy.exit_profit_only + assert isinstance(strategy.exit_profit_only, bool) # must be inserted to configuration - assert 'sell_profit_only' in default_conf - assert not default_conf['sell_profit_only'] + assert 'exit_profit_only' in default_conf + assert not default_conf['exit_profit_only'] default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, - 'sell_profit_only': True, + 'exit_profit_only': True, }) strategy = StrategyResolver.load_strategy(default_conf) - assert strategy.sell_profit_only - assert isinstance(strategy.sell_profit_only, bool) - assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog) + assert strategy.exit_profit_only + assert isinstance(strategy.exit_profit_only, bool) + assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog) @pytest.mark.filterwarnings("ignore:deprecated") diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 66f41a0ac..04846c27d 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3637,7 +3637,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u (False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False), (False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True), ]) -def test_sell_profit_only( +def test_exit_profit_only( default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None: patch_RPCManager(mocker) @@ -3658,7 +3658,7 @@ def test_sell_profit_only( ) default_conf_usdt.update({ 'use_sell_signal': True, - 'sell_profit_only': profit_only, + 'exit_profit_only': profit_only, 'sell_profit_offset': 0.1, }) freqtrade = FreqtradeBot(default_conf_usdt) diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index 89485c7eb..c0d3409fb 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy":{"StrategyTestV2":{"trades":[{"pair":"TRX/BTC","stake_amount":0.001,"amount":10.37344398340249,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 07:20:00+00:00","open_rate":9.64e-05,"close_rate":0.00010074887218045112,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":5,"profit_ratio":0.03990025,"profit_abs":4.348872180451118e-06,"exit_reason":"roi","initial_stop_loss_abs":8.676e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":8.676e-05,"stop_loss_ratio":0.1,"min_rate":9.64e-05,"max_rate":0.00010074887218045112,"is_open":false,"buy_tag":null,"open_timestamp":1515568500000.0,"close_timestamp":1515568800000.0},{"pair":"ADA/BTC","stake_amount":0.001,"amount":21.026072329688816,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 07:30:00+00:00","open_rate":4.756e-05,"close_rate":4.9705563909774425e-05,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":15,"profit_ratio":0.03990025,"profit_abs":2.1455639097744267e-06,"exit_reason":"roi","initial_stop_loss_abs":4.2804e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":4.2804e-05,"stop_loss_ratio":0.1,"min_rate":4.756e-05,"max_rate":4.9705563909774425e-05,"is_open":false,"buy_tag":null,"open_timestamp":1515568500000.0,"close_timestamp":1515569400000.0},{"pair":"XLM/BTC","stake_amount":0.001,"amount":29.94908655286014,"open_date":"2018-01-10 07:25:00+00:00","close_date":"2018-01-10 07:35:00+00:00","open_rate":3.339e-05,"close_rate":3.489631578947368e-05,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":10,"profit_ratio":0.03990025,"profit_abs":1.506315789473681e-06,"exit_reason":"roi","initial_stop_loss_abs":3.0050999999999997e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":3.0050999999999997e-05,"stop_loss_ratio":0.1,"min_rate":3.339e-05,"max_rate":3.489631578947368e-05,"is_open":false,"buy_tag":null,"open_timestamp":1515569100000.0,"close_timestamp":1515569700000.0},{"pair":"TRX/BTC","stake_amount":0.001,"amount":10.313531353135314,"open_date":"2018-01-10 07:25:00+00:00","close_date":"2018-01-10 07:40:00+00:00","open_rate":9.696e-05,"close_rate":0.00010133413533834584,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":15,"profit_ratio":0.03990025,"profit_abs":4.3741353383458455e-06,"exit_reason":"roi","initial_stop_loss_abs":8.7264e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":8.7264e-05,"stop_loss_ratio":0.1,"min_rate":9.696e-05,"max_rate":0.00010133413533834584,"is_open":false,"buy_tag":null,"open_timestamp":1515569100000.0,"close_timestamp":1515570000000.0},{"pair":"ETH/BTC","stake_amount":0.001,"amount":0.010604453870625663,"open_date":"2018-01-10 07:35:00+00:00","close_date":"2018-01-10 08:35:00+00:00","open_rate":0.0943,"close_rate":0.09477268170426063,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":60,"profit_ratio":-0.0,"profit_abs":0.0004726817042606385,"exit_reason":"roi","initial_stop_loss_abs":0.08487,"initial_stop_loss_ratio":0.1,"stop_loss_abs":0.08487,"stop_loss_ratio":0.1,"min_rate":0.0943,"max_rate":0.09477268170426063,"is_open":false,"buy_tag":null,"open_timestamp":1515569700000.0,"close_timestamp":1515573300000.0},{"pair":"XMR/BTC","stake_amount":0.001,"amount":0.03677001860930642,"open_date":"2018-01-10 07:40:00+00:00","close_date":"2018-01-10 08:10:00+00:00","open_rate":0.02719607,"close_rate":0.02760503345864661,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":30,"profit_ratio":0.00997506,"profit_abs":0.00040896345864661204,"exit_reason":"roi","initial_stop_loss_abs":0.024476463,"initial_stop_loss_ratio":0.1,"stop_loss_abs":0.024476463,"stop_loss_ratio":0.1,"min_rate":0.02719607,"max_rate":0.02760503345864661,"is_open":false,"buy_tag":null,"open_timestamp":1515570000000.0,"close_timestamp":1515571800000.0},{"pair":"ZEC/BTC","stake_amount":0.001,"amount":0.021575196463739,"open_date":"2018-01-10 08:15:00+00:00","close_date":"2018-01-10 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07:25:00","backtest_start_ts":1515569100000,"backtest_end":"2018-01-30 04:45:00","backtest_end_ts":1517287500000,"backtest_days":19,"backtest_run_start_ts":1620793107,"backtest_run_end_ts":1620793108,"trades_per_day":0.58,"market_change":0,"pairlist":["ETH/BTC","LTC/BTC","ETC/BTC","XLM/BTC","TRX/BTC","ADA/BTC"],"stake_amount":0.05,"stake_currency":"BTC","stake_currency_decimals":8,"starting_balance":1000,"dry_run_wallet":1000,"final_balance":1000.00011576,"max_open_trades":3,"max_open_trades_setting":3,"timeframe":"5m","timerange":"","enable_protections":false,"strategy_name":"SampleStrategy","stoploss":-0.1,"trailing_stop":false,"trailing_stop_positive":null,"trailing_stop_positive_offset":0.0,"trailing_only_offset_is_reached":false,"use_custom_stoploss":false,"minimal_roi":{"60":0.01,"30":0.02,"0":0.04},"use_sell_signal":true,"exit_profit_only":false,"sell_profit_offset":0.0,"ignore_roi_if_buy_signal":false,"backtest_best_day":0.03986049,"backtest_worst_day":-0.06357798,"backtest_best_day_abs":0.002,"backtest_worst_day_abs":-0.00319003,"winning_days":4,"draw_days":13,"losing_days":1,"wins":4,"losses":1,"draws":6,"holding_avg":"3:03:00","winner_holding_avg":"1:39:00","loser_holding_avg":"3:40:00","max_drawdown":0.06357798,"max_drawdown_abs":0.00319003,"drawdown_start":"2018-01-10 21:15:00","drawdown_start_ts":1515618900000.0,"drawdown_end":"2018-01-13 15:10:00","drawdown_end_ts":1515856200000.0,"max_drawdown_low":-0.00235333,"max_drawdown_high":0.0008367,"csum_min":999.99764667,"csum_max":1000.0008367},"results_explanation":" 11 trades. 4/6/1 Wins/Draws/Losses. Avg profit 0.02%. Median profit 0.00%. Total profit 0.00011576 BTC ( 0.00\u03A3%). Avg duration 3:03:00 min.","total_profit":1.1576000000000034e-07,"current_epoch":5,"is_initial_point":true,"is_best":false} From 5ce5c70be6dea3ba40d4c4825b212e64e7327f7b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:03:20 +0200 Subject: [PATCH 2/9] sell_profit_offset -> exit_profit_offset --- config_examples/config_full.example.json | 2 +- docs/configuration.md | 4 ++-- docs/strategy-callbacks.md | 2 +- freqtrade/configuration/config_validation.py | 1 + freqtrade/constants.py | 2 +- freqtrade/optimize/optimize_reports.py | 2 +- freqtrade/resolvers/strategy_resolver.py | 3 ++- freqtrade/strategy/interface.py | 4 ++-- tests/optimize/test_backtesting.py | 10 +++++----- tests/test_freqtradebot.py | 4 ++-- tests/testdata/backtest-result_multistrat.json | 2 +- tests/testdata/backtest-result_new.json | 2 +- tests/testdata/strategy_SampleStrategy.fthypt | 10 +++++----- 13 files changed, 25 insertions(+), 23 deletions(-) diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index ab0550e27..55ca05738 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -17,7 +17,7 @@ "trailing_only_offset_is_reached": false, "use_sell_signal": true, "exit_profit_only": false, - "sell_profit_offset": 0.0, + "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": false, "ignore_buying_expired_candle_after": 300, "trading_mode": "spot", diff --git a/docs/configuration.md b/docs/configuration.md index 3cb9700c5..bc9a80df1 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -118,7 +118,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)
*Defaults to `1`.*
**Datatype:** Positive Integer | `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean | `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean -| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio) +| `exit_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio) | `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used.
**Datatype:** Integer | `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict @@ -200,7 +200,7 @@ Values set in the configuration file always overwrite values set in the strategy * `disable_dataframe_checks` * `use_sell_signal` * `exit_profit_only` -* `sell_profit_offset` +- `exit_profit_offset` * `ignore_roi_if_buy_signal` * `ignore_buying_expired_candle_after` * `position_adjustment_enable` diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index e003c3d20..46f6a6f8b 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -91,7 +91,7 @@ For example you could implement a 1:2 risk-reward ROI with `custom_exit()`. Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange. !!! Note - Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `exit_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. + Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `exit_profit_only=True` while profit is below `exit_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day: diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 2379e902d..8e8079757 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -318,3 +318,4 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None: def _strategy_settings(conf: Dict[str, Any]) -> None: process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only') + process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset') diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 9561dc1c5..32e748712 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -151,7 +151,7 @@ CONF_SCHEMA = { 'trailing_only_offset_is_reached': {'type': 'boolean'}, 'use_sell_signal': {'type': 'boolean'}, 'exit_profit_only': {'type': 'boolean'}, - 'sell_profit_offset': {'type': 'number'}, + 'exit_profit_offset': {'type': 'number'}, 'ignore_roi_if_buy_signal': {'type': 'boolean'}, 'ignore_buying_expired_candle_after': {'type': 'number'}, 'trading_mode': {'type': 'string', 'enum': TRADING_MODES}, diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 159662b78..f38093a17 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -462,7 +462,7 @@ def generate_strategy_stats(pairlist: List[str], 'minimal_roi': config['minimal_roi'], 'use_sell_signal': config['use_sell_signal'], 'exit_profit_only': config['exit_profit_only'], - 'sell_profit_offset': config['sell_profit_offset'], + 'exit_profit_offset': config['exit_profit_offset'], 'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'], **daily_stats, **trade_stats diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index e54e3135b..e7cb90af2 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -88,7 +88,7 @@ class StrategyResolver(IResolver): ("use_sell_signal", True), ("exit_profit_only", False), ("ignore_roi_if_buy_signal", False), - ("sell_profit_offset", 0.0), + ("exit_profit_offset", 0.0), ("disable_dataframe_checks", False), ("ignore_buying_expired_candle_after", 0), ("position_adjustment_enable", False), @@ -193,6 +193,7 @@ class StrategyResolver(IResolver): # TODO: Implementing one of the following methods should show a deprecation warning # buy_trend and sell_trend, custom_sell warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only') + warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset') if ( not check_override(strategy, IStrategy, 'populate_buy_trend') diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 86507a02b..1d872f89a 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -92,7 +92,7 @@ class IStrategy(ABC, HyperStrategyMixin): use_sell_signal: bool exit_profit_only: bool - sell_profit_offset: float + exit_profit_offset: float ignore_roi_if_buy_signal: bool # Position adjustment is disabled by default @@ -881,7 +881,7 @@ class IStrategy(ABC, HyperStrategyMixin): current_rate = rate current_profit = trade.calc_profit_ratio(current_rate) - if (self.exit_profit_only and current_profit <= self.sell_profit_offset): + if (self.exit_profit_only and current_profit <= self.exit_profit_offset): # exit_profit_only and profit doesn't reach the offset - ignore sell signal pass elif self.use_sell_signal and not enter: diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index efdfc08e1..dc8524101 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -1153,7 +1153,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): default_conf.update({ "use_sell_signal": True, "exit_profit_only": False, - "sell_profit_offset": 0.0, + "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) patch_exchange(mocker) @@ -1230,7 +1230,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat default_conf.update({ "use_sell_signal": True, "exit_profit_only": False, - "sell_profit_offset": 0.0, + "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) patch_exchange(mocker) @@ -1348,7 +1348,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, "margin_mode": "isolated", "use_sell_signal": True, "exit_profit_only": False, - "sell_profit_offset": 0.0, + "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, "strategy": CURRENT_TEST_STRATEGY, }) @@ -1452,7 +1452,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, default_conf.update({ "use_sell_signal": True, "exit_profit_only": False, - "sell_profit_offset": 0.0, + "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) patch_exchange(mocker) @@ -1559,7 +1559,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda default_conf.update({ "use_sell_signal": True, "exit_profit_only": False, - "sell_profit_offset": 0.0, + "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, }) patch_exchange(mocker) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 04846c27d..2d8fa4d34 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3659,7 +3659,7 @@ def test_exit_profit_only( default_conf_usdt.update({ 'use_sell_signal': True, 'exit_profit_only': profit_only, - 'sell_profit_offset': 0.1, + 'exit_profit_offset': 0.1, }) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) @@ -3679,7 +3679,7 @@ def test_exit_profit_only( assert freqtrade.handle_trade(trade) is handle_first if handle_second: - freqtrade.strategy.sell_profit_offset = 0.0 + freqtrade.strategy.exit_profit_offset = 0.0 assert freqtrade.handle_trade(trade) is True diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index c0d3409fb..c67c0db11 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy":{"StrategyTestV2":{"trades":[{"pair":"TRX/BTC","stake_amount":0.001,"amount":10.37344398340249,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 07:20:00+00:00","open_rate":9.64e-05,"close_rate":0.00010074887218045112,"fee_open":0.0025,"fee_close":0.0025,"trade_duration":5,"profit_ratio":0.03990025,"profit_abs":4.348872180451118e-06,"exit_reason":"roi","initial_stop_loss_abs":8.676e-05,"initial_stop_loss_ratio":0.1,"stop_loss_abs":8.676e-05,"stop_loss_ratio":0.1,"min_rate":9.64e-05,"max_rate":0.00010074887218045112,"is_open":false,"buy_tag":null,"open_timestamp":1515568500000.0,"close_timestamp":1515568800000.0},{"pair":"ADA/BTC","stake_amount":0.001,"amount":21.026072329688816,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 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04:45:00","backtest_end_ts":1517287500000,"backtest_days":19,"backtest_run_start_ts":1620793107,"backtest_run_end_ts":1620793108,"trades_per_day":0.58,"market_change":0,"pairlist":["ETH/BTC","LTC/BTC","ETC/BTC","XLM/BTC","TRX/BTC","ADA/BTC"],"stake_amount":0.05,"stake_currency":"BTC","stake_currency_decimals":8,"starting_balance":1000,"dry_run_wallet":1000,"final_balance":1000.00011576,"max_open_trades":3,"max_open_trades_setting":3,"timeframe":"5m","timerange":"","enable_protections":false,"strategy_name":"SampleStrategy","stoploss":-0.1,"trailing_stop":false,"trailing_stop_positive":null,"trailing_stop_positive_offset":0.0,"trailing_only_offset_is_reached":false,"use_custom_stoploss":false,"minimal_roi":{"60":0.01,"30":0.02,"0":0.04},"use_sell_signal":true,"exit_profit_only":false,"exit_profit_offset":0.0,"ignore_roi_if_buy_signal":false,"backtest_best_day":0.03986049,"backtest_worst_day":-0.06357798,"backtest_best_day_abs":0.002,"backtest_worst_day_abs":-0.00319003,"winning_days":4,"draw_days":13,"losing_days":1,"wins":4,"losses":1,"draws":6,"holding_avg":"3:03:00","winner_holding_avg":"1:39:00","loser_holding_avg":"3:40:00","max_drawdown":0.06357798,"max_drawdown_abs":0.00319003,"drawdown_start":"2018-01-10 21:15:00","drawdown_start_ts":1515618900000.0,"drawdown_end":"2018-01-13 15:10:00","drawdown_end_ts":1515856200000.0,"max_drawdown_low":-0.00235333,"max_drawdown_high":0.0008367,"csum_min":999.99764667,"csum_max":1000.0008367},"results_explanation":" 11 trades. 4/6/1 Wins/Draws/Losses. Avg profit 0.02%. Median profit 0.00%. Total profit 0.00011576 BTC ( 0.00\u03A3%). Avg duration 3:03:00 min.","total_profit":1.1576000000000034e-07,"current_epoch":5,"is_initial_point":true,"is_best":false} From 4897731030b0a739159bd4fd6960a2b2d8932f37 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:07:58 +0200 Subject: [PATCH 3/9] use_sell_signal -> use_exit_signal --- config_examples/config_full.example.json | 2 +- docs/configuration.md | 6 ++--- docs/strategy-callbacks.md | 2 +- docs/strategy-customization.md | 2 +- freqtrade/configuration/config_validation.py | 5 ++-- freqtrade/constants.py | 2 +- freqtrade/freqtradebot.py | 2 +- freqtrade/optimize/hyperopt.py | 4 ++-- freqtrade/optimize/optimize_reports.py | 2 +- freqtrade/resolvers/strategy_resolver.py | 8 ++++--- freqtrade/strategy/interface.py | 4 ++-- freqtrade/templates/base_strategy.py.j2 | 2 +- freqtrade/templates/sample_strategy.py | 2 +- tests/optimize/test_backtest_detail.py | 2 +- tests/optimize/test_backtesting.py | 24 +++++++++---------- .../test_backtesting_adjust_position.py | 2 +- tests/strategy/test_strategy_loading.py | 18 +++++++------- tests/test_configuration.py | 12 +++++----- tests/test_freqtradebot.py | 6 ++--- .../testdata/backtest-result_multistrat.json | 2 +- tests/testdata/backtest-result_new.json | 2 +- tests/testdata/strategy_SampleStrategy.fthypt | 10 ++++---- 22 files changed, 62 insertions(+), 59 deletions(-) diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index 55ca05738..245b99578 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -15,7 +15,7 @@ "trailing_stop_positive": 0.005, "trailing_stop_positive_offset": 0.0051, "trailing_only_offset_is_reached": false, - "use_sell_signal": true, + "use_exit_signal": true, "exit_profit_only": false, "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": false, diff --git a/docs/configuration.md b/docs/configuration.md index bc9a80df1..d18404caf 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -116,10 +116,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled). | `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled).
*Defaults to `True`.*
**Datatype:** Boolean | `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)
*Defaults to `1`.*
**Datatype:** Positive Integer -| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean +| `use_exit_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean | `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `exit_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio) -| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean +| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used.
**Datatype:** Integer | `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict | `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict @@ -198,7 +198,7 @@ Values set in the configuration file always overwrite values set in the strategy * `order_time_in_force` * `unfilledtimeout` * `disable_dataframe_checks` -* `use_sell_signal` +- `use_exit_signal` * `exit_profit_only` - `exit_profit_offset` * `ignore_roi_if_buy_signal` diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 46f6a6f8b..d0cb277fe 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -91,7 +91,7 @@ For example you could implement a 1:2 risk-reward ROI with `custom_exit()`. Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange. !!! Note - Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `exit_profit_only=True` while profit is below `exit_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. + Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_exit_signal=False` or `exit_profit_only=True` while profit is below `exit_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters. An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day: diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 348184580..374b06e63 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -264,7 +264,7 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram ### Exit signal rules Edit the method `populate_exit_trend()` into your strategy file to update your sell strategy. -Please note that the sell-signal is only used if `use_sell_signal` is set to true in the configuration. +Please note that the exit-signal is only used if `use_exit_signal` is set to true in the configuration. It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected. diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 8e8079757..1a28e8409 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -154,9 +154,9 @@ def _validate_edge(conf: Dict[str, Any]) -> None: if not conf.get('edge', {}).get('enabled'): return - if not conf.get('use_sell_signal', True): + if not conf.get('use_exit_signal', True): raise OperationalException( - "Edge requires `use_sell_signal` to be True, otherwise no sells will happen." + "Edge requires `use_exit_signal` to be True, otherwise no sells will happen." ) @@ -317,5 +317,6 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None: def _strategy_settings(conf: Dict[str, Any]) -> None: + process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal') process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only') process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset') diff --git a/freqtrade/constants.py b/freqtrade/constants.py index 32e748712..f413ba142 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -149,7 +149,7 @@ CONF_SCHEMA = { 'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_only_offset_is_reached': {'type': 'boolean'}, - 'use_sell_signal': {'type': 'boolean'}, + 'use_exit_signal': {'type': 'boolean'}, 'exit_profit_only': {'type': 'boolean'}, 'exit_profit_offset': {'type': 'number'}, 'ignore_roi_if_buy_signal': {'type': 'boolean'}, diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index ccdfbefb4..6993af2e2 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -926,7 +926,7 @@ class FreqtradeBot(LoggingMixin): exit_tag = None exit_signal_type = "exit_short" if trade.is_short else "exit_long" - if (self.config.get('use_sell_signal', True) or + if (self.config.get('use_exit_signal', True) or self.config.get('ignore_roi_if_buy_signal', False)): analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair, self.strategy.timeframe) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index de1817eed..eb8f7ec94 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -114,8 +114,8 @@ class Hyperopt: self.position_stacking = self.config.get('position_stacking', False) if HyperoptTools.has_space(self.config, 'sell'): - # Make sure use_sell_signal is enabled - self.config['use_sell_signal'] = True + # Make sure use_exit_signal is enabled + self.config['use_exit_signal'] = True self.print_all = self.config.get('print_all', False) self.hyperopt_table_header = 0 diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index f38093a17..1098bd9aa 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -460,7 +460,7 @@ def generate_strategy_stats(pairlist: List[str], 'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False), 'use_custom_stoploss': config.get('use_custom_stoploss', False), 'minimal_roi': config['minimal_roi'], - 'use_sell_signal': config['use_sell_signal'], + 'use_exit_signal': config['use_exit_signal'], 'exit_profit_only': config['exit_profit_only'], 'exit_profit_offset': config['exit_profit_offset'], 'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'], diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index e7cb90af2..1b214822c 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -85,7 +85,7 @@ class StrategyResolver(IResolver): ("protections", None), ("startup_candle_count", None), ("unfilledtimeout", None), - ("use_sell_signal", True), + ("use_exit_signal", True), ("exit_profit_only", False), ("ignore_roi_if_buy_signal", False), ("exit_profit_offset", 0.0), @@ -188,12 +188,14 @@ class StrategyResolver(IResolver): raise OperationalException( "Please migrate your implementation of `custom_sell` to `custom_exit`.") warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True) - + warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True) + warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True) else: # TODO: Implementing one of the following methods should show a deprecation warning # buy_trend and sell_trend, custom_sell warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only') warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset') + warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal') if ( not check_override(strategy, IStrategy, 'populate_buy_trend') @@ -267,7 +269,7 @@ class StrategyResolver(IResolver): ) -def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error: False): +def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False): if hasattr(strategy, old): errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'." if error: diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 1d872f89a..91947bdee 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -90,7 +90,7 @@ class IStrategy(ABC, HyperStrategyMixin): # run "populate_indicators" only for new candle process_only_new_candles: bool = False - use_sell_signal: bool + use_exit_signal: bool exit_profit_only: bool exit_profit_offset: float ignore_roi_if_buy_signal: bool @@ -884,7 +884,7 @@ class IStrategy(ABC, HyperStrategyMixin): if (self.exit_profit_only and current_profit <= self.exit_profit_offset): # exit_profit_only and profit doesn't reach the offset - ignore sell signal pass - elif self.use_sell_signal and not enter: + elif self.use_exit_signal and not enter: if exit_: exit_signal = ExitType.EXIT_SIGNAL else: diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index 32ef41394..51b3cc050 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -65,7 +65,7 @@ class {{ strategy }}(IStrategy): process_only_new_candles = False # These values can be overridden in the config. - use_sell_signal = True + use_exit_signal = True exit_profit_only = False ignore_roi_if_buy_signal = False diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index 4a290a216..4b7a0a18a 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -65,7 +65,7 @@ class SampleStrategy(IStrategy): process_only_new_candles = False # These values can be overridden in the config. - use_sell_signal = True + use_exit_signal = True exit_profit_only = False ignore_roi_if_buy_signal = False diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index c2b41af80..fca204b52 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -821,7 +821,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer) if data.trailing_stop_positive is not None: default_conf["trailing_stop_positive"] = data.trailing_stop_positive default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset - default_conf["use_sell_signal"] = data.use_exit_signal + default_conf["use_exit_signal"] = data.use_exit_signal mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index dc8524101..9d9be8d2c 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -504,7 +504,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti def test_backtest__enter_trade(default_conf, fee, mocker) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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')) @@ -563,7 +563,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None: def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: - default_conf_usdt['use_sell_signal'] = False + default_conf_usdt['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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')) @@ -645,7 +645,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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')) @@ -740,7 +740,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None: def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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')) @@ -807,7 +807,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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')) @@ -833,7 +833,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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')) @@ -878,7 +878,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None: def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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=100000) @@ -1151,7 +1151,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): default_conf.update({ - "use_sell_signal": True, + "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, @@ -1228,7 +1228,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): @pytest.mark.filterwarnings("ignore:deprecated") def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys): default_conf.update({ - "use_sell_signal": True, + "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, @@ -1346,7 +1346,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, default_conf_usdt.update({ "trading_mode": "futures", "margin_mode": "isolated", - "use_sell_signal": True, + "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, @@ -1450,7 +1450,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, caplog, testdatadir, capsys): # Tests detail-data loading default_conf.update({ - "use_sell_signal": True, + "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, @@ -1557,7 +1557,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testdatadir, run_id, start_delta, cache): default_conf.update({ - "use_sell_signal": True, + "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, "ignore_roi_if_buy_signal": False, diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py index 4f902bf42..5babfb548 100644 --- a/tests/optimize/test_backtesting_adjust_position.py +++ b/tests/optimize/test_backtesting_adjust_position.py @@ -14,7 +14,7 @@ from tests.conftest import patch_exchange def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) 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')) diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py index 84d4e9e7b..32003cd16 100644 --- a/tests/strategy/test_strategy_loading.py +++ b/tests/strategy/test_strategy_loading.py @@ -310,27 +310,27 @@ def test_strategy_override_order_tif(caplog, default_conf): StrategyResolver.load_strategy(default_conf) -def test_strategy_override_use_sell_signal(caplog, default_conf): +def test_strategy_override_use_exit_signal(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, }) strategy = StrategyResolver.load_strategy(default_conf) - assert strategy.use_sell_signal - assert isinstance(strategy.use_sell_signal, bool) + assert strategy.use_exit_signal + assert isinstance(strategy.use_exit_signal, bool) # must be inserted to configuration - assert 'use_sell_signal' in default_conf - assert default_conf['use_sell_signal'] + assert 'use_exit_signal' in default_conf + assert default_conf['use_exit_signal'] default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, - 'use_sell_signal': False, + 'use_exit_signal': False, }) strategy = StrategyResolver.load_strategy(default_conf) - assert not strategy.use_sell_signal - assert isinstance(strategy.use_sell_signal, bool) - assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog) + assert not strategy.use_exit_signal + assert isinstance(strategy.use_exit_signal, bool) + assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog) def test_strategy_override_use_exit_profit_only(caplog, default_conf): diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 3783e30a1..843d7bb90 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -868,15 +868,15 @@ def test_validate_tsl(default_conf): def test_validate_edge2(edge_conf): edge_conf.update({ - "use_sell_signal": True, + "use_exit_signal": True, }) # Passes test validate_config_consistency(edge_conf) edge_conf.update({ - "use_sell_signal": False, + "use_exit_signal": False, }) - with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, " + with pytest.raises(OperationalException, match="Edge requires `use_exit_signal` to be True, " "otherwise no sells will happen."): validate_config_consistency(edge_conf) @@ -1238,8 +1238,8 @@ def test_pairlist_resolving_fallback(mocker): @pytest.mark.parametrize("setting", [ - ("ask_strategy", "use_sell_signal", True, - None, "use_sell_signal", False), + ("ask_strategy", "use_exit_signal", True, + None, "use_exit_signal", False), ("ask_strategy", "sell_profit_only", True, None, "sell_profit_only", False), ("ask_strategy", "sell_profit_offset", 0.1, @@ -1288,7 +1288,7 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca @pytest.mark.parametrize("setting", [ - ("experimental", "use_sell_signal", False), + ("experimental", "use_exit_signal", False), ("experimental", "sell_profit_only", True), ("experimental", "ignore_roi_if_buy_signal", True), ]) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 2d8fa4d34..7d97b86b6 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -2273,14 +2273,14 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, @pytest.mark.parametrize("is_short", [False, True]) -def test_handle_trade_use_sell_signal( +def test_handle_trade_use_exit_signal( default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short ) -> None: enter_open_order = limit_order_open[exit_side(is_short)] exit_open_order = limit_order_open[enter_side(is_short)] - # use_sell_signal is True buy default + # use_exit_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( @@ -3657,7 +3657,7 @@ def test_exit_profit_only( get_fee=fee, ) default_conf_usdt.update({ - 'use_sell_signal': True, + 'use_exit_signal': True, 'exit_profit_only': profit_only, 'exit_profit_offset': 0.1, }) diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index c67c0db11..c5b4ccc98 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy":{"StrategyTestV2":{"trades":[{"pair":"TRX/BTC","stake_amount":0.001,"amount":10.37344398340249,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 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04:45:00","backtest_end_ts":1517287500000,"backtest_days":19,"backtest_run_start_ts":1620793107,"backtest_run_end_ts":1620793108,"trades_per_day":0.58,"market_change":0,"pairlist":["ETH/BTC","LTC/BTC","ETC/BTC","XLM/BTC","TRX/BTC","ADA/BTC"],"stake_amount":0.05,"stake_currency":"BTC","stake_currency_decimals":8,"starting_balance":1000,"dry_run_wallet":1000,"final_balance":1000.00011576,"max_open_trades":3,"max_open_trades_setting":3,"timeframe":"5m","timerange":"","enable_protections":false,"strategy_name":"SampleStrategy","stoploss":-0.1,"trailing_stop":false,"trailing_stop_positive":null,"trailing_stop_positive_offset":0.0,"trailing_only_offset_is_reached":false,"use_custom_stoploss":false,"minimal_roi":{"60":0.01,"30":0.02,"0":0.04},"use_exit_signal":true,"exit_profit_only":false,"exit_profit_offset":0.0,"ignore_roi_if_buy_signal":false,"backtest_best_day":0.03986049,"backtest_worst_day":-0.06357798,"backtest_best_day_abs":0.002,"backtest_worst_day_abs":-0.00319003,"winning_days":4,"draw_days":13,"losing_days":1,"wins":4,"losses":1,"draws":6,"holding_avg":"3:03:00","winner_holding_avg":"1:39:00","loser_holding_avg":"3:40:00","max_drawdown":0.06357798,"max_drawdown_abs":0.00319003,"drawdown_start":"2018-01-10 21:15:00","drawdown_start_ts":1515618900000.0,"drawdown_end":"2018-01-13 15:10:00","drawdown_end_ts":1515856200000.0,"max_drawdown_low":-0.00235333,"max_drawdown_high":0.0008367,"csum_min":999.99764667,"csum_max":1000.0008367},"results_explanation":" 11 trades. 4/6/1 Wins/Draws/Losses. Avg profit 0.02%. Median profit 0.00%. Total profit 0.00011576 BTC ( 0.00\u03A3%). Avg duration 3:03:00 min.","total_profit":1.1576000000000034e-07,"current_epoch":5,"is_initial_point":true,"is_best":false} From 5bafdb6108c7fe5edd3f9d2e8a77ab6724111bfb Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:15:08 +0200 Subject: [PATCH 4/9] Update testcase --- tests/test_configuration.py | 10 +++------- 1 file changed, 3 insertions(+), 7 deletions(-) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 843d7bb90..98fa95d63 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -1238,12 +1238,8 @@ def test_pairlist_resolving_fallback(mocker): @pytest.mark.parametrize("setting", [ - ("ask_strategy", "use_exit_signal", True, - None, "use_exit_signal", False), - ("ask_strategy", "sell_profit_only", True, - None, "sell_profit_only", False), - ("ask_strategy", "sell_profit_offset", 0.1, - None, "sell_profit_offset", 0.01), + ("webhook", "webhookbuy", 'testWEbhook', + "webhook", "webhookentry", 'testWEbhook'), ("ask_strategy", "ignore_roi_if_buy_signal", True, None, "ignore_roi_if_buy_signal", False), ("ask_strategy", "ignore_buying_expired_candle_after", 5, @@ -1288,7 +1284,7 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca @pytest.mark.parametrize("setting", [ - ("experimental", "use_exit_signal", False), + ("experimental", "use_sell_signal", False), ("experimental", "sell_profit_only", True), ("experimental", "ignore_roi_if_buy_signal", True), ]) From b1378efdebe627a8e09d5e090a915c64d1961789 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:20:51 +0200 Subject: [PATCH 5/9] ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal --- config_examples/config_full.example.json | 2 +- docs/configuration.md | 4 ++-- freqtrade/configuration/config_validation.py | 2 ++ freqtrade/configuration/deprecated_settings.py | 18 +++++++++--------- freqtrade/constants.py | 2 +- freqtrade/freqtradebot.py | 2 +- freqtrade/optimize/optimize_reports.py | 2 +- freqtrade/resolvers/strategy_resolver.py | 6 +++++- freqtrade/strategy/interface.py | 4 ++-- freqtrade/templates/base_strategy.py.j2 | 2 +- freqtrade/templates/sample_strategy.py | 2 +- tests/optimize/test_backtesting.py | 10 +++++----- tests/test_configuration.py | 2 -- tests/test_freqtradebot.py | 8 ++++---- tests/testdata/backtest-result_multistrat.json | 2 +- tests/testdata/backtest-result_new.json | 2 +- tests/testdata/strategy_SampleStrategy.fthypt | 10 +++++----- 17 files changed, 42 insertions(+), 38 deletions(-) diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index 245b99578..56dea574d 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -18,7 +18,7 @@ "use_exit_signal": true, "exit_profit_only": false, "exit_profit_offset": 0.0, - "ignore_roi_if_buy_signal": false, + "ignore_roi_if_entry_signal": false, "ignore_buying_expired_candle_after": 300, "trading_mode": "spot", "margin_mode": "", diff --git a/docs/configuration.md b/docs/configuration.md index d18404caf..25fcc6d3d 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -119,7 +119,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `use_exit_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean | `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `exit_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio) -| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean +| `ignore_roi_if_entry_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used.
**Datatype:** Integer | `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict | `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict @@ -201,7 +201,7 @@ Values set in the configuration file always overwrite values set in the strategy - `use_exit_signal` * `exit_profit_only` - `exit_profit_offset` -* `ignore_roi_if_buy_signal` +- `ignore_roi_if_entry_signal` * `ignore_buying_expired_candle_after` * `position_adjustment_enable` * `max_entry_position_adjustment` diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 1a28e8409..416b9760b 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -320,3 +320,5 @@ def _strategy_settings(conf: Dict[str, Any]) -> None: process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal') process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only') process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset') + process_deprecated_setting(conf, None, 'ignore_roi_if_buy_signal', + None, 'ignore_roi_if_entry_signal') diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index a7c9fd304..f8bc42a0c 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -73,8 +73,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: # check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal', # 'experimental', 'use_sell_signal') - process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', - None, 'ignore_roi_if_buy_signal') process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after', None, 'ignore_buying_expired_candle_after') # New settings @@ -105,15 +103,17 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: # Legacy way - having them in experimental ... - process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_sell_signal') - process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'sell_profit_only') + process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_exit_signal') + process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'exit_profit_only') process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal', - None, 'ignore_roi_if_buy_signal') - process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'use_sell_signal') - process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'sell_profit_only') - process_removed_setting(config, 'ask_strategy', 'sell_profit_offset', - None, 'sell_profit_offset') + None, 'ignore_roi_if_entry_signal') + process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'exit_sell_signal') + process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'exit_profit_only') + process_removed_setting(config, 'ask_strategy', 'sell_profit_offset', + None, 'exit_profit_offset') + process_removed_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', + None, 'ignore_roi_if_entry_signal') if (config.get('edge', {}).get('enabled', False) and 'capital_available_percentage' in config.get('edge', {})): raise OperationalException( diff --git a/freqtrade/constants.py b/freqtrade/constants.py index f413ba142..9104c202e 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -152,7 +152,7 @@ CONF_SCHEMA = { 'use_exit_signal': {'type': 'boolean'}, 'exit_profit_only': {'type': 'boolean'}, 'exit_profit_offset': {'type': 'number'}, - 'ignore_roi_if_buy_signal': {'type': 'boolean'}, + 'ignore_roi_if_entry_signal': {'type': 'boolean'}, 'ignore_buying_expired_candle_after': {'type': 'number'}, 'trading_mode': {'type': 'string', 'enum': TRADING_MODES}, 'margin_mode': {'type': 'string', 'enum': MARGIN_MODES}, diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 6993af2e2..8bbf287e0 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -927,7 +927,7 @@ class FreqtradeBot(LoggingMixin): exit_signal_type = "exit_short" if trade.is_short else "exit_long" if (self.config.get('use_exit_signal', True) or - self.config.get('ignore_roi_if_buy_signal', False)): + self.config.get('ignore_roi_if_entry_signal', False)): analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair, self.strategy.timeframe) diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 1098bd9aa..c08fa07a1 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -463,7 +463,7 @@ def generate_strategy_stats(pairlist: List[str], 'use_exit_signal': config['use_exit_signal'], 'exit_profit_only': config['exit_profit_only'], 'exit_profit_offset': config['exit_profit_offset'], - 'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'], + 'ignore_roi_if_entry_signal': config['ignore_roi_if_entry_signal'], **daily_stats, **trade_stats } diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 1b214822c..cbb5f0321 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -87,7 +87,7 @@ class StrategyResolver(IResolver): ("unfilledtimeout", None), ("use_exit_signal", True), ("exit_profit_only", False), - ("ignore_roi_if_buy_signal", False), + ("ignore_roi_if_entry_signal", False), ("exit_profit_offset", 0.0), ("disable_dataframe_checks", False), ("ignore_buying_expired_candle_after", 0), @@ -190,12 +190,16 @@ class StrategyResolver(IResolver): warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True) warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True) warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True) + warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', + 'ignore_roi_if_entry_signal', True) else: # TODO: Implementing one of the following methods should show a deprecation warning # buy_trend and sell_trend, custom_sell warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only') warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset') warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal') + warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', + 'ignore_roi_if_entry_signal') if ( not check_override(strategy, IStrategy, 'populate_buy_trend') diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 91947bdee..5b9312715 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -93,7 +93,7 @@ class IStrategy(ABC, HyperStrategyMixin): use_exit_signal: bool exit_profit_only: bool exit_profit_offset: float - ignore_roi_if_buy_signal: bool + ignore_roi_if_entry_signal: bool # Position adjustment is disabled by default position_adjustment_enable: bool = False @@ -871,7 +871,7 @@ class IStrategy(ABC, HyperStrategyMixin): current_profit = trade.calc_profit_ratio(current_rate) # if enter signal and ignore_roi is set, we don't need to evaluate min_roi. - roi_reached = (not (enter and self.ignore_roi_if_buy_signal) + roi_reached = (not (enter and self.ignore_roi_if_entry_signal) and self.min_roi_reached(trade=trade, current_profit=current_profit, current_time=current_time)) diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index 51b3cc050..53237f67d 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -67,7 +67,7 @@ class {{ strategy }}(IStrategy): # These values can be overridden in the config. use_exit_signal = True exit_profit_only = False - ignore_roi_if_buy_signal = False + ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index 4b7a0a18a..f0ae6c10d 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -67,7 +67,7 @@ class SampleStrategy(IStrategy): # These values can be overridden in the config. use_exit_signal = True exit_profit_only = False - ignore_roi_if_buy_signal = False + ignore_roi_if_entry_signal = False # Hyperoptable parameters buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 9d9be8d2c..08957acf9 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -1154,7 +1154,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) backtestmock = MagicMock(return_value={ @@ -1231,7 +1231,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'], @@ -1349,7 +1349,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "ignore_roi_if_entry_signal": False, "strategy": CURRENT_TEST_STRATEGY, }) patch_exchange(mocker) @@ -1453,7 +1453,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'], @@ -1560,7 +1560,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda "use_exit_signal": True, "exit_profit_only": False, "exit_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) backtestmock = MagicMock(return_value={ diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 98fa95d63..15b32b44d 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -1240,8 +1240,6 @@ def test_pairlist_resolving_fallback(mocker): @pytest.mark.parametrize("setting", [ ("webhook", "webhookbuy", 'testWEbhook', "webhook", "webhookentry", 'testWEbhook'), - ("ask_strategy", "ignore_roi_if_buy_signal", True, - None, "ignore_roi_if_buy_signal", False), ("ask_strategy", "ignore_buying_expired_candle_after", 5, None, "ignore_buying_expired_candle_after", 6), ]) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 7d97b86b6..db924f6f3 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3799,7 +3799,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, @pytest.mark.parametrize("is_short", [False, True]) -def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, is_short, +def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -3817,7 +3817,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op ]), get_fee=fee, ) - default_conf_usdt['ignore_roi_if_buy_signal'] = True + default_conf_usdt['ignore_roi_if_entry_signal'] = True freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) @@ -4016,7 +4016,7 @@ def test_trailing_stop_loss_positive( @pytest.mark.parametrize("is_short", [False, True]) -def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, +def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) @@ -4037,7 +4037,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_ _is_dry_limit_order_filled=MagicMock(return_value=False), ) default_conf_usdt['exit_pricing'] = { - 'ignore_roi_if_buy_signal': False + 'ignore_roi_if_entry_signal': False } freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index c5b4ccc98..786795d67 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy":{"StrategyTestV2":{"trades":[{"pair":"TRX/BTC","stake_amount":0.001,"amount":10.37344398340249,"open_date":"2018-01-10 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21:15:00","drawdown_start_ts":1515618900000.0,"drawdown_end":"2018-01-13 15:10:00","drawdown_end_ts":1515856200000.0,"max_drawdown_low":-0.00235333,"max_drawdown_high":0.0008367,"csum_min":999.99764667,"csum_max":1000.0008367},"results_explanation":" 11 trades. 4/6/1 Wins/Draws/Losses. Avg profit 0.02%. Median profit 0.00%. Total profit 0.00011576 BTC ( 0.00\u03A3%). Avg duration 3:03:00 min.","total_profit":1.1576000000000034e-07,"current_epoch":5,"is_initial_point":true,"is_best":false} From a09637cbe1182ba1290470d8a2f8dfbae4d65dfe Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:25:31 +0200 Subject: [PATCH 6/9] Update migration documentation with new settings --- docs/strategy_migration.md | 32 ++++++++++++++++++++++++++++++-- 1 file changed, 30 insertions(+), 2 deletions(-) diff --git a/docs/strategy_migration.md b/docs/strategy_migration.md index 31cbb71e0..9aeec5ae2 100644 --- a/docs/strategy_migration.md +++ b/docs/strategy_migration.md @@ -61,8 +61,11 @@ You can use the quick summary as checklist. Please refer to the detailed section * `sell` -> `exit` * `sell_fill` -> `exit_fill` * `sell_cancel` -> `exit_cancel` - - + * Strategy/config settings: + * `use_sell_signal` -> `use_exit_signal` + * `sell_profit_only` -> `exit_profit_only` + * `sell_profit_offset` -> `exit_profit_offset` + * `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal` ## Extensive explanation @@ -360,6 +363,31 @@ After: } ``` +#### Strategy level settings + +* `use_sell_signal` -> `use_exit_signal` +* `sell_profit_only` -> `exit_profit_only` +* `sell_profit_offset` -> `exit_profit_offset` +* `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal` + +``` python hl_lines="2-5" + # These values can be overridden in the config. + use_sell_signal = True + sell_profit_only = True + sell_profit_offset: 0.01 + ignore_roi_if_buy_signal = False +``` + +After: + +``` python hl_lines="2-5" + # These values can be overridden in the config. + use_exit_signal = True + exit_profit_only = True + exit_profit_offset: 0.01 + ignore_roi_if_entry_signal = False +``` + #### `unfilledtimeout` `unfilledtimeout` have changed all wordings from `buy` to `entry` - and `sell` to `exit`. From 8d95e76d2625f5e0f30af8383895623588642883 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:43:39 +0200 Subject: [PATCH 7/9] Add tests for new naming definitions --- freqtrade/resolvers/strategy_resolver.py | 12 +++++----- tests/strategy/strats/strategy_test_v2.py | 2 ++ tests/strategy/test_strategy_loading.py | 27 ++++++++++++++--------- 3 files changed, 25 insertions(+), 16 deletions(-) diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index cbb5f0321..76515026c 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -173,6 +173,12 @@ class StrategyResolver(IResolver): def validate_strategy(strategy: IStrategy) -> IStrategy: if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT: # Require new method + warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True) + warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True) + warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True) + warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', + 'ignore_roi_if_entry_signal', True) + if not check_override(strategy, IStrategy, 'populate_entry_trend'): raise OperationalException("`populate_entry_trend` must be implemented.") if not check_override(strategy, IStrategy, 'populate_exit_trend'): @@ -187,11 +193,7 @@ class StrategyResolver(IResolver): if check_override(strategy, IStrategy, 'custom_sell'): raise OperationalException( "Please migrate your implementation of `custom_sell` to `custom_exit`.") - warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True) - warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True) - warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True) - warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', - 'ignore_roi_if_entry_signal', True) + else: # TODO: Implementing one of the following methods should show a deprecation warning # buy_trend and sell_trend, custom_sell diff --git a/tests/strategy/strats/strategy_test_v2.py b/tests/strategy/strats/strategy_test_v2.py index a9ca7d9e2..8996b227a 100644 --- a/tests/strategy/strats/strategy_test_v2.py +++ b/tests/strategy/strats/strategy_test_v2.py @@ -50,6 +50,8 @@ class StrategyTestV2(IStrategy): 'entry': 'gtc', 'exit': 'gtc', } + # Test legacy use_sell_signal definition + use_sell_signal = False # By default this strategy does not use Position Adjustments position_adjustment_enable = False diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py index 32003cd16..e74a2a022 100644 --- a/tests/strategy/test_strategy_loading.py +++ b/tests/strategy/test_strategy_loading.py @@ -143,16 +143,6 @@ def test_strategy_can_short(caplog, default_conf): assert isinstance(strat, IStrategy) -def test_strategy_implements_populate_entry(caplog, default_conf): - caplog.set_level(logging.INFO) - default_conf.update({ - 'strategy': "StrategyTestV2", - }) - default_conf['trading_mode'] = 'futures' - with pytest.raises(OperationalException, match="`populate_entry_trend` must be implemented."): - StrategyResolver.load_strategy(default_conf) - - def test_strategy_override_minimal_roi(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ @@ -391,7 +381,22 @@ def test_deprecate_populate_indicators(result, default_conf): @pytest.mark.filterwarnings("ignore:deprecated") -def test_missing_implements(default_conf): +def test_missing_implements(default_conf, caplog): + + default_location = Path(__file__).parent / "strats" + default_conf.update({'strategy': 'StrategyTestV2', + 'strategy_path': default_location}) + StrategyResolver.load_strategy(default_conf) + + log_has_re(r"DEPRECATED: .*use_sell_signal.*use_exit_signal.", caplog) + + default_conf['trading_mode'] = 'futures' + with pytest.raises(OperationalException, + match=r"DEPRECATED: .*use_sell_signal.*use_exit_signal."): + StrategyResolver.load_strategy(default_conf) + + default_conf['trading_mode'] = 'spot' + default_location = Path(__file__).parent / "strats/broken_strats" default_conf.update({'strategy': 'TestStrategyNoImplements', 'strategy_path': default_location}) From 62d13a9f740a9d22adef3d4f7d7851e2309a5639 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 6 Apr 2022 16:03:11 +0200 Subject: [PATCH 8/9] Fix test indentation --- tests/test_freqtradebot.py | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index db924f6f3..0d85fb69a 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -3800,7 +3800,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, @pytest.mark.parametrize("is_short", [False, True]) def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short, - fee, mocker) -> None: + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) eside = enter_side(is_short) @@ -4017,7 +4017,7 @@ def test_trailing_stop_loss_positive( @pytest.mark.parametrize("is_short", [False, True]) def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, - is_short, fee, mocker) -> None: + is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) eside = enter_side(is_short) From d5ec79c0b9c64ceee9e4ab3bc34fdbe22a670107 Mon Sep 17 00:00:00 2001 From: Matthias Date: Wed, 6 Apr 2022 19:09:34 +0200 Subject: [PATCH 9/9] Update deprecated settings to support non-nested transitions --- freqtrade/configuration/deprecated_settings.py | 11 ++++++----- 1 file changed, 6 insertions(+), 5 deletions(-) diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index f8bc42a0c..a00465109 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -12,14 +12,15 @@ logger = logging.getLogger(__name__) def check_conflicting_settings(config: Dict[str, Any], - section_old: str, name_old: str, + section_old: Optional[str], name_old: str, section_new: Optional[str], name_new: str) -> None: section_new_config = config.get(section_new, {}) if section_new else config - section_old_config = config.get(section_old, {}) + section_old_config = config.get(section_old, {}) if section_old else config if name_new in section_new_config and name_old in section_old_config: new_name = f"{section_new}.{name_new}" if section_new else f"{name_new}" + old_name = f"{section_old}.{name_old}" if section_old else f"{name_old}" raise OperationalException( - f"Conflicting settings `{new_name}` and `{section_old}.{name_old}` " + f"Conflicting settings `{new_name}` and `{old_name}` " "(DEPRECATED) detected in the configuration file. " "This deprecated setting will be removed in the next versions of Freqtrade. " f"Please delete it from your configuration and use the `{new_name}` " @@ -47,11 +48,11 @@ def process_removed_setting(config: Dict[str, Any], def process_deprecated_setting(config: Dict[str, Any], - section_old: str, name_old: str, + section_old: Optional[str], name_old: str, section_new: Optional[str], name_new: str ) -> None: check_conflicting_settings(config, section_old, name_old, section_new, name_new) - section_old_config = config.get(section_old, {}) + section_old_config = config.get(section_old, {}) if section_old else config if name_old in section_old_config: section_2 = f"{section_new}.{name_new}" if section_new else f"{name_new}"