Merge pull request #253 from kryofly/sell_signal

execute sell if get_signal OR ROI reached
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Janne Sinivirta 2017-12-29 16:31:37 +02:00 committed by GitHub
commit 900cab4b42
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2 changed files with 46 additions and 7 deletions

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@ -179,17 +179,20 @@ def handle_trade(trade: Trade) -> bool:
current_rate = exchange.get_ticker(trade.pair)['bid']
# Check if minimal roi has been reached
if not min_roi_reached(trade, current_rate, datetime.utcnow()):
return False
if min_roi_reached(trade, current_rate, datetime.utcnow()):
logger.debug('Executing sell due to ROI ...')
execute_sell(trade, current_rate)
return True
# Check if sell signal has been enabled and triggered
if _CONF.get('experimental', {}).get('use_sell_signal'):
logger.debug('Checking sell_signal ...')
if not get_signal(trade.pair, SignalType.SELL):
return False
if get_signal(trade.pair, SignalType.SELL):
logger.debug('Executing sell due to sell signal ...')
execute_sell(trade, current_rate)
return True
execute_sell(trade, current_rate)
return True
return False
def get_target_bid(ticker: Dict[str, float]) -> float:

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@ -217,7 +217,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
assert trade.close_date is not None
def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
def test_handle_trade_roi(default_conf, ticker, limit_buy_order, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
@ -235,10 +235,46 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
trade = Trade.query.first()
trade.is_open = True
# FIX: sniffing logs, suggest handle_trade should not execute_sell
# instead that responsibility should be moved out of handle_trade(),
# we might just want to check if we are in a sell condition without
# executing
# if ROI is reached we must sell
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
assert handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
# if ROI is reached we must sell even if sell-signal is not signalled
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
def test_handle_trade_experimental(default_conf, ticker, limit_buy_order, mocker, caplog):
default_conf.update({'experimental': {'use_sell_signal': True}})
mocker.patch.dict('freqtrade.main._CONF', default_conf)
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
mocker.patch.multiple('freqtrade.main.exchange',
validate_pairs=MagicMock(),
get_ticker=ticker,
buy=MagicMock(return_value='mocked_limit_buy'))
mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
init(default_conf, create_engine('sqlite://'))
create_trade(0.001)
trade = Trade.query.first()
trade.is_open = True
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
value_returned = handle_trade(trade)
assert ('freqtrade', logging.DEBUG, 'Checking sell_signal ...') in caplog.record_tuples
assert value_returned is False
mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
assert handle_trade(trade)
s = 'Executing sell due to sell signal ...'
assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):