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Add sell_profit_offset parameter

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Allows defining positive offsets before enabling the sell signal
This commit is contained in:
Matthias
2021-01-11 19:30:07 +01:00
parent dbc25f00ac
commit 63a579dbab
6 changed files with 11 additions and 5 deletions
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1
freqtrade/constants.py
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@@ -154,6 +154,7 @@ CONF_SCHEMA = {
'order_book_max': {'type': 'integer', 'minimum': 1, 'maximum': 50},
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'sell_profit_offset': {'type': 'number', 'minimum': 0.0},
'ignore_roi_if_buy_signal': {'type': 'boolean'}
}
},

1
freqtrade/optimize/optimize_reports.py
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@@ -299,6 +299,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'minimal_roi': config['minimal_roi'],
'use_sell_signal': config['ask_strategy']['use_sell_signal'],
'sell_profit_only': config['ask_strategy']['sell_profit_only'],
'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
**daily_stats,
}

1
freqtrade/resolvers/strategy_resolver.py
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@@ -79,6 +79,7 @@ class StrategyResolver(IResolver):
("use_sell_signal", True, 'ask_strategy'),
("sell_profit_only", False, 'ask_strategy'),
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("sell_profit_offset", 0.0, 'ask_strategy'),
("disable_dataframe_checks", False, None),
]
for attribute, default, subkey in attributes:

9
freqtrade/strategy/interface.py
View File

@@ -505,18 +505,19 @@ class IStrategy(ABC):
# Set current rate to high for backtesting sell
current_rate = high or rate
current_profit = trade.calc_profit_ratio(current_rate)
config_ask_strategy = self.config.get('ask_strategy', {})
ask_strategy = self.config.get('ask_strategy', {})
# if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
roi_reached = (not (buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False))
roi_reached = (not (buy and ask_strategy.get('ignore_roi_if_buy_signal', False))
and self.min_roi_reached(trade=trade, current_profit=current_profit,
current_time=date))
if config_ask_strategy.get('sell_profit_only', False) and trade.calc_profit(rate=rate) <= 0:
if (ask_strategy.get('sell_profit_only', False)
and trade.calc_profit(rate=rate) <= ask_strategy.get('sell_profit_offset', 0)):
# Negative profits and sell_profit_only - ignore sell signal
sell_signal = False
else:
sell_signal = sell and not buy and config_ask_strategy.get('use_sell_signal', True)
sell_signal = sell and not buy and ask_strategy.get('use_sell_signal', True)
# TODO: return here if sell-signal should be favored over ROI
# Start evaluations