custom_sell -> custom_exit

This commit is contained in:
Sam Germain 2022-01-04 23:12:56 -06:00
parent c830db62f6
commit 69c0e028c2
9 changed files with 20 additions and 20 deletions

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@ -517,7 +517,7 @@ freqtrade backtesting --strategy AwesomeStrategy --timeframe 1h --timeframe-deta
```
This will load 1h data as well as 5m data for the timeframe. The strategy will be analyzed with the 1h timeframe - and for every "open trade candle" (candles where a trade is open) the 5m data will be used to simulate intra-candle movements.
All callback functions (`custom_sell()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
All callback functions (`custom_exit()`, `custom_stoploss()`, ... ) will be running for each 5m candle once the trade is opened (so 12 times in the above example of 1h timeframe, and 5m detailed timeframe).
`--timeframe-detail` must be smaller than the original timeframe, otherwise backtesting will fail to start.

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@ -35,7 +35,7 @@ By default, loop runs every few seconds (`internals.process_throttle_secs`) and
* Calls `check_buy_timeout()` strategy callback for open buy orders.
* Calls `check_sell_timeout()` strategy callback for open sell orders.
* Verifies existing positions and eventually places sell orders.
* Considers stoploss, ROI and sell-signal, `custom_sell()` and `custom_stoploss()`.
* Considers stoploss, ROI and sell-signal, `custom_exit()` and `custom_stoploss()`.
* Determine sell-price based on `ask_strategy` configuration setting or by using the `custom_exit_price()` callback.
* Before a sell order is placed, `confirm_trade_exit()` strategy callback is called.
* Check if trade-slots are still available (if `max_open_trades` is reached).
@ -59,7 +59,7 @@ This loop will be repeated again and again until the bot is stopped.
* Confirm trade buy / sell (calls `confirm_trade_entry()` and `confirm_trade_exit()` if implemented in the strategy).
* 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_stoploss()` and `custom_exit()` to find custom exit points.
* 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

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@ -80,7 +80,7 @@ class AwesomeStrategy(IStrategy):
## Enter Tag
When your strategy has multiple buy signals, you can name the signal that triggered.
Then you can access you buy signal on `custom_sell`
Then you can access you buy signal on `custom_exit`
```python
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@ -93,7 +93,7 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
return dataframe
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()

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@ -9,7 +9,7 @@ Currently available callbacks:
* [`bot_loop_start()`](#bot-loop-start)
* [`custom_stake_amount()`](#custom-stake-size)
* [`custom_sell()`](#custom-sell-signal)
* [`custom_exit()`](#custom-sell-signal)
* [`custom_stoploss()`](#custom-stoploss)
* [`custom_entry_price()` and `custom_exit_price()`](#custom-order-price-rules)
* [`check_buy_timeout()` and `check_sell_timeout()](#custom-order-timeout-rules)
@ -84,9 +84,9 @@ Called for open trade every throttling iteration (roughly every 5 seconds) until
Allows to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need trade data to make an exit decision.
For example you could implement a 1:2 risk-reward ROI with `custom_sell()`.
For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
Using custom_sell() 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.
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_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.
@ -95,7 +95,7 @@ An example of how we can use different indicators depending on the current profi
``` python
class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()

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@ -90,7 +90,7 @@ Example configuration showing the different settings:
"trailing_stop_loss": "on",
"stop_loss": "on",
"stoploss_on_exchange": "on",
"custom_sell": "silent"
"custom_exit": "silent"
},
"buy_cancel": "silent",
"sell_cancel": "on",

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@ -12,7 +12,7 @@ class ExitType(Enum):
EXIT_SIGNAL = "exit_signal"
FORCE_EXIT = "force_exit"
EMERGENCY_EXIT = "emergency_sell"
CUSTOM_EXIT = "custom_sell"
CUSTOM_EXIT = "custom_exit"
NONE = ""
def __str__(self):

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@ -342,7 +342,7 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return proposed_rate
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
"""
Custom exit signal logic indicating that specified position should be sold. Returning a
@ -798,7 +798,7 @@ class IStrategy(ABC, HyperStrategyMixin):
exit_signal = ExitType.EXIT_SIGNAL
else:
trade_type = "exit_short" if trade.is_short else "sell"
custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
custom_reason = strategy_safe_wrapper(self.custom_exit, default_retval=False)(
pair=trade.pair, trade=trade, current_time=date, current_rate=current_rate,
current_profit=current_profit)
if custom_reason:

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@ -53,7 +53,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
"""
return self.stoploss
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]':
"""
Custom sell signal logic indicating that specified position should be sold. Returning a

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@ -460,7 +460,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
strategy.custom_stoploss = original_stopvalue
def test_custom_sell(default_conf, fee, caplog) -> None:
def test_custom_exit(default_conf, fee, caplog) -> None:
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
@ -482,15 +482,15 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
assert res.sell_flag is False
assert res.exit_type == ExitType.NONE
strategy.custom_sell = MagicMock(return_value=True)
strategy.custom_exit = MagicMock(return_value=True)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.sell_flag is True
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.exit_reason == 'custom_sell'
assert res.exit_reason == 'custom_exit'
strategy.custom_sell = MagicMock(return_value='hello world')
strategy.custom_exit = MagicMock(return_value='hello world')
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
@ -500,14 +500,14 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
assert res.exit_reason == 'hello world'
caplog.clear()
strategy.custom_sell = MagicMock(return_value='h' * 100)
strategy.custom_exit = MagicMock(return_value='h' * 100)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_type == ExitType.CUSTOM_EXIT
assert res.sell_flag is True
assert res.exit_reason == 'h' * 64
assert log_has_re('Custom sell reason returned from custom_sell is too long.*', caplog)
assert log_has_re('Custom sell reason returned from custom_exit is too long.*', caplog)
@pytest.mark.parametrize('side', TRADE_SIDES)