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Update SellCheckTuple to new naming

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This commit is contained in:
Matthias
2022-03-25 06:46:29 +01:00
parent 62e8c7b5b7
commit 8d111d357a
7 changed files with 87 additions and 87 deletions
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24
freqtrade/optimize/backtesting.py
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@@ -31,7 +31,7 @@ from freqtrade.persistence import LocalTrade, Order, PairLocks, Trade
from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy.interface import IStrategy, SellCheckTuple
from freqtrade.strategy.interface import IStrategy, ExitCheckTuple
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
from freqtrade.wallets import Wallets
@@ -352,20 +352,20 @@ class Backtesting:
data[pair] = df_analyzed[headers].values.tolist()
return data
def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple,
trade_dur: int) -> float:
"""
Get close rate for backtesting result
"""
# Special handling if high or low hit STOP_LOSS or ROI
if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
if sell.exit_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
return self._get_close_rate_for_stoploss(sell_row, trade, sell, trade_dur)
elif sell.sell_type == (SellType.ROI):
elif sell.exit_type == (SellType.ROI):
return self._get_close_rate_for_roi(sell_row, trade, sell, trade_dur)
else:
return sell_row[OPEN_IDX]
def _get_close_rate_for_stoploss(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
def _get_close_rate_for_stoploss(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple,
trade_dur: int) -> float:
# our stoploss was already lower than candle high,
# possibly due to a cancelled trade exit.
@@ -383,7 +383,7 @@ class Backtesting:
# Special case: trailing triggers within same candle as trade opened. Assume most
# pessimistic price movement, which is moving just enough to arm stoploss and
# immediately going down to stop price.
if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
if sell.exit_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
if (
not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
and self.strategy.trailing_only_offset_is_reached
@@ -413,7 +413,7 @@ class Backtesting:
# Set close_rate to stoploss
return trade.stop_loss
def _get_close_rate_for_roi(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
def _get_close_rate_for_roi(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple,
trade_dur: int) -> float:
is_short = trade.is_short or False
leverage = trade.leverage or 1.0
@@ -521,7 +521,7 @@ class Backtesting:
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX]
)
if sell.sell_flag:
if sell.exit_flag:
trade.close_date = sell_candle_time
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
@@ -532,7 +532,7 @@ class Backtesting:
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
order_type = self.strategy.order_types['exit']
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
if sell.exit_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
if order_type == 'limit':
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
@@ -553,12 +553,12 @@ class Backtesting:
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate,
time_in_force=time_in_force,
sell_reason=sell.sell_reason, # deprecated
exit_reason=sell.sell_reason,
sell_reason=sell.exit_reason, # deprecated
exit_reason=sell.exit_reason,
current_time=sell_candle_time):
return None
trade.sell_reason = sell.sell_reason
trade.sell_reason = sell.exit_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_row has the length for an exit tag column