adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

SELL_SIGNAL -> EXIT_SIGNAL

Browse Source
This commit is contained in:
Sam Germain 2022-01-04 23:00:42 -06:00
parent 0037754969
commit 93e332e506
9 changed files with 25 additions and 25 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

2
freqtrade/edge/edge_positioning.py
View File

@ -464,7 +464,7 @@ class Edge:
if len(ohlc_columns) - 1 < exit_index:
break
exit_type = ExitType.SELL_SIGNAL
exit_type = ExitType.EXIT_SIGNAL
exit_price = ohlc_columns[exit_index, 0]
trade = {'pair': pair,

2
freqtrade/enums/exittype.py
View File

@ -9,7 +9,7 @@ class ExitType(Enum):
STOP_LOSS = "stop_loss"
STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
TRAILING_STOP_LOSS = "trailing_stop_loss"
SELL_SIGNAL = "sell_signal"
EXIT_SIGNAL = "sell_signal"
FORCE_SELL = "force_sell"
EMERGENCY_SELL = "emergency_sell"
CUSTOM_SELL = "custom_sell"

2
freqtrade/optimize/backtesting.py
View File

@ -395,7 +395,7 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
if sell.exit_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL):
if sell.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)(

4
freqtrade/strategy/interface.py
View File

@ -795,7 +795,7 @@ class IStrategy(ABC, HyperStrategyMixin):
pass
elif self.use_exit_signal and not enter:
if exit_:
sell_signal = ExitType.SELL_SIGNAL
sell_signal = ExitType.EXIT_SIGNAL
else:
trade_type = "exit_short" if trade.is_short else "sell"
custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
@ -811,7 +811,7 @@ class IStrategy(ABC, HyperStrategyMixin):
custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
else:
custom_reason = None
if sell_signal in (ExitType.CUSTOM_SELL, ExitType.SELL_SIGNAL):
if sell_signal in (ExitType.CUSTOM_SELL, ExitType.EXIT_SIGNAL):
logger.debug(f"{trade.pair} - Sell signal received. "
f"exit_type=ExitType.{sell_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else ""))

4
tests/edge/test_edge.py
View File

@ -95,8 +95,8 @@ tc1 = BTContainer(data=[
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
],
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=4, close_tick=6)]
)
# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss

8
tests/optimize/test_backtest_detail.py
View File

@ -22,7 +22,7 @@ tc0 = BTContainer(data=[
[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_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1: Stop-Loss Triggered 1% loss
@ -406,7 +406,7 @@ tc25 = BTContainer(data=[
[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_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 26: Sell with signal sell in candle 3 (ROI at signal candle)
@ -435,7 +435,7 @@ tc27 = BTContainer(data=[
[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_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 28: trailing_stop should raise so candle 3 causes a stoploss
@ -548,7 +548,7 @@ tc34 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)]
)
TESTS = [

2
tests/plugins/test_protections.py
View File

@ -11,7 +11,7 @@ from tests.conftest import get_patched_freqtradebot, log_has_re
def generate_mock_trade(pair: str, fee: float, is_open: bool,
exit_reason: str = ExitType.SELL_SIGNAL,
exit_reason: str = ExitType.EXIT_SIGNAL,
min_ago_open: int = None, min_ago_close: int = None,
profit_rate: float = 0.9
):

20
tests/test_freqtradebot.py
View File

@ -2135,7 +2135,7 @@ def test_handle_trade_use_exit_signal(
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.SELL_SIGNAL",
assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.EXIT_SIGNAL",
caplog)
@ -3003,7 +3003,7 @@ def test_execute_trade_exit_custom_exit_price(
freqtrade.execute_trade_exit(
trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_reason=SellCheckTuple(exit_type=ExitType.SELL_SIGNAL)
exit_reason=SellCheckTuple(exit_type=ExitType.EXIT_SIGNAL)
)
# Sell price must be different to default bid price
@ -3031,7 +3031,7 @@ def test_execute_trade_exit_custom_exit_price(
'profit_ratio': profit_ratio,
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'exit_reason': ExitType.SELL_SIGNAL.value,
'exit_reason': ExitType.EXIT_SIGNAL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@ -3403,18 +3403,18 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,exit_type,is_short', [
# Enable profit
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, True),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, True),
# # Disable profit
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, True),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, True),
# # Enable loss
# # * Shouldn't this be ExitType.STOP_LOSS.value
(True, 0.21, 0.22, False, False, None, False),
(True, 2.41, 2.42, False, False, None, True),
# Disable loss
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, True),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
])
def test_sell_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short,
@ -3441,7 +3441,7 @@ def test_sell_profit_only(
})
freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
if exit_type == ExitType.SELL_SIGNAL.value:
if exit_type == ExitType.EXIT_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else:
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(

6
tests/test_integration.py
View File

@ -53,7 +53,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[
SellCheckTuple(exit_type=ExitType.NONE),
SellCheckTuple(exit_type=ExitType.SELL_SIGNAL)]
SellCheckTuple(exit_type=ExitType.EXIT_SIGNAL)]
)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@ -119,7 +119,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
assert trade.is_open
trade = trades[2]
assert trade.exit_reason == ExitType.SELL_SIGNAL.value
assert trade.exit_reason == ExitType.EXIT_SIGNAL.value
assert not trade.is_open
@ -158,7 +158,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
)
should_sell_mock = MagicMock(side_effect=[
SellCheckTuple(exit_type=ExitType.NONE),
SellCheckTuple(exit_type=ExitType.SELL_SIGNAL),
SellCheckTuple(exit_type=ExitType.EXIT_SIGNAL),
SellCheckTuple(exit_type=ExitType.NONE),
SellCheckTuple(exit_type=ExitType.NONE),
SellCheckTuple(exit_type=ExitType.NONE)]