use_sell_signal -> use_exit_signal
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@@ -34,7 +34,7 @@ class BTContainer(NamedTuple):
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trailing_only_offset_is_reached: bool = False
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trailing_stop_positive: Optional[float] = None
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trailing_stop_positive_offset: float = 0.0
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use_sell_signal: bool = False
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use_exit_signal: bool = False
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use_custom_stoploss: bool = False
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leverage: float = 1.0
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@@ -21,7 +21,7 @@ tc0 = BTContainer(data=[
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[3, 5010, 5010, 4980, 5010, 6172, 0, 1],
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[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
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[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
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stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
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stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
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trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
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)
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@@ -390,7 +390,7 @@ tc24 = BTContainer(data=[
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[3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
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[4, 5010, 5010, 4977, 4995, 6172, 0, 0],
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[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
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stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
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stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True,
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trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)]
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)
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@@ -405,7 +405,7 @@ tc25 = BTContainer(data=[
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[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
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[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
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[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
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stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
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stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
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trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
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)
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@@ -420,7 +420,7 @@ tc26 = BTContainer(data=[
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[3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal
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[4, 5010, 5010, 4855, 4995, 6172, 0, 0],
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[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
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stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
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stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True,
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trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)]
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)
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@@ -434,7 +434,7 @@ tc27 = BTContainer(data=[
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[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
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[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
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[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
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stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
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stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
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trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
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)
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@@ -546,7 +546,7 @@ tc34 = BTContainer(data=[
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[3, 5010, 5010, 4986, 5010, 6172, 0, 1],
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[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
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[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
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stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
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stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
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leverage=5.0,
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trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)]
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)
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@@ -605,7 +605,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
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if data.trailing_stop_positive is not None:
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default_conf["trailing_stop_positive"] = data.trailing_stop_positive
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default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
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default_conf["use_sell_signal"] = data.use_sell_signal
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default_conf["use_exit_signal"] = data.use_exit_signal
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mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
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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
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def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
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default_conf['use_sell_signal'] = False
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default_conf['use_exit_signal'] = False
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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patch_exchange(mocker)
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@@ -561,7 +561,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
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def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
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default_conf['use_sell_signal'] = False
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default_conf['use_exit_signal'] = False
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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patch_exchange(mocker)
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@@ -654,7 +654,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
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def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
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default_conf['use_sell_signal'] = False
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default_conf['use_exit_signal'] = False
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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patch_exchange(mocker)
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@@ -719,7 +719,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
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def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
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default_conf['use_sell_signal'] = False
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default_conf['use_exit_signal'] = False
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mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
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mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
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patch_exchange(mocker)
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@@ -985,7 +985,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
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def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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default_conf.update({
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"use_sell_signal": True,
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"use_exit_signal": True,
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"sell_profit_only": False,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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@@ -1060,7 +1060,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
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@pytest.mark.filterwarnings("ignore:deprecated")
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def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
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default_conf.update({
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"use_sell_signal": True,
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"use_exit_signal": True,
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"sell_profit_only": False,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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@@ -1172,7 +1172,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
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caplog, testdatadir, capsys):
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# Tests detail-data loading
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default_conf.update({
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"use_sell_signal": True,
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"use_exit_signal": True,
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"sell_profit_only": False,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": False,
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@@ -285,27 +285,27 @@ def test_strategy_override_order_tif(caplog, default_conf):
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StrategyResolver.load_strategy(default_conf)
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def test_strategy_override_use_sell_signal(caplog, default_conf):
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def test_strategy_override_use_exit_signal(caplog, default_conf):
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caplog.set_level(logging.INFO)
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert strategy.use_sell_signal
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assert isinstance(strategy.use_sell_signal, bool)
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assert strategy.use_exit_signal
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assert isinstance(strategy.use_exit_signal, bool)
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# must be inserted to configuration
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assert 'use_sell_signal' in default_conf
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assert default_conf['use_sell_signal']
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assert 'use_exit_signal' in default_conf
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assert default_conf['use_exit_signal']
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default_conf.update({
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'strategy': CURRENT_TEST_STRATEGY,
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'use_sell_signal': False,
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'use_exit_signal': False,
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})
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strategy = StrategyResolver.load_strategy(default_conf)
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assert not strategy.use_sell_signal
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assert isinstance(strategy.use_sell_signal, bool)
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assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
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assert not strategy.use_exit_signal
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assert isinstance(strategy.use_exit_signal, bool)
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assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog)
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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):
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def test_validate_edge2(edge_conf):
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edge_conf.update({
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"use_sell_signal": True,
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"use_exit_signal": True,
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})
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# Passes test
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validate_config_consistency(edge_conf)
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edge_conf.update({
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"use_sell_signal": False,
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"use_exit_signal": False,
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})
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with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, "
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with pytest.raises(OperationalException, match="Edge requires `use_exit_signal` to be True, "
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"otherwise no sells will happen."):
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validate_config_consistency(edge_conf)
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@@ -1118,8 +1118,8 @@ def test_pairlist_resolving_fallback(mocker):
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@pytest.mark.parametrize("setting", [
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("ask_strategy", "use_sell_signal", True,
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None, "use_sell_signal", False),
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("ask_strategy", "use_exit_signal", True,
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None, "use_exit_signal", False),
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("ask_strategy", "sell_profit_only", True,
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None, "sell_profit_only", False),
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("ask_strategy", "sell_profit_offset", 0.1,
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@@ -1168,7 +1168,7 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
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@pytest.mark.parametrize("setting", [
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("experimental", "use_sell_signal", False),
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("experimental", "use_exit_signal", False),
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("experimental", "sell_profit_only", True),
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("experimental", "ignore_roi_if_buy_signal", True),
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])
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@@ -2098,14 +2098,14 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
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@pytest.mark.parametrize("is_short", [False, True])
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def test_handle_trade_use_sell_signal(
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def test_handle_trade_use_exit_signal(
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default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short
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) -> None:
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enter_open_order = limit_order_open[exit_side(is_short)]
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exit_open_order = limit_order_open[enter_side(is_short)]
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# use_sell_signal is True buy default
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# use_exit_signal is True buy default
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caplog.set_level(logging.DEBUG)
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patch_RPCManager(mocker)
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mocker.patch.multiple(
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@@ -3435,7 +3435,7 @@ def test_sell_profit_only(
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get_fee=fee,
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)
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default_conf_usdt.update({
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'use_sell_signal': True,
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'use_exit_signal': True,
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'sell_profit_only': profit_only,
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'sell_profit_offset': 0.1,
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})
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10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
File diff suppressed because one or more lines are too long
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