From 5ce5c70be6dea3ba40d4c4825b212e64e7327f7b Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 5 Apr 2022 20:03:20 +0200 Subject: [PATCH] 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 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