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use_sell_signal -> use_exit_signal

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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
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2
tests/optimize/__init__.py
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@@ -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

14
tests/optimize/test_backtest_detail.py
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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)

14
tests/optimize/test_backtesting.py
View File

@@ -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,