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only apply profit guarantee to sell_signal

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This commit is contained in:
Janne Sinivirta 2018-01-06 21:16:45 +02:00
parent bcde377019
commit 6ab0ec6aac
2 changed files with 25 additions and 14 deletions
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11
freqtrade/main.py
View File

@ -247,12 +247,6 @@ def handle_trade(trade: Trade) -> bool:
logger.debug('Handling %s ...', trade) logger.debug('Handling %s ...', trade)
current_rate = exchange.get_ticker(trade.pair)['bid'] current_rate = exchange.get_ticker(trade.pair)['bid']
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if _CONF.get('experimental', {}).get('sell_profit_only'):
logger.debug('Checking if trade is profitable ...')
if trade.calc_profit(rate=current_rate) <= 0:
return False
# Check if minimal roi has been reached # Check if minimal roi has been reached
if min_roi_reached(trade, current_rate, datetime.utcnow()): if min_roi_reached(trade, current_rate, datetime.utcnow()):
logger.debug('Executing sell due to ROI ...') logger.debug('Executing sell due to ROI ...')
@ -261,6 +255,11 @@ def handle_trade(trade: Trade) -> bool:
# Experimental: Check if sell signal has been enabled and triggered # Experimental: Check if sell signal has been enabled and triggered
if _CONF.get('experimental', {}).get('use_sell_signal'): if _CONF.get('experimental', {}).get('use_sell_signal'):
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if _CONF.get('experimental', {}).get('sell_profit_only'):
logger.debug('Checking if trade is profitable ...')
if trade.calc_profit(rate=current_rate) <= 0:
return False
logger.debug('Checking sell_signal ...') logger.debug('Checking sell_signal ...')
if get_signal(trade.pair, SignalType.SELL): if get_signal(trade.pair, SignalType.SELL):
logger.debug('Executing sell due to sell signal ...') logger.debug('Executing sell due to sell signal ...')

28
freqtrade/tests/test_main.py
View File

@ -537,10 +537,13 @@ def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker)
def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker): def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = True 'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
@ -561,10 +564,13 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker): def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = False 'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
@ -585,10 +591,13 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker): def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = True 'use_sell_signal': True,
'sell_profit_only': True,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',
@ -609,10 +618,13 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker): def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
default_conf['experimental'] = {} default_conf['experimental'] = {
default_conf['experimental']['sell_profit_only'] = False 'use_sell_signal': True,
'sell_profit_only': False,
}
mocker.patch.dict('freqtrade.main._CONF', default_conf) mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True) mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock()) mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange', mocker.patch.multiple('freqtrade.main.exchange',