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sell_signal -> exit_signal

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This commit is contained in:
Matthias
2022-04-04 17:10:02 +02:00
parent 1917527179
commit 6d9218cb34
15 changed files with 40 additions and 40 deletions
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10
tests/edge/test_edge.py
View File

@@ -95,8 +95,8 @@ tc1 = BTContainer(data=[
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
],
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=4, close_tick=6)]
)
# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
@@ -391,7 +391,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
'trade_duration': '',
'open_rate': 17,
'close_rate': 17,
'exit_type': 'sell_signal'},
'exit_type': 'exit_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
@@ -402,7 +402,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
'trade_duration': '',
'open_rate': 20,
'close_rate': 20,
'exit_type': 'sell_signal'},
'exit_type': 'exit_signal'},
{'pair': 'TEST/BTC',
'stoploss': -0.9,
@@ -413,7 +413,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc
'trade_duration': '',
'open_rate': 26,
'close_rate': 34,
'exit_type': 'sell_signal'}
'exit_type': 'exit_signal'}
]
trades_df = DataFrame(trades)

12
tests/optimize/test_backtest_detail.py
View File

@@ -23,7 +23,7 @@ tc0 = BTContainer(data=[
[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1: Stop-Loss Triggered 1% loss
@@ -424,7 +424,7 @@ tc26 = BTContainer(data=[
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 27: (copy of test26 with leverage)
@@ -441,7 +441,7 @@ tc27 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 28: (copy of test26 with leverage and as short)
@@ -458,7 +458,7 @@ tc28 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
)
# Test 29: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
@@ -486,7 +486,7 @@ tc30 = BTContainer(data=[
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 31: trailing_stop should raise so candle 3 causes a stoploss
@@ -708,7 +708,7 @@ tc44 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01,
use_exit_signal=True,
custom_exit_price=4552,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=3)]
)
# Test 45: Custom exit price above all candles

2
tests/plugins/test_protections.py
View File

@@ -11,7 +11,7 @@ from tests.conftest import get_patched_freqtradebot, log_has_re
def generate_mock_trade(pair: str, fee: float, is_open: bool,
sell_reason: str = ExitType.SELL_SIGNAL,
sell_reason: str = ExitType.EXIT_SIGNAL,
min_ago_open: int = None, min_ago_close: int = None,
profit_rate: float = 0.9
):

22
tests/test_freqtradebot.py
View File

@@ -2310,7 +2310,7 @@ def test_handle_trade_use_sell_signal(
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.SELL_SIGNAL",
assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.EXIT_SIGNAL",
caplog)
@@ -3221,7 +3221,7 @@ def test_execute_trade_exit_custom_exit_price(
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_check=ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)
exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)
)
# Sell price must be different to default bid price
@@ -3249,8 +3249,8 @@ def test_execute_trade_exit_custom_exit_price(
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.SELL_SIGNAL.value,
'exit_reason': ExitType.SELL_SIGNAL.value,
'sell_reason': ExitType.EXIT_SIGNAL.value,
'exit_reason': ExitType.EXIT_SIGNAL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3630,18 +3630,18 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,exit_type,is_short', [
# Enable profit
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, True),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, True),
# # Disable profit
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, True),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, True),
# # Enable loss
# # * Shouldn't this be ExitType.STOP_LOSS.value
(True, 0.21, 0.22, False, False, None, False),
(True, 2.41, 2.42, False, False, None, True),
# Disable loss
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, True),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
])
def test_sell_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short,
@@ -3669,7 +3669,7 @@ def test_sell_profit_only(
})
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
if exit_type == ExitType.SELL_SIGNAL.value:
if exit_type == ExitType.EXIT_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else:
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=ExitCheckTuple(

6
tests/test_integration.py
View File

@@ -53,7 +53,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)]
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]
)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -123,7 +123,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
assert trade.is_open
trade = trades[2]
assert trade.exit_reason == ExitType.SELL_SIGNAL.value
assert trade.exit_reason == ExitType.EXIT_SIGNAL.value
assert not trade.is_open
@@ -161,7 +161,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati
)
should_sell_mock = MagicMock(side_effect=[
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL),
ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE),
ExitCheckTuple(exit_type=ExitType.NONE)]