Merge pull request #2343 from hroff-1902/move-experimental

Move experimental settings to ask_strategy
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Matthias 2019-10-10 16:08:11 +02:00 committed by GitHub
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19 changed files with 279 additions and 95 deletions

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@ -22,7 +22,10 @@
"ask_strategy":{ "ask_strategy":{
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9 "order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
}, },
"exchange": { "exchange": {
"name": "bittrex", "name": "bittrex",
@ -49,11 +52,6 @@
"DOGE/BTC" "DOGE/BTC"
] ]
}, },
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"edge": { "edge": {
"enabled": false, "enabled": false,
"process_throttle_secs": 3600, "process_throttle_secs": 3600,

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@ -22,7 +22,10 @@
"ask_strategy":{ "ask_strategy":{
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9 "order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
}, },
"exchange": { "exchange": {
"name": "binance", "name": "binance",
@ -51,11 +54,6 @@
"BNB/BTC" "BNB/BTC"
] ]
}, },
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"edge": { "edge": {
"enabled": false, "enabled": false,
"process_throttle_secs": 3600, "process_throttle_secs": 3600,

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@ -33,7 +33,10 @@
"ask_strategy":{ "ask_strategy":{
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9 "order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
}, },
"order_types": { "order_types": {
"buy": "limit", "buy": "limit",
@ -100,11 +103,6 @@
"max_trade_duration_minute": 1440, "max_trade_duration_minute": 1440,
"remove_pumps": false "remove_pumps": false
}, },
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"telegram": { "telegram": {
"enabled": true, "enabled": true,
"token": "your_telegram_token", "token": "your_telegram_token",

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@ -22,7 +22,11 @@
"ask_strategy":{ "ask_strategy":{
"use_order_book": false, "use_order_book": false,
"order_book_min": 1, "order_book_min": 1,
"order_book_max": 9 "order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
}, },
"exchange": { "exchange": {
"name": "kraken", "name": "kraken",

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@ -59,12 +59,15 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `unfilledtimeout.sell` | 10 | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled. | `unfilledtimeout.sell` | 10 | **Required.** How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
| `bid_strategy.ask_last_balance` | 0.0 | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance). | `bid_strategy.ask_last_balance` | 0.0 | **Required.** Set the bidding price. More information [below](#understand-ask_last_balance).
| `bid_strategy.use_order_book` | false | Allows buying of pair using the rates in Order Book Bids. | `bid_strategy.use_order_book` | false | Allows buying of pair using the rates in Order Book Bids.
| `bid_strategy.order_book_top` | 0 | Bot will use the top N rate in Order Book Bids. Ie. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids. | `bid_strategy.order_book_top` | 0 | Bot will use the top N rate in Order Book Bids. I.e. a value of 2 will allow the bot to pick the 2nd bid rate in Order Book Bids.
| `bid_strategy. check_depth_of_market.enabled` | false | Does not buy if the % difference of buy orders and sell orders is met in Order Book. | `bid_strategy. check_depth_of_market.enabled` | false | Does not buy if the % difference of buy orders and sell orders is met in Order Book.
| `bid_strategy. check_depth_of_market.bids_to_ask_delta` | 0 | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher. | `bid_strategy. check_depth_of_market.bids_to_ask_delta` | 0 | The % difference of buy orders and sell orders found in Order Book. A value lesser than 1 means sell orders is greater, while value greater than 1 means buy orders is higher.
| `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks. | `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks.
| `ask_strategy.order_book_min` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. | `ask_strategy.order_book_min` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate. | `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `ask_strategy.use_sell_signal` | true | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
| `ask_strategy.sell_profit_only` | false | Wait until the bot makes a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
| `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
| `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy). | `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
| `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). | `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
| `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). | `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
@ -78,9 +81,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation) | `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded. | `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
| `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation. | `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.use_sell_signal` | false | Use your sell strategy in addition of the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
| `experimental.sell_profit_only` | false | Waits until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
| `experimental.ignore_roi_if_buy_signal` | false | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
| `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now. | `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists). | `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists). | `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
@ -116,9 +116,9 @@ Values set in the configuration file always overwrite values set in the strategy
* `process_only_new_candles` * `process_only_new_candles`
* `order_types` * `order_types`
* `order_time_in_force` * `order_time_in_force`
* `use_sell_signal` (experimental) * `use_sell_signal` (ask_strategy)
* `sell_profit_only` (experimental) * `sell_profit_only` (ask_strategy)
* `ignore_roi_if_buy_signal` (experimental) * `ignore_roi_if_buy_signal` (ask_strategy)
### Understand stake_amount ### Understand stake_amount

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@ -9,8 +9,9 @@ from typing import Any, Callable, Dict, List, Optional
from freqtrade import OperationalException, constants from freqtrade import OperationalException, constants
from freqtrade.configuration.check_exchange import check_exchange from freqtrade.configuration.check_exchange import check_exchange
from freqtrade.configuration.config_validation import ( from freqtrade.configuration.config_validation import (validate_config_consistency,
validate_config_consistency, validate_config_schema) validate_config_schema)
from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings
from freqtrade.configuration.directory_operations import (create_datadir, from freqtrade.configuration.directory_operations import (create_datadir,
create_userdata_dir) create_userdata_dir)
from freqtrade.configuration.load_config import load_config_file from freqtrade.configuration.load_config import load_config_file
@ -75,6 +76,10 @@ class Configuration:
# Normalize config # Normalize config
if 'internals' not in config: if 'internals' not in config:
config['internals'] = {} config['internals'] = {}
# TODO: This can be deleted along with removal of deprecated
# experimental settings
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
# validate configuration before returning # validate configuration before returning
logger.info('Validating configuration ...') logger.info('Validating configuration ...')
@ -106,6 +111,8 @@ class Configuration:
self._resolve_pairs_list(config) self._resolve_pairs_list(config)
process_temporary_deprecated_settings(config)
validate_config_consistency(config) validate_config_consistency(config)
return config return config

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@ -0,0 +1,59 @@
"""
Functions to handle deprecated settings
"""
import logging
from typing import Any, Dict
from freqtrade import OperationalException
logger = logging.getLogger(__name__)
def check_conflicting_settings(config: Dict[str, Any],
section1: str, name1: str,
section2: str, name2: str):
section1_config = config.get(section1, {})
section2_config = config.get(section2, {})
if name1 in section1_config and name2 in section2_config:
raise OperationalException(
f"Conflicting settings `{section1}.{name1}` and `{section2}.{name2}` "
"(DEPRECATED) detected in the configuration file. "
"This deprecated setting will be removed in the next versions of Freqtrade. "
f"Please delete it from your configuration and use the `{section1}.{name1}` "
"setting instead."
)
def process_deprecated_setting(config: Dict[str, Any],
section1: str, name1: str,
section2: str, name2: str):
section2_config = config.get(section2, {})
if name2 in section2_config:
logger.warning(
"DEPRECATED: "
f"The `{section2}.{name2}` setting is deprecated and "
"will be removed in the next versions of Freqtrade. "
f"Please use the `{section1}.{name1}` setting in your configuration instead."
)
section1_config = config.get(section1, {})
section1_config[name1] = section2_config[name2]
def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
'experimental', 'use_sell_signal')
check_conflicting_settings(config, 'ask_strategy', 'sell_profit_only',
'experimental', 'sell_profit_only')
check_conflicting_settings(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
'experimental', 'ignore_roi_if_buy_signal')
process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
'experimental', 'use_sell_signal')
process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
'experimental', 'sell_profit_only')
process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
'experimental', 'ignore_roi_if_buy_signal')

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@ -114,7 +114,10 @@ CONF_SCHEMA = {
'properties': { 'properties': {
'use_order_book': {'type': 'boolean'}, 'use_order_book': {'type': 'boolean'},
'order_book_min': {'type': 'number', 'minimum': 1}, 'order_book_min': {'type': 'number', 'minimum': 1},
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50} 'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50},
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'ignore_roi_if_buy_signal': {'type': 'boolean'}
} }
}, },
'order_types': { 'order_types': {
@ -144,7 +147,8 @@ CONF_SCHEMA = {
'properties': { 'properties': {
'use_sell_signal': {'type': 'boolean'}, 'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'}, 'sell_profit_only': {'type': 'boolean'},
'ignore_roi_if_buy_signal_true': {'type': 'boolean'} 'ignore_roi_if_buy_signal': {'type': 'boolean'},
'block_bad_exchanges': {'type': 'boolean'}
} }
}, },
'pairlist': { 'pairlist': {

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@ -575,13 +575,15 @@ class FreqtradeBot:
logger.debug('Handling %s ...', trade) logger.debug('Handling %s ...', trade)
(buy, sell) = (False, False) (buy, sell) = (False, False)
experimental = self.config.get('experimental', {})
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'): config_ask_strategy = self.config.get('ask_strategy', {})
if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal')):
(buy, sell) = self.strategy.get_signal( (buy, sell) = self.strategy.get_signal(
trade.pair, self.strategy.ticker_interval, trade.pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval)) self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False): if config_ask_strategy.get('use_order_book', False):
logger.info('Using order book for selling...') logger.info('Using order book for selling...')
# logger.debug('Order book %s',orderBook) # logger.debug('Order book %s',orderBook)

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@ -98,10 +98,10 @@ class Hyperopt:
self.position_stacking = self.config.get('position_stacking', False) self.position_stacking = self.config.get('position_stacking', False)
if self.has_space('sell'): if self.has_space('sell'):
# Make sure experimental is enabled # Make sure use_sell_signal is enabled
if 'experimental' not in self.config: if 'ask_strategy' not in self.config:
self.config['experimental'] = {} self.config['ask_strategy'] = {}
self.config['experimental']['use_sell_signal'] = True self.config['ask_strategy']['use_sell_signal'] = True
@staticmethod @staticmethod
def get_lock_filename(config) -> str: def get_lock_filename(config) -> str:

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@ -38,13 +38,13 @@ class StrategyResolver(IResolver):
config=config, config=config,
extra_dir=config.get('strategy_path')) extra_dir=config.get('strategy_path'))
# make sure experimental dict is available # make sure ask_strategy dict is available
if 'experimental' not in config: if 'ask_strategy' not in config:
config['experimental'] = {} config['ask_strategy'] = {}
# Set attributes # Set attributes
# Check if we need to override configuration # Check if we need to override configuration
# (Attribute name, default, experimental) # (Attribute name, default, ask_strategy)
attributes = [("minimal_roi", {"0": 10.0}, False), attributes = [("minimal_roi", {"0": 10.0}, False),
("ticker_interval", None, False), ("ticker_interval", None, False),
("stoploss", None, False), ("stoploss", None, False),
@ -57,20 +57,20 @@ class StrategyResolver(IResolver):
("order_time_in_force", None, False), ("order_time_in_force", None, False),
("stake_currency", None, False), ("stake_currency", None, False),
("stake_amount", None, False), ("stake_amount", None, False),
("use_sell_signal", False, True), ("use_sell_signal", True, True),
("sell_profit_only", False, True), ("sell_profit_only", False, True),
("ignore_roi_if_buy_signal", False, True), ("ignore_roi_if_buy_signal", False, True),
] ]
for attribute, default, experimental in attributes: for attribute, default, ask_strategy in attributes:
if experimental: if ask_strategy:
self._override_attribute_helper(config['experimental'], attribute, default) self._override_attribute_helper(config['ask_strategy'], attribute, default)
else: else:
self._override_attribute_helper(config, attribute, default) self._override_attribute_helper(config, attribute, default)
# Loop this list again to have output combined # Loop this list again to have output combined
for attribute, _, exp in attributes: for attribute, _, exp in attributes:
if exp and attribute in config['experimental']: if exp and attribute in config['ask_strategy']:
logger.info("Strategy using %s: %s", attribute, config['experimental'][attribute]) logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute])
elif attribute in config: elif attribute in config:
logger.info("Strategy using %s: %s", attribute, config[attribute]) logger.info("Strategy using %s: %s", attribute, config[attribute])

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@ -309,9 +309,9 @@ class IStrategy(ABC):
# Set current rate to high for backtesting sell # Set current rate to high for backtesting sell
current_rate = high or rate current_rate = high or rate
current_profit = trade.calc_profit_percent(current_rate) current_profit = trade.calc_profit_percent(current_rate)
experimental = self.config.get('experimental', {}) config_ask_strategy = self.config.get('ask_strategy', {})
if buy and experimental.get('ignore_roi_if_buy_signal', False): if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
# This one is noisy, commented out # This one is noisy, commented out
# logger.debug(f"{trade.pair} - Buy signal still active. sell_flag=False") # logger.debug(f"{trade.pair} - Buy signal still active. sell_flag=False")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE) return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
@ -322,7 +322,7 @@ class IStrategy(ABC):
f"sell_type=SellType.ROI") f"sell_type=SellType.ROI")
return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI) return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
if experimental.get('sell_profit_only', False): if config_ask_strategy.get('sell_profit_only', False):
# This one is noisy, commented out # This one is noisy, commented out
# logger.debug(f"{trade.pair} - Checking if trade is profitable...") # logger.debug(f"{trade.pair} - Checking if trade is profitable...")
if trade.calc_profit(rate=rate) <= 0: if trade.calc_profit(rate=rate) <= 0:
@ -330,7 +330,7 @@ class IStrategy(ABC):
# logger.debug(f"{trade.pair} - Trade is not profitable. sell_flag=False") # logger.debug(f"{trade.pair} - Trade is not profitable. sell_flag=False")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE) return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
if sell and not buy and experimental.get('use_sell_signal', False): if sell and not buy and config_ask_strategy.get('use_sell_signal', True):
logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, " logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
f"sell_type=SellType.SELL_SIGNAL") f"sell_type=SellType.SELL_SIGNAL")
return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL) return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)

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@ -103,11 +103,6 @@
"max_trade_duration_minute": 1440, "max_trade_duration_minute": 1440,
"remove_pumps": false "remove_pumps": false
}, },
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"telegram": { "telegram": {
// We can now comment out some settings // We can now comment out some settings
// "enabled": true, // "enabled": true,

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@ -301,7 +301,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
if data.trailing_stop_positive: if data.trailing_stop_positive:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal} default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0)) mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
patch_exchange(mocker) patch_exchange(mocker)

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@ -517,6 +517,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
def test_backtest(default_conf, fee, mocker, testdatadir) -> None: def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker) patch_exchange(mocker)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
@ -571,6 +572,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None: def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker) patch_exchange(mocker)
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
@ -613,8 +615,6 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None:
# TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic # TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [['raise', 19], ['lower', 0], ['sine', 35]] tests = [['raise', 19], ['lower', 0], ['sine', 35]]
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
for [contour, numres] in tests: for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker, testdatadir) simple_backtest(default_conf, contour, numres, mocker, testdatadir)
@ -655,8 +655,6 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock()) mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
backtest_conf = _make_backtest_conf(mocker, conf=default_conf, backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
pair='UNITTEST/BTC', datadir=testdatadir) pair='UNITTEST/BTC', datadir=testdatadir)
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '1m' default_conf['ticker_interval'] = '1m'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate # Override backtesting.strategy.advise_buy = _trend_alternate # Override
@ -697,8 +695,6 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
# Remove data for one pair from the beginning of the data # Remove data for one pair from the beginning of the data
data[pair] = data[pair][tres:].reset_index() data[pair] = data[pair][tres:].reset_index()
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '5m' default_conf['ticker_interval'] = '5m'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)

View File

@ -256,23 +256,23 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
'strategy': 'DefaultStrategy', 'strategy': 'DefaultStrategy',
}) })
resolver = StrategyResolver(default_conf) resolver = StrategyResolver(default_conf)
assert not resolver.strategy.use_sell_signal assert resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool) assert isinstance(resolver.strategy.use_sell_signal, bool)
# must be inserted to configuration # must be inserted to configuration
assert 'use_sell_signal' in default_conf['experimental'] assert 'use_sell_signal' in default_conf['ask_strategy']
assert not default_conf['experimental']['use_sell_signal'] assert default_conf['ask_strategy']['use_sell_signal']
default_conf.update({ default_conf.update({
'strategy': 'DefaultStrategy', 'strategy': 'DefaultStrategy',
'experimental': { 'ask_strategy': {
'use_sell_signal': True, 'use_sell_signal': False,
}, },
}) })
resolver = StrategyResolver(default_conf) resolver = StrategyResolver(default_conf)
assert resolver.strategy.use_sell_signal assert not resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool) assert isinstance(resolver.strategy.use_sell_signal, bool)
assert log_has("Override strategy 'use_sell_signal' with value in config file: True.", caplog) assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
def test_strategy_override_use_sell_profit_only(caplog, default_conf): def test_strategy_override_use_sell_profit_only(caplog, default_conf):
@ -284,12 +284,12 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
assert not resolver.strategy.sell_profit_only assert not resolver.strategy.sell_profit_only
assert isinstance(resolver.strategy.sell_profit_only, bool) assert isinstance(resolver.strategy.sell_profit_only, bool)
# must be inserted to configuration # must be inserted to configuration
assert 'sell_profit_only' in default_conf['experimental'] assert 'sell_profit_only' in default_conf['ask_strategy']
assert not default_conf['experimental']['sell_profit_only'] assert not default_conf['ask_strategy']['sell_profit_only']
default_conf.update({ default_conf.update({
'strategy': 'DefaultStrategy', 'strategy': 'DefaultStrategy',
'experimental': { 'ask_strategy': {
'sell_profit_only': True, 'sell_profit_only': True,
}, },
}) })

View File

@ -14,6 +14,9 @@ from freqtrade.configuration import (Arguments, Configuration,
validate_config_consistency) validate_config_consistency)
from freqtrade.configuration.check_exchange import check_exchange from freqtrade.configuration.check_exchange import check_exchange
from freqtrade.configuration.config_validation import validate_config_schema from freqtrade.configuration.config_validation import validate_config_schema
from freqtrade.configuration.deprecated_settings import (check_conflicting_settings,
process_deprecated_setting,
process_temporary_deprecated_settings)
from freqtrade.configuration.directory_operations import (create_datadir, from freqtrade.configuration.directory_operations import (create_datadir,
create_userdata_dir) create_userdata_dir)
from freqtrade.configuration.load_config import load_config_file from freqtrade.configuration.load_config import load_config_file
@ -897,3 +900,126 @@ def test_pairlist_resolving_fallback(mocker):
assert config['pairs'] == ['ETH/BTC', 'XRP/BTC'] assert config['pairs'] == ['ETH/BTC', 'XRP/BTC']
assert config['exchange']['name'] == 'binance' assert config['exchange']['name'] == 'binance'
assert config['datadir'] == str(Path.cwd() / "user_data/data/binance") assert config['datadir'] == str(Path.cwd() / "user_data/data/binance")
@pytest.mark.parametrize("setting", [
("ask_strategy", "use_sell_signal", True,
"experimental", "use_sell_signal", False),
("ask_strategy", "sell_profit_only", False,
"experimental", "sell_profit_only", True),
("ask_strategy", "ignore_roi_if_buy_signal", False,
"experimental", "ignore_roi_if_buy_signal", True),
])
def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
patched_configuration_load_config_file(mocker, default_conf)
# Create sections for new and deprecated settings
# (they may not exist in the config)
default_conf[setting[0]] = {}
default_conf[setting[3]] = {}
# Assign new setting
default_conf[setting[0]][setting[1]] = setting[2]
# Assign deprecated setting
default_conf[setting[3]][setting[4]] = setting[5]
# New and deprecated settings are conflicting ones
with pytest.raises(OperationalException, match=r'DEPRECATED'):
process_temporary_deprecated_settings(default_conf)
caplog.clear()
# Delete new setting
del default_conf[setting[0]][setting[1]]
process_temporary_deprecated_settings(default_conf)
assert log_has_re('DEPRECATED', caplog)
# The value of the new setting shall have been set to the
# value of the deprecated one
assert default_conf[setting[0]][setting[1]] == setting[5]
def test_check_conflicting_settings(mocker, default_conf, caplog):
patched_configuration_load_config_file(mocker, default_conf)
# Create sections for new and deprecated settings
# (they may not exist in the config)
default_conf['sectionA'] = {}
default_conf['sectionB'] = {}
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Assign deprecated setting
default_conf['sectionB']['deprecated_setting'] = 'valB'
# New and deprecated settings are conflicting ones
with pytest.raises(OperationalException, match=r'DEPRECATED'):
check_conflicting_settings(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
caplog.clear()
# Delete new setting (deprecated exists)
del default_conf['sectionA']['new_setting']
check_conflicting_settings(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog)
assert 'new_setting' not in default_conf['sectionA']
caplog.clear()
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Delete deprecated setting
del default_conf['sectionB']['deprecated_setting']
check_conflicting_settings(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog)
assert default_conf['sectionA']['new_setting'] == 'valA'
def test_process_deprecated_setting(mocker, default_conf, caplog):
patched_configuration_load_config_file(mocker, default_conf)
# Create sections for new and deprecated settings
# (they may not exist in the config)
default_conf['sectionA'] = {}
default_conf['sectionB'] = {}
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Assign deprecated setting
default_conf['sectionB']['deprecated_setting'] = 'valB'
# Both new and deprecated settings exists
process_deprecated_setting(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert log_has_re('DEPRECATED', caplog)
# The value of the new setting shall have been set to the
# value of the deprecated one
assert default_conf['sectionA']['new_setting'] == 'valB'
caplog.clear()
# Delete new setting (deprecated exists)
del default_conf['sectionA']['new_setting']
process_deprecated_setting(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert log_has_re('DEPRECATED', caplog)
# The value of the new setting shall have been set to the
# value of the deprecated one
assert default_conf['sectionA']['new_setting'] == 'valB'
caplog.clear()
# Assign new setting
default_conf['sectionA']['new_setting'] = 'valA'
# Delete deprecated setting
del default_conf['sectionB']['deprecated_setting']
process_deprecated_setting(default_conf,
'sectionA', 'new_setting',
'sectionB', 'deprecated_setting')
assert not log_has_re('DEPRECATED', caplog)
assert default_conf['sectionA']['new_setting'] == 'valA'

View File

@ -1772,8 +1772,6 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order, def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None: fee, markets, mocker) -> None:
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@ -1828,7 +1826,6 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
fee, mocker, markets, caplog) -> None: fee, mocker, markets, caplog) -> None:
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
@ -1860,10 +1857,10 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
caplog) caplog)
def test_handle_trade_experimental( def test_handle_trade_use_sell_signal(
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None: default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
# use_sell_signal is True buy default
caplog.set_level(logging.DEBUG) caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker) patch_RPCManager(mocker)
patch_exchange(mocker) patch_exchange(mocker)
mocker.patch.multiple( mocker.patch.multiple(
@ -2713,7 +2710,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
default_conf['experimental'] = { default_conf['ask_strategy'] = {
'use_sell_signal': True, 'use_sell_signal': True,
'sell_profit_only': True, 'sell_profit_only': True,
} }
@ -2745,7 +2742,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
default_conf['experimental'] = { default_conf['ask_strategy'] = {
'use_sell_signal': True, 'use_sell_signal': True,
'sell_profit_only': False, 'sell_profit_only': False,
} }
@ -2775,7 +2772,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
default_conf['experimental'] = { default_conf['ask_strategy'] = {
'use_sell_signal': True, 'use_sell_signal': True,
'sell_profit_only': True, 'sell_profit_only': True,
} }
@ -2805,7 +2802,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
default_conf['experimental'] = { default_conf['ask_strategy'] = {
'use_sell_signal': True, 'use_sell_signal': True,
'sell_profit_only': False, 'sell_profit_only': False,
} }
@ -2874,7 +2871,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
default_conf['experimental'] = { default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': True 'ignore_roi_if_buy_signal': True
} }
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)
@ -3142,7 +3139,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
get_fee=fee, get_fee=fee,
markets=PropertyMock(return_value=markets) markets=PropertyMock(return_value=markets)
) )
default_conf['experimental'] = { default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': False 'ignore_roi_if_buy_signal': False
} }
freqtrade = FreqtradeBot(default_conf) freqtrade = FreqtradeBot(default_conf)

View File

@ -27,12 +27,12 @@ class SampleStrategy(IStrategy):
- the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend, - the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
populate_sell_trend, hyperopt_space, buy_strategy_generator populate_sell_trend, hyperopt_space, buy_strategy_generator
""" """
# Strategy intervace version - allow new iterations of the strategy interface. # Strategy interface version - allow new iterations of the strategy interface.
# Check the documentation or the Sample strategy to get the latest version. # Check the documentation or the Sample strategy to get the latest version.
INTERFACE_VERSION = 2 INTERFACE_VERSION = 2
# Minimal ROI designed for the strategy. # Minimal ROI designed for the strategy.
# This attribute will be overridden if the config file contains "minimal_roi" # This attribute will be overridden if the config file contains "minimal_roi".
minimal_roi = { minimal_roi = {
"40": 0.0, "40": 0.0,
"30": 0.01, "30": 0.01,
@ -40,27 +40,27 @@ class SampleStrategy(IStrategy):
"0": 0.04 "0": 0.04
} }
# Optimal stoploss designed for the strategy # Optimal stoploss designed for the strategy.
# This attribute will be overridden if the config file contains "stoploss" # This attribute will be overridden if the config file contains "stoploss".
stoploss = -0.10 stoploss = -0.10
# trailing stoploss # Trailing stoploss
trailing_stop = False trailing_stop = False
# trailing_stop_positive = 0.01 # trailing_stop_positive = 0.01
# trailing_stop_positive_offset = 0.0 # Disabled / not configured # trailing_stop_positive_offset = 0.0 # Disabled / not configured
# Optimal ticker interval for the strategy # Optimal ticker interval for the strategy.
ticker_interval = '5m' ticker_interval = '5m'
# run "populate_indicators" only for new candle # Run "populate_indicators()" only for new candle.
process_only_new_candles = False process_only_new_candles = False
# Experimental settings (configuration will overide these if set) # These values can be overridden in the "ask_strategy" section in the config.
use_sell_signal = False use_sell_signal = True
sell_profit_only = False sell_profit_only = False
ignore_roi_if_buy_signal = False ignore_roi_if_buy_signal = False
# Optional order type mapping # Optional order type mapping.
order_types = { order_types = {
'buy': 'limit', 'buy': 'limit',
'sell': 'limit', 'sell': 'limit',
@ -68,7 +68,7 @@ class SampleStrategy(IStrategy):
'stoploss_on_exchange': False 'stoploss_on_exchange': False
} }
# Optional order time in force # Optional order time in force.
order_time_in_force = { order_time_in_force = {
'buy': 'gtc', 'buy': 'gtc',
'sell': 'gtc' 'sell': 'gtc'