Merge branch 'freqtrade:feat/short' into feat/short

freqtrade/configuration/configuration.py

@@ -14,6 +14,7 @@ from freqtrade.configuration.directory_operations import create_datadir, create_
 from freqtrade.configuration.environment_vars import enironment_vars_to_dict
 from freqtrade.configuration.load_config import load_config_file, load_file
 from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode
+from freqtrade.enums.tradingmode import TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.loggers import setup_logging
 from freqtrade.misc import deep_merge_dicts, parse_db_uri_for_logging
@@ -436,7 +437,7 @@ class Configuration:
         self._args_to_config(config, argname='trading_mode',
                              logstring='Detected --trading-mode: {}')
         config['candle_type_def'] = CandleType.get_default(config.get('trading_mode', 'spot'))
-
+        config['trading_mode'] = TradingMode(config.get('trading_mode', 'spot'))
         self._args_to_config(config, argname='candle_types',
                              logstring='Detected --candle-types: {}')
 

freqtrade/enums/tradingmode.py

@@ -1,7 +1,7 @@
 from enum import Enum
 
 
-class TradingMode(Enum):
+class TradingMode(str, Enum):
     """
     Enum to distinguish between
     spot, margin, futures or any other trading method

freqtrade/exchange/exchange.py

@@ -137,7 +137,7 @@ class Exchange:
         self._trades_pagination_arg = self._ft_has['trades_pagination_arg']
 
         # Leverage properties
-        self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
+        self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
         self.margin_mode: Optional[MarginMode] = (
             MarginMode(config.get('margin_mode'))
             if config.get('margin_mode')

freqtrade/freqtradebot.py

@@ -104,7 +104,7 @@ class FreqtradeBot(LoggingMixin):
         LoggingMixin.__init__(self, logger, timeframe_to_seconds(self.strategy.timeframe))
 
         self.liquidation_buffer = float(self.config.get('liquidation_buffer', '0.05'))
-        self.trading_mode = TradingMode(self.config.get('trading_mode', 'spot'))
+        self.trading_mode: TradingMode = self.config.get('trading_mode', TradingMode.SPOT)
         self.margin_mode_type: Optional[MarginMode] = None
         if 'margin_mode' in self.config:
             self.margin_mode = MarginMode(self.config['margin_mode'])

freqtrade/optimize/backtesting.py

@@ -129,7 +129,7 @@ class Backtesting:
 
         # TODO-lev: This should come from the configuration setting or better a
         # TODO-lev: combination of config/strategy "use_shorts"(?) and "can_short" from the exchange
-        self.trading_mode = TradingMode(config.get('trading_mode', 'spot'))
+        self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
         self._can_short = self.trading_mode != TradingMode.SPOT
 
         self.progress = BTProgress()

freqtrade/strategy/interface.py

@@ -14,6 +14,7 @@ from pandas import DataFrame
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
 from freqtrade.enums import CandleType, SellType, SignalDirection, SignalTagType, SignalType
+from freqtrade.enums.tradingmode import TradingMode
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.exchange.exchange import timeframe_to_next_date
@@ -765,7 +766,8 @@ class IStrategy(ABC, HyperStrategyMixin):
         if enter_long == 1 and not any([exit_long, enter_short]):
             enter_signal = SignalDirection.LONG
             enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
-        if enter_short == 1 and not any([exit_short, enter_long]):
+        if (self.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT
+                and enter_short == 1 and not any([exit_short, enter_long])):
             enter_signal = SignalDirection.SHORT
             enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
 

tests/strategy/test_interface.py

@@ -74,6 +74,10 @@ def test_returns_latest_signal(ohlcv_history):
     mocked_history.loc[1, 'exit_short'] = 0
     mocked_history.loc[1, 'enter_tag'] = 'sell_signal_01'
 
+    # Don't provide short signal while in spot mode
+    assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)
+
+    _STRATEGY.config['trading_mode'] = 'futures'
     assert _STRATEGY.get_entry_signal(
         'ETH/BTC', '5m', mocked_history) == (SignalDirection.SHORT, 'sell_signal_01')
     assert _STRATEGY.get_exit_signal('ETH/BTC', '5m', mocked_history) == (False, False, None)
@@ -89,6 +93,8 @@ def test_returns_latest_signal(ohlcv_history):
     assert _STRATEGY.get_exit_signal(
         'ETH/BTC', '5m', mocked_history, True) == (False, True, 'sell_signal_02')
 
+    _STRATEGY.config['trading_mode'] = 'spot'
+
 
 def test_analyze_pair_empty(default_conf, mocker, caplog, ohlcv_history):
     mocker.patch.object(_STRATEGY.dp, 'ohlcv', return_value=ohlcv_history)