Merge pull request #6729 from rokups/rk/exit_tag

Add 'exit_tag' parameter to 'custom_exit_price' callback.

docs/strategy-callbacks.md

@@ -376,7 +376,7 @@ class AwesomeStrategy(IStrategy):
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
-                          current_profit: float, **kwargs) -> float:
+                          current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
 
         dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
                                                                 timeframe=self.timeframe)

freqtrade/freqtradebot.py

@@ -1373,7 +1373,8 @@ class FreqtradeBot(LoggingMixin):
                                                   default_retval=proposed_limit_rate)(
             pair=trade.pair, trade=trade,
             current_time=datetime.now(timezone.utc),
-            proposed_rate=proposed_limit_rate, current_profit=current_profit)
+            proposed_rate=proposed_limit_rate, current_profit=current_profit,
+            exit_tag=exit_check.exit_reason)
 
         limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)
 

freqtrade/optimize/backtesting.py

@@ -540,7 +540,8 @@ class Backtesting:
                                                       default_retval=closerate)(
                         pair=trade.pair, trade=trade,
                         current_time=exit_candle_time,
-                        proposed_rate=closerate, current_profit=current_profit)
+                        proposed_rate=closerate, current_profit=current_profit,
+                        exit_tag=exit_.exit_reason)
                     # We can't place orders lower than current low.
                     # freqtrade does not support this in live, and the order would fill immediately
                     if trade.is_short:

freqtrade/strategy/interface.py

@@ -355,7 +355,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def custom_exit_price(self, pair: str, trade: Trade,
                           current_time: datetime, proposed_rate: float,
-                          current_profit: float, **kwargs) -> float:
+                          current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
         """
         Custom exit price logic, returning the new exit price.
 
@@ -368,6 +368,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         :param current_time: datetime object, containing the current datetime
         :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
         :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param exit_tag: Exit reason.
         :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
         :return float: New exit price value if provided
         """

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -32,7 +32,7 @@ def custom_entry_price(self, pair: str, current_time: 'datetime', proposed_rate:
 
 def custom_exit_price(self, pair: str, trade: 'Trade',
                       current_time: 'datetime', proposed_rate: float,
-                      current_profit: float, **kwargs) -> float:
+                      current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
     """
     Custom exit price logic, returning the new exit price.
 
@@ -45,6 +45,7 @@ def custom_exit_price(self, pair: str, trade: 'Trade',
     :param current_time: datetime object, containing the current datetime
     :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
     :param current_profit: Current profit (as ratio), calculated based on current_rate.
+    :param exit_tag: Exit reason.
     :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
     :return float: New exit price value if provided
     """

tests/test_freqtradebot.py

@@ -3221,7 +3221,7 @@ def test_execute_trade_exit_custom_exit_price(
     freqtrade.execute_trade_exit(
         trade=trade,
         limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
-        exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)
+        exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL, exit_reason='foo')
     )
 
     # Sell price must be different to default bid price
@@ -3249,8 +3249,8 @@ def test_execute_trade_exit_custom_exit_price(
         'profit_ratio': profit_ratio,
         'stake_currency': 'USDT',
         'fiat_currency': 'USD',
-        'sell_reason': ExitType.EXIT_SIGNAL.value,
+        'sell_reason': 'foo',
-        'exit_reason': ExitType.EXIT_SIGNAL.value,
+        'exit_reason': 'foo',
         'open_date': ANY,
         'close_date': ANY,
         'close_rate': ANY,