use_sell_signal -> use_exit_signal

This commit is contained in:
Sam Germain
2022-01-04 22:49:14 -06:00
parent 501f473164
commit 86cc911559
21 changed files with 62 additions and 62 deletions

View File

@@ -34,7 +34,7 @@ class BTContainer(NamedTuple):
trailing_only_offset_is_reached: bool = False
trailing_stop_positive: Optional[float] = None
trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False
use_exit_signal: bool = False
use_custom_stoploss: bool = False
leverage: float = 1.0

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@@ -21,7 +21,7 @@ tc0 = BTContainer(data=[
[3, 5010, 5010, 4980, 5010, 6172, 0, 1],
[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_sell_signal=True,
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
@@ -390,7 +390,7 @@ tc24 = BTContainer(data=[
[3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
[4, 5010, 5010, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True,
trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -405,7 +405,7 @@ tc25 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[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_sell_signal=True,
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
@@ -420,7 +420,7 @@ tc26 = BTContainer(data=[
[3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal
[4, 5010, 5010, 4855, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True,
trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
)
@@ -434,7 +434,7 @@ tc27 = BTContainer(data=[
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
[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_sell_signal=True,
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
@@ -546,7 +546,7 @@ tc34 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[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 * 5.0, use_sell_signal=True,
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
@@ -605,7 +605,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
if data.trailing_stop_positive is not None:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["use_sell_signal"] = data.use_sell_signal
default_conf["use_exit_signal"] = data.use_exit_signal
mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)

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@@ -495,7 +495,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
patch_exchange(mocker)
@@ -561,7 +561,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
patch_exchange(mocker)
@@ -654,7 +654,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
patch_exchange(mocker)
@@ -719,7 +719,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
default_conf['use_sell_signal'] = False
default_conf['use_exit_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
patch_exchange(mocker)
@@ -985,7 +985,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
default_conf.update({
"use_sell_signal": True,
"use_exit_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
@@ -1060,7 +1060,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
@pytest.mark.filterwarnings("ignore:deprecated")
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
default_conf.update({
"use_sell_signal": True,
"use_exit_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
@@ -1172,7 +1172,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
caplog, testdatadir, capsys):
# Tests detail-data loading
default_conf.update({
"use_sell_signal": True,
"use_exit_signal": True,
"sell_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,

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@@ -285,27 +285,27 @@ def test_strategy_override_order_tif(caplog, default_conf):
StrategyResolver.load_strategy(default_conf)
def test_strategy_override_use_sell_signal(caplog, default_conf):
def test_strategy_override_use_exit_signal(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
assert strategy.use_exit_signal
assert isinstance(strategy.use_exit_signal, bool)
# must be inserted to configuration
assert 'use_sell_signal' in default_conf
assert default_conf['use_sell_signal']
assert 'use_exit_signal' in default_conf
assert default_conf['use_exit_signal']
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
'use_sell_signal': False,
'use_exit_signal': False,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.use_sell_signal
assert isinstance(strategy.use_sell_signal, bool)
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
assert not strategy.use_exit_signal
assert isinstance(strategy.use_exit_signal, bool)
assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog)
def test_strategy_override_use_sell_profit_only(caplog, default_conf):

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@@ -868,15 +868,15 @@ def test_validate_tsl(default_conf):
def test_validate_edge2(edge_conf):
edge_conf.update({
"use_sell_signal": True,
"use_exit_signal": True,
})
# Passes test
validate_config_consistency(edge_conf)
edge_conf.update({
"use_sell_signal": False,
"use_exit_signal": False,
})
with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, "
with pytest.raises(OperationalException, match="Edge requires `use_exit_signal` to be True, "
"otherwise no sells will happen."):
validate_config_consistency(edge_conf)
@@ -1118,8 +1118,8 @@ def test_pairlist_resolving_fallback(mocker):
@pytest.mark.parametrize("setting", [
("ask_strategy", "use_sell_signal", True,
None, "use_sell_signal", False),
("ask_strategy", "use_exit_signal", True,
None, "use_exit_signal", False),
("ask_strategy", "sell_profit_only", True,
None, "sell_profit_only", False),
("ask_strategy", "sell_profit_offset", 0.1,
@@ -1168,7 +1168,7 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
@pytest.mark.parametrize("setting", [
("experimental", "use_sell_signal", False),
("experimental", "use_exit_signal", False),
("experimental", "sell_profit_only", True),
("experimental", "ignore_roi_if_buy_signal", True),
])

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@@ -2098,14 +2098,14 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
@pytest.mark.parametrize("is_short", [False, True])
def test_handle_trade_use_sell_signal(
def test_handle_trade_use_exit_signal(
default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short
) -> None:
enter_open_order = limit_order_open[exit_side(is_short)]
exit_open_order = limit_order_open[enter_side(is_short)]
# use_sell_signal is True buy default
# use_exit_signal is True buy default
caplog.set_level(logging.DEBUG)
patch_RPCManager(mocker)
mocker.patch.multiple(
@@ -3435,7 +3435,7 @@ def test_sell_profit_only(
get_fee=fee,
)
default_conf_usdt.update({
'use_sell_signal': True,
'use_exit_signal': True,
'sell_profit_only': profit_only,
'sell_profit_offset': 0.1,
})

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