use_sell_signal -> use_exit_signal
This commit is contained in:
parent
5ce5c70be6
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4897731030
@ -15,7 +15,7 @@
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"trailing_stop_positive": 0.005,
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"trailing_stop_positive": 0.005,
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"trailing_stop_positive_offset": 0.0051,
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"trailing_stop_positive_offset": 0.0051,
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"trailing_only_offset_is_reached": false,
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"trailing_only_offset_is_reached": false,
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"use_sell_signal": true,
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"use_exit_signal": true,
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"exit_profit_only": false,
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"exit_profit_only": false,
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"exit_profit_offset": 0.0,
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"exit_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": false,
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"ignore_roi_if_buy_signal": false,
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@ -116,10 +116,10 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
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| `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled).
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| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
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| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
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| `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)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
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| `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)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
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| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `use_exit_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `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). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `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). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `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). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `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). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
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| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
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| `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).<br> **Datatype:** Dict
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| `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).<br> **Datatype:** Dict
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| `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). <br> **Datatype:** Dict
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| `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). <br> **Datatype:** Dict
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@ -198,7 +198,7 @@ Values set in the configuration file always overwrite values set in the strategy
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* `order_time_in_force`
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* `order_time_in_force`
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* `unfilledtimeout`
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* `unfilledtimeout`
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* `disable_dataframe_checks`
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* `disable_dataframe_checks`
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* `use_sell_signal`
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- `use_exit_signal`
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* `exit_profit_only`
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* `exit_profit_only`
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- `exit_profit_offset`
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- `exit_profit_offset`
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* `ignore_roi_if_buy_signal`
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* `ignore_roi_if_buy_signal`
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@ -91,7 +91,7 @@ For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
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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.
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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.
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!!! Note
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!!! Note
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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.
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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.
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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:
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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:
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@ -264,7 +264,7 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram
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### Exit signal rules
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### Exit signal rules
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Edit the method `populate_exit_trend()` into your strategy file to update your sell strategy.
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Edit the method `populate_exit_trend()` into your strategy file to update your sell strategy.
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Please note that the sell-signal is only used if `use_sell_signal` is set to true in the configuration.
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Please note that the exit-signal is only used if `use_exit_signal` is set to true in the configuration.
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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.
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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.
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@ -154,9 +154,9 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
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if not conf.get('edge', {}).get('enabled'):
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if not conf.get('edge', {}).get('enabled'):
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return
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return
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if not conf.get('use_sell_signal', True):
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if not conf.get('use_exit_signal', True):
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raise OperationalException(
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raise OperationalException(
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"Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
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"Edge requires `use_exit_signal` to be True, otherwise no sells will happen."
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)
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)
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@ -317,5 +317,6 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
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def _strategy_settings(conf: Dict[str, Any]) -> None:
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def _strategy_settings(conf: Dict[str, Any]) -> None:
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process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal')
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process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
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process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
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process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
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process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
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@ -149,7 +149,7 @@ CONF_SCHEMA = {
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'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_only_offset_is_reached': {'type': 'boolean'},
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'trailing_only_offset_is_reached': {'type': 'boolean'},
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'use_sell_signal': {'type': 'boolean'},
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'use_exit_signal': {'type': 'boolean'},
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'exit_profit_only': {'type': 'boolean'},
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'exit_profit_only': {'type': 'boolean'},
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'exit_profit_offset': {'type': 'number'},
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'exit_profit_offset': {'type': 'number'},
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'ignore_roi_if_buy_signal': {'type': 'boolean'},
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'ignore_roi_if_buy_signal': {'type': 'boolean'},
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@ -926,7 +926,7 @@ class FreqtradeBot(LoggingMixin):
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exit_tag = None
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exit_tag = None
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exit_signal_type = "exit_short" if trade.is_short else "exit_long"
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exit_signal_type = "exit_short" if trade.is_short else "exit_long"
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if (self.config.get('use_sell_signal', True) or
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if (self.config.get('use_exit_signal', True) or
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self.config.get('ignore_roi_if_buy_signal', False)):
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self.config.get('ignore_roi_if_buy_signal', False)):
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analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
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analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
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self.strategy.timeframe)
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self.strategy.timeframe)
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@ -114,8 +114,8 @@ class Hyperopt:
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self.position_stacking = self.config.get('position_stacking', False)
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self.position_stacking = self.config.get('position_stacking', False)
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if HyperoptTools.has_space(self.config, 'sell'):
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if HyperoptTools.has_space(self.config, 'sell'):
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# Make sure use_sell_signal is enabled
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# Make sure use_exit_signal is enabled
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self.config['use_sell_signal'] = True
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self.config['use_exit_signal'] = True
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self.print_all = self.config.get('print_all', False)
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self.print_all = self.config.get('print_all', False)
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self.hyperopt_table_header = 0
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self.hyperopt_table_header = 0
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@ -460,7 +460,7 @@ def generate_strategy_stats(pairlist: List[str],
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'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
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'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
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'use_custom_stoploss': config.get('use_custom_stoploss', False),
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'use_custom_stoploss': config.get('use_custom_stoploss', False),
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'minimal_roi': config['minimal_roi'],
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'minimal_roi': config['minimal_roi'],
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'use_sell_signal': config['use_sell_signal'],
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'use_exit_signal': config['use_exit_signal'],
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'exit_profit_only': config['exit_profit_only'],
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'exit_profit_only': config['exit_profit_only'],
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'exit_profit_offset': config['exit_profit_offset'],
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'exit_profit_offset': config['exit_profit_offset'],
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'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
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'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
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@ -85,7 +85,7 @@ class StrategyResolver(IResolver):
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("protections", None),
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("protections", None),
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("startup_candle_count", None),
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("startup_candle_count", None),
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("unfilledtimeout", None),
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("unfilledtimeout", None),
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("use_sell_signal", True),
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("use_exit_signal", True),
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("exit_profit_only", False),
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("exit_profit_only", False),
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("ignore_roi_if_buy_signal", False),
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("ignore_roi_if_buy_signal", False),
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("exit_profit_offset", 0.0),
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("exit_profit_offset", 0.0),
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@ -188,12 +188,14 @@ class StrategyResolver(IResolver):
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raise OperationalException(
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raise OperationalException(
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"Please migrate your implementation of `custom_sell` to `custom_exit`.")
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"Please migrate your implementation of `custom_sell` to `custom_exit`.")
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warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True)
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warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True)
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warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True)
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warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True)
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else:
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else:
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# TODO: Implementing one of the following methods should show a deprecation warning
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# TODO: Implementing one of the following methods should show a deprecation warning
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# buy_trend and sell_trend, custom_sell
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# buy_trend and sell_trend, custom_sell
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warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
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warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
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warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset')
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warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset')
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warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal')
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if (
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if (
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not check_override(strategy, IStrategy, 'populate_buy_trend')
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not check_override(strategy, IStrategy, 'populate_buy_trend')
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@ -267,7 +269,7 @@ class StrategyResolver(IResolver):
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)
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)
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def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error: False):
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def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False):
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if hasattr(strategy, old):
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if hasattr(strategy, old):
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errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'."
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errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'."
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if error:
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if error:
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@ -90,7 +90,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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# run "populate_indicators" only for new candle
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# run "populate_indicators" only for new candle
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process_only_new_candles: bool = False
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process_only_new_candles: bool = False
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use_sell_signal: bool
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use_exit_signal: bool
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exit_profit_only: bool
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exit_profit_only: bool
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exit_profit_offset: float
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exit_profit_offset: float
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ignore_roi_if_buy_signal: bool
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ignore_roi_if_buy_signal: bool
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@ -884,7 +884,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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if (self.exit_profit_only and current_profit <= self.exit_profit_offset):
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if (self.exit_profit_only and current_profit <= self.exit_profit_offset):
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# exit_profit_only and profit doesn't reach the offset - ignore sell signal
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# exit_profit_only and profit doesn't reach the offset - ignore sell signal
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pass
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pass
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elif self.use_sell_signal and not enter:
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elif self.use_exit_signal and not enter:
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if exit_:
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if exit_:
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exit_signal = ExitType.EXIT_SIGNAL
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exit_signal = ExitType.EXIT_SIGNAL
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else:
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else:
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@ -65,7 +65,7 @@ class {{ strategy }}(IStrategy):
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process_only_new_candles = False
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process_only_new_candles = False
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# These values can be overridden in the config.
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# These values can be overridden in the config.
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use_sell_signal = True
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use_exit_signal = True
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exit_profit_only = False
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exit_profit_only = False
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ignore_roi_if_buy_signal = False
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ignore_roi_if_buy_signal = False
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@ -65,7 +65,7 @@ class SampleStrategy(IStrategy):
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process_only_new_candles = False
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process_only_new_candles = False
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# These values can be overridden in the config.
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# These values can be overridden in the config.
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use_sell_signal = True
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use_exit_signal = True
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exit_profit_only = False
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exit_profit_only = False
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ignore_roi_if_buy_signal = False
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ignore_roi_if_buy_signal = False
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@ -821,7 +821,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer)
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if data.trailing_stop_positive is not None:
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if data.trailing_stop_positive is not None:
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default_conf["trailing_stop_positive"] = data.trailing_stop_positive
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default_conf["trailing_stop_positive"] = data.trailing_stop_positive
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default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
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default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
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default_conf["use_sell_signal"] = data.use_exit_signal
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default_conf["use_exit_signal"] = data.use_exit_signal
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mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
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mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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@ -504,7 +504,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
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def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
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def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
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default_conf['use_sell_signal'] = False
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default_conf['use_exit_signal'] = False
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
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mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
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@ -563,7 +563,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
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def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
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def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None:
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default_conf_usdt['use_sell_signal'] = False
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default_conf_usdt['use_exit_signal'] = False
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
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mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
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@ -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:
|
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_fee', fee)
|
||||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
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'))
|
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:
|
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_fee', fee)
|
||||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
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'))
|
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:
|
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_fee', fee)
|
||||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
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'))
|
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:
|
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_fee', fee)
|
||||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
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'))
|
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:
|
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_fee', fee)
|
||||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
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)
|
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):
|
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
"use_sell_signal": True,
|
"use_exit_signal": True,
|
||||||
"exit_profit_only": False,
|
"exit_profit_only": False,
|
||||||
"exit_profit_offset": 0.0,
|
"exit_profit_offset": 0.0,
|
||||||
"ignore_roi_if_buy_signal": False,
|
"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")
|
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||||
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
|
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
"use_sell_signal": True,
|
"use_exit_signal": True,
|
||||||
"exit_profit_only": False,
|
"exit_profit_only": False,
|
||||||
"exit_profit_offset": 0.0,
|
"exit_profit_offset": 0.0,
|
||||||
"ignore_roi_if_buy_signal": False,
|
"ignore_roi_if_buy_signal": False,
|
||||||
@ -1346,7 +1346,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
|
|||||||
default_conf_usdt.update({
|
default_conf_usdt.update({
|
||||||
"trading_mode": "futures",
|
"trading_mode": "futures",
|
||||||
"margin_mode": "isolated",
|
"margin_mode": "isolated",
|
||||||
"use_sell_signal": True,
|
"use_exit_signal": True,
|
||||||
"exit_profit_only": False,
|
"exit_profit_only": False,
|
||||||
"exit_profit_offset": 0.0,
|
"exit_profit_offset": 0.0,
|
||||||
"ignore_roi_if_buy_signal": False,
|
"ignore_roi_if_buy_signal": False,
|
||||||
@ -1450,7 +1450,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
|
|||||||
caplog, testdatadir, capsys):
|
caplog, testdatadir, capsys):
|
||||||
# Tests detail-data loading
|
# Tests detail-data loading
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
"use_sell_signal": True,
|
"use_exit_signal": True,
|
||||||
"exit_profit_only": False,
|
"exit_profit_only": False,
|
||||||
"exit_profit_offset": 0.0,
|
"exit_profit_offset": 0.0,
|
||||||
"ignore_roi_if_buy_signal": False,
|
"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,
|
def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testdatadir, run_id,
|
||||||
start_delta, cache):
|
start_delta, cache):
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
"use_sell_signal": True,
|
"use_exit_signal": True,
|
||||||
"exit_profit_only": False,
|
"exit_profit_only": False,
|
||||||
"exit_profit_offset": 0.0,
|
"exit_profit_offset": 0.0,
|
||||||
"ignore_roi_if_buy_signal": False,
|
"ignore_roi_if_buy_signal": False,
|
||||||
|
@ -14,7 +14,7 @@ from tests.conftest import patch_exchange
|
|||||||
|
|
||||||
|
|
||||||
def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None:
|
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_fee', fee)
|
||||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
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'))
|
mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf'))
|
||||||
|
@ -310,27 +310,27 @@ def test_strategy_override_order_tif(caplog, default_conf):
|
|||||||
StrategyResolver.load_strategy(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)
|
caplog.set_level(logging.INFO)
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': CURRENT_TEST_STRATEGY,
|
'strategy': CURRENT_TEST_STRATEGY,
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
assert strategy.use_sell_signal
|
assert strategy.use_exit_signal
|
||||||
assert isinstance(strategy.use_sell_signal, bool)
|
assert isinstance(strategy.use_exit_signal, bool)
|
||||||
# must be inserted to configuration
|
# must be inserted to configuration
|
||||||
assert 'use_sell_signal' in default_conf
|
assert 'use_exit_signal' in default_conf
|
||||||
assert default_conf['use_sell_signal']
|
assert default_conf['use_exit_signal']
|
||||||
|
|
||||||
default_conf.update({
|
default_conf.update({
|
||||||
'strategy': CURRENT_TEST_STRATEGY,
|
'strategy': CURRENT_TEST_STRATEGY,
|
||||||
'use_sell_signal': False,
|
'use_exit_signal': False,
|
||||||
})
|
})
|
||||||
strategy = StrategyResolver.load_strategy(default_conf)
|
strategy = StrategyResolver.load_strategy(default_conf)
|
||||||
|
|
||||||
assert not strategy.use_sell_signal
|
assert not strategy.use_exit_signal
|
||||||
assert isinstance(strategy.use_sell_signal, bool)
|
assert isinstance(strategy.use_exit_signal, bool)
|
||||||
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
|
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):
|
def test_strategy_override_use_exit_profit_only(caplog, default_conf):
|
||||||
|
@ -868,15 +868,15 @@ def test_validate_tsl(default_conf):
|
|||||||
|
|
||||||
def test_validate_edge2(edge_conf):
|
def test_validate_edge2(edge_conf):
|
||||||
edge_conf.update({
|
edge_conf.update({
|
||||||
"use_sell_signal": True,
|
"use_exit_signal": True,
|
||||||
})
|
})
|
||||||
# Passes test
|
# Passes test
|
||||||
validate_config_consistency(edge_conf)
|
validate_config_consistency(edge_conf)
|
||||||
|
|
||||||
edge_conf.update({
|
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."):
|
"otherwise no sells will happen."):
|
||||||
validate_config_consistency(edge_conf)
|
validate_config_consistency(edge_conf)
|
||||||
|
|
||||||
@ -1238,8 +1238,8 @@ def test_pairlist_resolving_fallback(mocker):
|
|||||||
|
|
||||||
|
|
||||||
@pytest.mark.parametrize("setting", [
|
@pytest.mark.parametrize("setting", [
|
||||||
("ask_strategy", "use_sell_signal", True,
|
("ask_strategy", "use_exit_signal", True,
|
||||||
None, "use_sell_signal", False),
|
None, "use_exit_signal", False),
|
||||||
("ask_strategy", "sell_profit_only", True,
|
("ask_strategy", "sell_profit_only", True,
|
||||||
None, "sell_profit_only", False),
|
None, "sell_profit_only", False),
|
||||||
("ask_strategy", "sell_profit_offset", 0.1,
|
("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", [
|
@pytest.mark.parametrize("setting", [
|
||||||
("experimental", "use_sell_signal", False),
|
("experimental", "use_exit_signal", False),
|
||||||
("experimental", "sell_profit_only", True),
|
("experimental", "sell_profit_only", True),
|
||||||
("experimental", "ignore_roi_if_buy_signal", True),
|
("experimental", "ignore_roi_if_buy_signal", True),
|
||||||
])
|
])
|
||||||
|
@ -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])
|
@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
|
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short
|
||||||
) -> None:
|
) -> None:
|
||||||
|
|
||||||
enter_open_order = limit_order_open[exit_side(is_short)]
|
enter_open_order = limit_order_open[exit_side(is_short)]
|
||||||
exit_open_order = limit_order_open[enter_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)
|
caplog.set_level(logging.DEBUG)
|
||||||
patch_RPCManager(mocker)
|
patch_RPCManager(mocker)
|
||||||
mocker.patch.multiple(
|
mocker.patch.multiple(
|
||||||
@ -3657,7 +3657,7 @@ def test_exit_profit_only(
|
|||||||
get_fee=fee,
|
get_fee=fee,
|
||||||
)
|
)
|
||||||
default_conf_usdt.update({
|
default_conf_usdt.update({
|
||||||
'use_sell_signal': True,
|
'use_exit_signal': True,
|
||||||
'exit_profit_only': profit_only,
|
'exit_profit_only': profit_only,
|
||||||
'exit_profit_offset': 0.1,
|
'exit_profit_offset': 0.1,
|
||||||
})
|
})
|
||||||
|
File diff suppressed because one or more lines are too long
2
tests/testdata/backtest-result_new.json
vendored
2
tests/testdata/backtest-result_new.json
vendored
File diff suppressed because one or more lines are too long
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
File diff suppressed because one or more lines are too long
Loading…
Reference in New Issue
Block a user