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Merge pull request #6729 from rokups/rk/exit_tag

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Add 'exit_tag' parameter to 'custom_exit_price' callback.
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Matthias 2022-04-27 07:07:28 +02:00 committed by GitHub
commit 415dcc6a87
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6 changed files with 12 additions and 8 deletions
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2
docs/strategy-callbacks.md
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@ -376,7 +376,7 @@ class AwesomeStrategy(IStrategy):
def custom_exit_price(self, pair: str, trade: Trade, def custom_exit_price(self, pair: str, trade: Trade,
current_time: datetime, proposed_rate: float, 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, dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
timeframe=self.timeframe) timeframe=self.timeframe)

3
freqtrade/freqtradebot.py
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@ -1373,7 +1373,8 @@ class FreqtradeBot(LoggingMixin):
default_retval=proposed_limit_rate)( default_retval=proposed_limit_rate)(
pair=trade.pair, trade=trade, pair=trade.pair, trade=trade,
current_time=datetime.now(timezone.utc), 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) limit = self.get_valid_price(custom_exit_price, proposed_limit_rate)

3
freqtrade/optimize/backtesting.py
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@ -540,7 +540,8 @@ class Backtesting:
default_retval=closerate)( default_retval=closerate)(
pair=trade.pair, trade=trade, pair=trade.pair, trade=trade,
current_time=exit_candle_time, 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. # We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately # freqtrade does not support this in live, and the order would fill immediately
if trade.is_short: if trade.is_short:

3
freqtrade/strategy/interface.py
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@ -355,7 +355,7 @@ class IStrategy(ABC, HyperStrategyMixin):
def custom_exit_price(self, pair: str, trade: Trade, def custom_exit_price(self, pair: str, trade: Trade,
current_time: datetime, proposed_rate: float, 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. 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 current_time: datetime object, containing the current datetime
:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing. :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 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. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New exit price value if provided :return float: New exit price value if provided
""" """

3
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
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@ -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', def custom_exit_price(self, pair: str, trade: 'Trade',
current_time: 'datetime', proposed_rate: float, 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. 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 current_time: datetime object, containing the current datetime
:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing. :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 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. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New exit price value if provided :return float: New exit price value if provided
""" """

6
tests/test_freqtradebot.py
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@ -3221,7 +3221,7 @@ def test_execute_trade_exit_custom_exit_price(
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], 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 # 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, 'profit_ratio': profit_ratio,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'sell_reason': ExitType.EXIT_SIGNAL.value, 'sell_reason': 'foo',
'exit_reason': ExitType.EXIT_SIGNAL.value, 'exit_reason': 'foo',
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,