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Call custom_exit_price only for sell_signal and custom_sell

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This commit is contained in:
Matthias 2021-12-04 14:14:22 +01:00
parent 84ad176287
commit 68ac8008ec
3 changed files with 9 additions and 6 deletions
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2
docs/bot-basics.md
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@ -59,7 +59,7 @@ This loop will be repeated again and again until the bot is stopped.
* Call `custom_entry_price()` (if implemented in the strategy) to determine entry price (Prices are moved to be within the opening candle).
* Determine stake size by calling the `custom_stake_amount()` callback.
* Call `custom_stoploss()` and `custom_sell()` to find custom exit points.
* Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
* For sells based on sell-signal and custom-sell: Call `custom_exit_price()` to determine exit price (Prices are moved to be within the closing candle).
* Generate backtest report output

1
docs/strategy-callbacks.md
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@ -390,6 +390,7 @@ class AwesomeStrategy(IStrategy):
!!! Warning "Backtesting"
While Custom prices are supported in backtesting (starting with 2021.12), prices will be moved to within the candle's high/low prices.
This behavior is currently being tested, and might be changed at a later point.
`custom_exit_price()` is only called for sells of type Sell_signal and Custom sell. All other sell-types will use regular backtesting prices.
## Custom order timeout rules

12
freqtrade/optimize/backtesting.py
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@ -365,11 +365,13 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_row[DATE_IDX],
proposed_rate=closerate, current_profit=current_profit)
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair, trade=trade,
current_time=sell_row[DATE_IDX],
proposed_rate=closerate, current_profit=current_profit)
# Use the maximum between close_rate and low as we cannot sell outside of a candle.
# Applies when a new ROI setting comes in place and the whole candle is above that.
closerate = min(max(closerate, sell_row[LOW_IDX]), sell_row[HIGH_IDX])