sell_profit_only -> exit_profit_only
This commit is contained in:
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@ -116,8 +116,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
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| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
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| `ask_strategy.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 Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
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| `ask_strategy.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 Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
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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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| `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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| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell 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 `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `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). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `ignore_roi_if_enter_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_roi_if_enter_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 (`"buy"`, `"sell"`, `"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 (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
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@ -194,7 +194,7 @@ Values set in the configuration file always overwrite values set in the strategy
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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_exit_signal`
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* `use_exit_signal`
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* `sell_profit_only`
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* `exit_profit_only`
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* `sell_profit_offset`
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* `sell_profit_offset`
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* `ignore_roi_if_enter_signal`
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* `ignore_roi_if_enter_signal`
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* `ignore_buying_expired_candle_after`
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* `ignore_buying_expired_candle_after`
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@ -89,7 +89,7 @@ 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_exit_signal=False` or `sell_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.
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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 `sell_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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@ -73,8 +73,8 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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# 'experimental', 'use_exit_signal')
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# 'experimental', 'use_exit_signal')
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process_deprecated_setting(config, 'ask_strategy', 'use_exit_signal',
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process_deprecated_setting(config, 'ask_strategy', 'use_exit_signal',
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None, 'use_exit_signal')
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None, 'use_exit_signal')
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process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
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process_deprecated_setting(config, 'ask_strategy', 'exit_profit_only',
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None, 'sell_profit_only')
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None, 'exit_profit_only')
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process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset',
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process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset',
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None, 'sell_profit_offset')
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None, 'sell_profit_offset')
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process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_enter_signal',
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process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_enter_signal',
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@ -85,8 +85,8 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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# Legacy way - having them in experimental ...
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# Legacy way - having them in experimental ...
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process_removed_setting(config, 'experimental', 'use_exit_signal',
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process_removed_setting(config, 'experimental', 'use_exit_signal',
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None, 'use_exit_signal')
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None, 'use_exit_signal')
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process_removed_setting(config, 'experimental', 'sell_profit_only',
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process_removed_setting(config, 'experimental', 'exit_profit_only',
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None, 'sell_profit_only')
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None, 'exit_profit_only')
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process_removed_setting(config, 'experimental', 'ignore_roi_if_enter_signal',
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process_removed_setting(config, 'experimental', 'ignore_roi_if_enter_signal',
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None, 'ignore_roi_if_enter_signal')
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None, 'ignore_roi_if_enter_signal')
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@ -148,7 +148,7 @@ CONF_SCHEMA = {
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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_exit_signal': {'type': 'boolean'},
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'use_exit_signal': {'type': 'boolean'},
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'sell_profit_only': {'type': 'boolean'},
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'exit_profit_only': {'type': 'boolean'},
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'sell_profit_offset': {'type': 'number'},
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'sell_profit_offset': {'type': 'number'},
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'ignore_roi_if_enter_signal': {'type': 'boolean'},
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'ignore_roi_if_enter_signal': {'type': 'boolean'},
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'ignore_buying_expired_candle_after': {'type': 'number'},
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'ignore_buying_expired_candle_after': {'type': 'number'},
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@ -460,7 +460,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
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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_exit_signal': config['use_exit_signal'],
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'use_exit_signal': config['use_exit_signal'],
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'sell_profit_only': config['sell_profit_only'],
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'exit_profit_only': config['exit_profit_only'],
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'sell_profit_offset': config['sell_profit_offset'],
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'sell_profit_offset': config['sell_profit_offset'],
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'ignore_roi_if_enter_signal': config['ignore_roi_if_enter_signal'],
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'ignore_roi_if_enter_signal': config['ignore_roi_if_enter_signal'],
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**daily_stats,
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**daily_stats,
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@ -92,7 +92,7 @@ class StrategyResolver(IResolver):
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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_exit_signal", True),
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("use_exit_signal", True),
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("sell_profit_only", False),
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("exit_profit_only", False),
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("ignore_roi_if_enter_signal", False),
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("ignore_roi_if_enter_signal", False),
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("sell_profit_offset", 0.0),
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("sell_profit_offset", 0.0),
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("disable_dataframe_checks", False),
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("disable_dataframe_checks", False),
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@ -102,7 +102,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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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_exit_signal: bool
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use_exit_signal: bool
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sell_profit_only: bool
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exit_profit_only: bool
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sell_profit_offset: float
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sell_profit_offset: float
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ignore_roi_if_enter_signal: bool
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ignore_roi_if_enter_signal: bool
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@ -790,8 +790,8 @@ class IStrategy(ABC, HyperStrategyMixin):
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current_rate = rate
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current_rate = rate
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current_profit = trade.calc_profit_ratio(current_rate)
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current_profit = trade.calc_profit_ratio(current_rate)
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if (self.sell_profit_only and current_profit <= self.sell_profit_offset):
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if (self.exit_profit_only and current_profit <= self.sell_profit_offset):
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# sell_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_exit_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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@ -63,7 +63,7 @@ class {{ strategy }}(IStrategy):
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# These values can be overridden in the "ask_strategy" section in the config.
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# These values can be overridden in the "ask_strategy" section in the config.
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use_exit_signal = True
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use_exit_signal = True
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sell_profit_only = False
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exit_profit_only = False
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ignore_roi_if_enter_signal = False
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ignore_roi_if_enter_signal = False
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# Number of candles the strategy requires before producing valid signals
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# Number of candles the strategy requires before producing valid signals
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@ -68,7 +68,7 @@ class SampleShortStrategy(IStrategy):
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# These values can be overridden in the "ask_strategy" section in the config.
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# These values can be overridden in the "ask_strategy" section in the config.
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use_exit_signal = True
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use_exit_signal = True
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sell_profit_only = False
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exit_profit_only = False
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ignore_roi_if_enter_signal = False
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ignore_roi_if_enter_signal = False
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# Number of candles the strategy requires before producing valid signals
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# Number of candles the strategy requires before producing valid signals
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@ -69,7 +69,7 @@ class SampleStrategy(IStrategy):
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# These values can be overridden in the "ask_strategy" section in the config.
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# These values can be overridden in the "ask_strategy" section in the config.
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use_exit_signal = True
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use_exit_signal = True
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sell_profit_only = False
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exit_profit_only = False
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ignore_roi_if_enter_signal = False
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ignore_roi_if_enter_signal = False
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# Number of candles the strategy requires before producing valid signals
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# Number of candles the strategy requires before producing valid signals
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@ -986,7 +986,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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default_conf.update({
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default_conf.update({
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"use_exit_signal": True,
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"use_exit_signal": True,
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"sell_profit_only": False,
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"exit_profit_only": False,
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"sell_profit_offset": 0.0,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_enter_signal": False,
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"ignore_roi_if_enter_signal": False,
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})
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})
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@ -1061,7 +1061,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
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def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
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default_conf.update({
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default_conf.update({
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"use_exit_signal": True,
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"use_exit_signal": True,
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"sell_profit_only": False,
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"exit_profit_only": False,
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"sell_profit_offset": 0.0,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_enter_signal": False,
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"ignore_roi_if_enter_signal": False,
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})
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})
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@ -1173,7 +1173,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
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# Tests detail-data loading
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# Tests detail-data loading
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default_conf.update({
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default_conf.update({
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"use_exit_signal": True,
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"use_exit_signal": True,
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"sell_profit_only": False,
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"exit_profit_only": False,
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"sell_profit_offset": 0.0,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_enter_signal": False,
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"ignore_roi_if_enter_signal": False,
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})
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})
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@ -308,27 +308,27 @@ def test_strategy_override_use_exit_signal(caplog, default_conf):
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assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog)
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assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog)
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def test_strategy_override_use_sell_profit_only(caplog, default_conf):
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def test_strategy_override_use_exit_profit_only(caplog, default_conf):
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caplog.set_level(logging.INFO)
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caplog.set_level(logging.INFO)
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default_conf.update({
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'strategy': CURRENT_TEST_STRATEGY,
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})
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert not strategy.sell_profit_only
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assert not strategy.exit_profit_only
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assert isinstance(strategy.sell_profit_only, bool)
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assert isinstance(strategy.exit_profit_only, bool)
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# must be inserted to configuration
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# must be inserted to configuration
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assert 'sell_profit_only' in default_conf
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assert 'exit_profit_only' in default_conf
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assert not default_conf['sell_profit_only']
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assert not default_conf['exit_profit_only']
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default_conf.update({
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'strategy': CURRENT_TEST_STRATEGY,
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'sell_profit_only': True,
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'exit_profit_only': True,
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})
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.sell_profit_only
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assert strategy.exit_profit_only
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assert isinstance(strategy.sell_profit_only, bool)
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assert isinstance(strategy.exit_profit_only, bool)
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assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
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assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog)
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@pytest.mark.filterwarnings("ignore:deprecated")
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@pytest.mark.filterwarnings("ignore:deprecated")
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@ -1120,8 +1120,8 @@ def test_pairlist_resolving_fallback(mocker):
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@pytest.mark.parametrize("setting", [
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@pytest.mark.parametrize("setting", [
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("ask_strategy", "use_exit_signal", True,
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("ask_strategy", "use_exit_signal", True,
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None, "use_exit_signal", False),
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None, "use_exit_signal", False),
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("ask_strategy", "sell_profit_only", True,
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("ask_strategy", "exit_profit_only", True,
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None, "sell_profit_only", False),
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None, "exit_profit_only", False),
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("ask_strategy", "sell_profit_offset", 0.1,
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("ask_strategy", "sell_profit_offset", 0.1,
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None, "sell_profit_offset", 0.01),
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None, "sell_profit_offset", 0.01),
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("ask_strategy", "ignore_roi_if_enter_signal", True,
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("ask_strategy", "ignore_roi_if_enter_signal", True,
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@ -1169,7 +1169,7 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
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@pytest.mark.parametrize("setting", [
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@pytest.mark.parametrize("setting", [
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("experimental", "use_exit_signal", False),
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("experimental", "use_exit_signal", False),
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("experimental", "sell_profit_only", True),
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("experimental", "exit_profit_only", True),
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("experimental", "ignore_roi_if_enter_signal", True),
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("experimental", "ignore_roi_if_enter_signal", True),
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])
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])
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def test_process_removed_settings(mocker, default_conf, setting):
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def test_process_removed_settings(mocker, default_conf, setting):
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@ -3416,7 +3416,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
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(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
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(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
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(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
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(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
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])
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])
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def test_sell_profit_only(
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def test_exit_profit_only(
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default_conf_usdt, limit_order, limit_order_open, is_short,
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default_conf_usdt, limit_order, limit_order_open, is_short,
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fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None:
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fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None:
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patch_RPCManager(mocker)
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patch_RPCManager(mocker)
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@ -3436,7 +3436,7 @@ def test_sell_profit_only(
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)
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)
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default_conf_usdt.update({
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default_conf_usdt.update({
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'use_exit_signal': True,
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'use_exit_signal': True,
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'sell_profit_only': profit_only,
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'exit_profit_only': profit_only,
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'sell_profit_offset': 0.1,
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'sell_profit_offset': 0.1,
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})
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})
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freqtrade = FreqtradeBot(default_conf_usdt)
|
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||||
|
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
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