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Improve exit signal sequence

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This commit is contained in:
Matthias
2022-05-22 11:01:18 +02:00
parent ce3bfd59f5
commit 3692fcd3d5
3 changed files with 23 additions and 10 deletions
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15
tests/strategy/test_interface.py
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@@ -525,7 +525,7 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
assert log_has_re('Custom exit reason returned from custom_exit is too long.*', caplog)
def test_should_sell(default_conf, fee, caplog) -> None:
def test_should_sell(default_conf, fee) -> None:
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
@@ -561,22 +561,24 @@ def test_should_sell(default_conf, fee, caplog) -> None:
low=None, high=None)
assert len(res) == 2
assert res == [
ExitCheckTuple(exit_type=ExitType.ROI),
ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
ExitCheckTuple(exit_type=ExitType.ROI),
]
strategy.custom_exit = MagicMock(return_value='hello world')
# custom-exit and exit-signal is first
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert len(res) == 3
assert res == [
ExitCheckTuple(exit_type=ExitType.CUSTOM_EXIT, exit_reason='hello world'),
ExitCheckTuple(exit_type=ExitType.ROI),
ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
ExitCheckTuple(exit_type=ExitType.ROI),
]
strategy.stop_loss_reached = MagicMock(
return_value=ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS))
# Regular exit signal
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=True,
@@ -585,7 +587,7 @@ def test_should_sell(default_conf, fee, caplog) -> None:
assert res == [
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
ExitCheckTuple(exit_type=ExitType.ROI),
ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS),
]
# Regular exit signal, no ROI
@@ -596,9 +598,10 @@ def test_should_sell(default_conf, fee, caplog) -> None:
assert len(res) == 2
assert res == [
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
ExitCheckTuple(exit_type=ExitType.STOP_LOSS),
ExitCheckTuple(exit_type=ExitType.TRAILING_STOP_LOSS),
]
@pytest.mark.parametrize('side', TRADE_SIDES)
def test_leverage_callback(default_conf, side) -> None:
default_conf['strategy'] = 'StrategyTestV2'