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Small refactorings, use only enter_long columns

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This commit is contained in:
Matthias 2021-08-25 06:43:58 +02:00
parent b951f59f89
commit 6b93c71d15
6 changed files with 39 additions and 40 deletions
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6
freqtrade/enums/signaltype.py
View File

@ -5,9 +5,9 @@ class SignalType(Enum):
"""
Enum to distinguish between buy and sell signals
"""
BUY = "buy" # To be renamed to enter_long
SELL = "sell" # To be renamed to exit_long
SHORT = "short" # Should be "enter_short"
ENTER_LONG = "enter_long"
EXIT_LONG = "exit_long"
ENTER_SHORT = "enter_short"
EXIT_SHORT = "exit_short"

2
freqtrade/freqtradebot.py
View File

@ -420,7 +420,7 @@ class FreqtradeBot(LoggingMixin):
return False
# running get_signal on historical data fetched
(side, enter_tag) = self.strategy.get_enter_signal(
(side, enter_tag) = self.strategy.get_entry_signal(
pair, self.strategy.timeframe, analyzed_df
)

22
freqtrade/strategy/interface.py
View File

@ -594,18 +594,18 @@ class IStrategy(ABC, HyperStrategyMixin):
return False, False
if is_short:
enter = latest[SignalType.SHORT] == 1
exit_ = latest[SignalType.EXIT_SHORT] == 1
enter = latest.get(SignalType.ENTER_SHORT, 0) == 1
exit_ = latest.get(SignalType.EXIT_SHORT, 0) == 1
else:
enter = latest[SignalType.BUY] == 1
exit_ = latest[SignalType.SELL] == 1
enter = latest[SignalType.ENTER_LONG] == 1
exit_ = latest.get(SignalType.EXIT_LONG, 0) == 1
logger.debug(f"exit-trigger: {latest['date']} (pair={pair}) "
f"enter={enter} exit={exit_}")
return enter, exit_
def get_enter_signal(
def get_entry_signal(
self,
pair: str,
timeframe: str,
@ -624,19 +624,19 @@ class IStrategy(ABC, HyperStrategyMixin):
if latest is None or latest_date is None:
return None, None
enter_long = latest[SignalType.BUY] == 1
exit_long = latest[SignalType.SELL] == 1
enter_short = latest[SignalType.SHORT] == 1
exit_short = latest[SignalType.EXIT_SHORT] == 1
enter_long = latest[SignalType.ENTER_LONG.value] == 1
exit_long = latest.get(SignalType.EXIT_LONG.value, 0) == 1
enter_short = latest.get(SignalType.ENTER_SHORT.value, 0) == 1
exit_short = latest.get(SignalType.EXIT_SHORT.value, 0) == 1
enter_signal: Optional[SignalDirection] = None
enter_tag_value: Optional[str] = None
if enter_long == 1 and not any([exit_long, enter_short]):
enter_signal = SignalDirection.LONG
enter_tag_value = latest.get(SignalTagType.BUY_TAG, None)
enter_tag_value = latest.get(SignalTagType.BUY_TAG.value, None)
if enter_short == 1 and not any([exit_short, enter_long]):
enter_signal = SignalDirection.SHORT
enter_tag_value = latest.get(SignalTagType.SHORT_TAG, None)
enter_tag_value = latest.get(SignalTagType.SHORT_TAG.value, None)
timeframe_seconds = timeframe_to_seconds(timeframe)

4
tests/conftest.py
View File

@ -193,7 +193,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, enter_long=True, exit_long=False,
:return: None
"""
# returns (Signal-direction, signaname)
def patched_get_enter_signal(*args, **kwargs):
def patched_get_entry_signal(*args, **kwargs):
direction = None
if enter_long and not any([exit_long, enter_short]):
direction = SignalDirection.LONG
@ -202,7 +202,7 @@ def patch_get_signal(freqtrade: FreqtradeBot, enter_long=True, exit_long=False,
return direction, enter_tag
freqtrade.strategy.get_enter_signal = patched_get_enter_signal
freqtrade.strategy.get_entry_signal = patched_get_entry_signal
def patched_get_exit_signal(pair, timeframe, dataframe, is_short):
if is_short:

39
tests/strategy/test_interface.py
View File

@ -1,4 +1,5 @@
# pragma pylint: disable=missing-docstring, C0103
from freqtrade.enums.signaltype import SignalDirection
import logging
from datetime import datetime, timedelta, timezone
from pathlib import Path
@ -30,7 +31,7 @@ _STRATEGY = DefaultStrategy(config={})
_STRATEGY.dp = DataProvider({}, None, None)
def test_returns_latest_signal(mocker, default_conf, ohlcv_history):
def test_returns_latest_signal(default_conf, ohlcv_history):
ohlcv_history.loc[1, 'date'] = arrow.utcnow()
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
@ -67,18 +68,18 @@ def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
assert log_has('Empty dataframe for pair ETH/BTC', caplog)
def test_get_signal_empty(default_conf, mocker, caplog):
assert (False, False, None) == _STRATEGY.get_signal(
def test_get_signal_empty(default_conf, caplog):
assert (None, None) == _STRATEGY.get_latest_candle(
'foo', default_conf['timeframe'], DataFrame()
)
assert log_has('Empty candle (OHLCV) data for pair foo', caplog)
caplog.clear()
assert (False, False, None) == _STRATEGY.get_signal('bar', default_conf['timeframe'], None)
assert (None, None) == _STRATEGY.get_latest_candle('bar', default_conf['timeframe'], None)
assert log_has('Empty candle (OHLCV) data for pair bar', caplog)
caplog.clear()
assert (False, False, None) == _STRATEGY.get_signal(
assert (None, None) == _STRATEGY.get_latest_candle(
'baz',
default_conf['timeframe'],
DataFrame([])
@ -86,7 +87,7 @@ def test_get_signal_empty(default_conf, mocker, caplog):
assert log_has('Empty candle (OHLCV) data for pair baz', caplog)
def test_get_signal_exception_valueerror(default_conf, mocker, caplog, ohlcv_history):
def test_get_signal_exception_valueerror(mocker, caplog, ohlcv_history):
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)
mocker.patch.object(
@ -111,14 +112,14 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
ohlcv_history.loc[1, 'date'] = arrow.utcnow().shift(minutes=-16)
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
mocked_history['exit_long'] = 0
mocked_history['enter_long'] = 0
mocked_history.loc[1, 'enter_long'] = 1
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY, 'assert_df')
assert (False, False, None) == _STRATEGY.get_signal(
assert (None, None) == _STRATEGY.get_latest_candle(
'xyz',
default_conf['timeframe'],
mocked_history
@ -134,13 +135,13 @@ def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
mocked_history = ohlcv_history.copy()
# Intentionally don't set sell column
# mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
mocked_history['enter_long'] = 0
mocked_history.loc[1, 'enter_long'] = 1
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY, 'assert_df')
assert (True, False, None) == _STRATEGY.get_signal(
assert (SignalDirection.LONG, None) == _STRATEGY.get_entry_signal(
'xyz',
default_conf['timeframe'],
mocked_history
@ -453,8 +454,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
now = arrow.utcnow().datetime
res = strategy.should_exit(trade, 1, now,
enter_long=False, enter_short=False,
exit_long=False, exit_short=False,
enter=False, exit_=False,
low=None, high=None)
assert res.sell_flag is False
@ -462,8 +462,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
strategy.custom_sell = MagicMock(return_value=True)
res = strategy.should_exit(trade, 1, now,
enter_long=False, enter_short=False,
exit_long=False, exit_short=False,
enter=False, exit_=False,
low=None, high=None)
assert res.sell_flag is True
assert res.sell_type == SellType.CUSTOM_SELL
@ -472,8 +471,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
strategy.custom_sell = MagicMock(return_value='hello world')
res = strategy.should_exit(trade, 1, now,
enter_long=False, enter_short=False,
exit_long=False, exit_short=False,
enter=False, exit_=False,
low=None, high=None)
assert res.sell_type == SellType.CUSTOM_SELL
assert res.sell_flag is True
@ -482,8 +480,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
caplog.clear()
strategy.custom_sell = MagicMock(return_value='h' * 100)
res = strategy.should_exit(trade, 1, now,
enter_long=False, enter_short=False,
exit_long=False, exit_short=False,
enter=False, exit_=False,
low=None, high=None)
assert res.sell_type == SellType.CUSTOM_SELL
assert res.sell_flag is True

6
tests/strategy/test_strategy_loading.py
View File

@ -118,10 +118,12 @@ def test_strategy(result, default_conf):
assert 'adx' in df_indicators
dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
assert 'buy' in dataframe.columns
assert 'buy' not in dataframe.columns
assert 'enter_long' in dataframe.columns
dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
assert 'sell' in dataframe.columns
assert 'sell' not in dataframe.columns
assert 'exit_long' in dataframe.columns
def test_strategy_override_minimal_roi(caplog, default_conf):