Merge pull request #395 from jblestang/fix_signal_overlaps

Fix signal overlaps

docs/configuration.md

@@ -29,6 +29,7 @@ The table below will list all configuration parameters.
 | `exchange.pair_whitelist` | [] | No | List of currency to use by the bot. Can be overrided with `--dynamic-whitelist` param.
 | `exchange.pair_blacklist` | [] | No | List of currency the bot must avoid. Useful when using `--dynamic-whitelist` param.
 | `experimental.use_sell_signal` | false | No | Use your sell strategy in addition of the `minimal_roi`.
+| `experimental.sell_profit_only` | false | No | waits until you have made a positive profit before taking a sell decision.
 | `telegram.enabled` | true | Yes | Enable or not the usage of Telegram.
 | `telegram.token` | token | No | Your Telegram bot token. Only required is `enable` is `true`.
 | `telegram.chat_id` | chat_id | No | Your personal Telegram account id. Only required is `enable` is `true`.

freqtrade/analyze.py

@@ -281,36 +281,36 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
     return dataframe
 
 
-def get_signal(pair: str, signal: SignalType) -> bool:
+def get_signal(pair: str) -> (bool, bool):
     """
     Calculates current signal based several technical analysis indicators
     :param pair: pair in format BTC_ANT or BTC-ANT
-    :return: True if pair is good for buying, False otherwise
+    :return: (True, False) if pair is good for buying and not for selling
     """
     ticker_hist = get_ticker_history(pair)
     if not ticker_hist:
         logger.warning('Empty ticker history for pair %s', pair)
-        return False
+        return (False, False)
 
     try:
         dataframe = analyze_ticker(ticker_hist)
     except ValueError as ex:
         logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
-        return False
+        return (False, False)
     except Exception as ex:
         logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
-        return False
+        return (False, False)
 
     if dataframe.empty:
-        return False
+        return (False, False)
 
     latest = dataframe.iloc[-1]
 
     # Check if dataframe is out of date
     signal_date = arrow.get(latest['date'])
     if signal_date < arrow.now() - timedelta(minutes=10):
-        return False
+        return (False, False)
 
-    result = latest[signal.value] == 1
+    (buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
-    logger.debug('%s_trigger: %s (pair=%s, signal=%s)', signal.value, latest['date'], pair, result)
+    logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', latest['date'], pair, str(buy), str(sell))
-    return result
+    return (buy, sell)

freqtrade/main.py

@@ -14,7 +14,7 @@ from cachetools import cached, TTLCache
 
 from freqtrade import (DependencyException, OperationalException, __version__,
                        exchange, persistence, rpc)
-from freqtrade.analyze import SignalType, get_signal
+from freqtrade.analyze import get_signal
 from freqtrade.fiat_convert import CryptoToFiatConverter
 from freqtrade.misc import (State, get_state, load_config, parse_args,
                             throttle, update_state)
@@ -261,24 +261,28 @@ def handle_trade(trade: Trade) -> bool:
     logger.debug('Handling %s ...', trade)
     current_rate = exchange.get_ticker(trade.pair)['bid']
 
-    # Check if minimal roi has been reached
+    (buy, sell) = (False, False)
-    if min_roi_reached(trade, current_rate, datetime.utcnow()):
+
+    if _CONF.get('experimental', {}).get('use_sell_signal'):
+        (buy, sell) = get_signal(trade.pair)
+
+    # Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
+    if not buy and min_roi_reached(trade, current_rate, datetime.utcnow()):
         logger.debug('Executing sell due to ROI ...')
         execute_sell(trade, current_rate)
         return True
 
+    # Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
+    if _CONF.get('experimental', {}).get('sell_profit_only', False):
+        logger.debug('Checking if trade is profitable ...')
+        if not buy and trade.calc_profit(rate=current_rate) <= 0:
+            return False
+
     # Experimental: Check if sell signal has been enabled and triggered
-    if _CONF.get('experimental', {}).get('use_sell_signal'):
+    if sell and not buy:
-        # Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
+        logger.debug('Executing sell due to sell signal ...')
-        if _CONF.get('experimental', {}).get('sell_profit_only'):
+        execute_sell(trade, current_rate)
-            logger.debug('Checking if trade is profitable ...')
+        return True
-            if trade.calc_profit(rate=current_rate) <= 0:
-                return False
-        logger.debug('Checking sell_signal ...')
-        if get_signal(trade.pair, SignalType.SELL):
-            logger.debug('Executing sell due to sell signal ...')
-            execute_sell(trade, current_rate)
-            return True
 
     return False
 
@@ -319,7 +323,8 @@ def create_trade(stake_amount: float) -> bool:
 
     # Pick pair based on StochRSI buy signals
     for _pair in whitelist:
-        if get_signal(_pair, SignalType.BUY):
+        (buy, sell) = get_signal(_pair)
+        if buy and not sell:
             pair = _pair
             break
     else:

freqtrade/tests/rpc/test_rpc_telegram.py

@@ -77,7 +77,7 @@ def test_authorized_only_exception(default_conf, mocker):
 
 def test_status_handle(default_conf, update, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     msg_mock = MagicMock()
     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -112,7 +112,7 @@ def test_status_handle(default_conf, update, ticker, mocker):
 
 def test_status_table_handle(default_conf, update, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     msg_mock = MagicMock()
     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple(
@@ -154,7 +154,7 @@ def test_status_table_handle(default_conf, update, ticker, mocker):
 def test_profit_handle(
         default_conf, update, ticker, ticker_sell_up, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     msg_mock = MagicMock()
     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -210,7 +210,7 @@ def test_profit_handle(
 
 def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
                           _CONF=default_conf,
@@ -247,7 +247,7 @@ def test_forcesell_handle(default_conf, update, ticker, ticker_sell_up, mocker):
 
 def test_forcesell_down_handle(default_conf, update, ticker, ticker_sell_down, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
                           _CONF=default_conf,
@@ -308,7 +308,7 @@ def test_exec_forcesell_open_orders(default_conf, ticker, mocker):
 
 def test_forcesell_all_handle(default_conf, update, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
                           _CONF=default_conf,
@@ -339,7 +339,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, mocker):
 
 def test_forcesell_handle_invalid(default_conf, update, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
     msg_mock = MagicMock()
     mocker.patch.multiple('freqtrade.rpc.telegram',
                           _CONF=default_conf,
@@ -376,7 +376,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker):
 def test_performance_handle(
         default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     msg_mock = MagicMock()
     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -410,7 +410,7 @@ def test_performance_handle(
 def test_daily_handle(
         default_conf, update, ticker, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     msg_mock = MagicMock()
     mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -460,7 +460,7 @@ def test_daily_handle(
 
 def test_count_handle(default_conf, update, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     msg_mock = MagicMock()
     mocker.patch.multiple(
         'freqtrade.rpc.telegram',
@@ -492,7 +492,7 @@ def test_count_handle(default_conf, update, ticker, mocker):
 
 def test_performance_handle_invalid(default_conf, update, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
     msg_mock = MagicMock()
     mocker.patch.multiple('freqtrade.rpc.telegram',
                           _CONF=default_conf,

freqtrade/tests/test_analyze.py

@@ -6,7 +6,7 @@ import arrow
 import pytest
 from pandas import DataFrame
 
-from freqtrade.analyze import (SignalType, get_signal, parse_ticker_dataframe,
+from freqtrade.analyze import (get_signal, parse_ticker_dataframe,
                                populate_buy_trend, populate_indicators,
                                populate_sell_trend)
 
@@ -40,30 +40,30 @@ def test_returns_latest_buy_signal(mocker):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
-        return_value=DataFrame([{'buy': 1, 'date': arrow.utcnow()}])
+        return_value=DataFrame([{'buy': 1, 'sell': 0, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH', SignalType.BUY)
+    assert get_signal('BTC-ETH') == (True, False)
 
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
-        return_value=DataFrame([{'buy': 0, 'date': arrow.utcnow()}])
+        return_value=DataFrame([{'buy': 0, 'sell': 1, 'date': arrow.utcnow()}])
     )
-    assert not get_signal('BTC-ETH', SignalType.BUY)
+    assert get_signal('BTC-ETH') == (False, True)
 
 
 def test_returns_latest_sell_signal(mocker):
     mocker.patch('freqtrade.analyze.get_ticker_history', return_value=MagicMock())
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
-        return_value=DataFrame([{'sell': 1, 'date': arrow.utcnow()}])
+        return_value=DataFrame([{'sell': 1, 'buy': 0, 'date': arrow.utcnow()}])
     )
-    assert get_signal('BTC-ETH', SignalType.SELL)
+    assert get_signal('BTC-ETH') == (False, True)
 
     mocker.patch(
         'freqtrade.analyze.analyze_ticker',
-        return_value=DataFrame([{'sell': 0, 'date': arrow.utcnow()}])
+        return_value=DataFrame([{'sell': 0, 'buy': 1, 'date': arrow.utcnow()}])
     )
-    assert not get_signal('BTC-ETH', SignalType.SELL)
+    assert get_signal('BTC-ETH') == (True, False)
 
 
 def test_get_signal_handles_exceptions(mocker):
@@ -71,4 +71,4 @@ def test_get_signal_handles_exceptions(mocker):
     mocker.patch('freqtrade.analyze.analyze_ticker',
                  side_effect=Exception('invalid ticker history '))
 
-    assert not get_signal('BTC-ETH', SignalType.BUY)
+    assert get_signal('BTC-ETH') == (False, False)

freqtrade/tests/test_main.py

@@ -10,7 +10,6 @@ from sqlalchemy import create_engine
 
 import freqtrade.main as main
 from freqtrade import DependencyException, OperationalException
-from freqtrade.analyze import SignalType
 from freqtrade.exchange import Exchanges
 from freqtrade.main import (_process, check_handle_timedout, create_trade,
                             execute_sell, get_target_bid, handle_trade, init)
@@ -52,7 +51,7 @@ def test_main_start_hyperopt(mocker):
 def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
@@ -82,7 +81,7 @@ def test_process_trade_creation(default_conf, ticker, limit_buy_order, health, m
 def test_process_exchange_failures(default_conf, ticker, health, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     sleep_mock = mocker.patch('time.sleep', side_effect=lambda _: None)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -99,7 +98,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
     msg_mock = MagicMock()
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=msg_mock)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
@@ -117,8 +116,7 @@ def test_process_operational_exception(default_conf, ticker, health, mocker):
 def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
-    mocker.patch('freqtrade.main.get_signal',
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
-                 side_effect=lambda *args: False if args[1] == SignalType.SELL else True)
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
                           get_ticker=ticker,
@@ -140,7 +138,7 @@ def test_process_trade_handling(default_conf, ticker, limit_buy_order, health, m
 
 def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -171,7 +169,7 @@ def test_create_trade(default_conf, ticker, limit_buy_order, mocker):
 def test_create_trade_minimal_amount(default_conf, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     buy_mock = mocker.patch(
         'freqtrade.main.exchange.buy', MagicMock(return_value='mocked_limit_buy')
     )
@@ -187,7 +185,7 @@ def test_create_trade_minimal_amount(default_conf, ticker, mocker):
 
 def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -200,7 +198,7 @@ def test_create_trade_no_stake_amount(default_conf, ticker, mocker):
 
 def test_create_trade_no_pairs(default_conf, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -216,7 +214,7 @@ def test_create_trade_no_pairs(default_conf, ticker, mocker):
 
 def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -233,7 +231,7 @@ def test_create_trade_no_pairs_after_blacklist(default_conf, ticker, mocker):
 
 def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -256,6 +254,7 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     trade.update(limit_buy_order)
     assert trade.is_open is True
 
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     handle_trade(trade)
     assert trade.open_order_id == 'mocked_limit_sell'
 
@@ -268,11 +267,57 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order, mocker):
     assert trade.close_date is not None
 
 
+def test_handle_overlpapping_signals(default_conf, ticker, 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: (True, 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)
+
+    # Buy and Sell triggering, so doing nothing ...
+    trades = Trade.query.all()
+    assert len(trades) == 0
+
+    # Buy is triggering, so buying ...
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
+    create_trade(0.001)
+    trades = Trade.query.all()
+    assert len(trades) == 1
+    assert trades[0].is_open is True
+
+    # Buy and Sell are not triggering, so doing nothing ...
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, False))
+    assert handle_trade(trades[0]) is False
+    trades = Trade.query.all()
+    assert len(trades) == 1
+    assert trades[0].is_open is True
+
+    # Buy and Sell are triggering, so doing nothing ...
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, True))
+    assert handle_trade(trades[0]) is False
+    trades = Trade.query.all()
+    assert len(trades) == 1
+    assert trades[0].is_open is True
+
+    # Sell is triggering, guess what : we are Selling!
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
+    trades = Trade.query.all()
+    assert handle_trade(trades[0]) is True
+
+
 def test_handle_trade_roi(default_conf, ticker, 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('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -291,11 +336,11 @@ def test_handle_trade_roi(default_conf, ticker, mocker, caplog):
     #      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)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     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)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     assert handle_trade(trade)
     assert ('freqtrade', logging.DEBUG, 'Executing sell due to ROI ...') in caplog.record_tuples
 
@@ -304,7 +349,7 @@ def test_handle_trade_experimental(default_conf, ticker, 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('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -318,11 +363,10 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
     trade = Trade.query.first()
     trade.is_open = True
 
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: False)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, 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)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     assert handle_trade(trade)
     s = 'Executing sell due to sell signal ...'
     assert ('freqtrade', logging.DEBUG, s) in caplog.record_tuples
@@ -330,7 +374,7 @@ def test_handle_trade_experimental(default_conf, ticker, mocker, caplog):
 
 def test_close_trade(default_conf, ticker, limit_buy_order, limit_sell_order, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -475,7 +519,7 @@ def test_balance_bigger_last_ask(mocker):
 
 def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch('freqtrade.rpc.init', MagicMock())
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
@@ -508,7 +552,7 @@ def test_execute_sell_up(default_conf, ticker, ticker_sell_up, mocker):
 
 def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch('freqtrade.rpc.init', MagicMock())
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.rpc.telegram',
@@ -545,7 +589,7 @@ def test_execute_sell_down(default_conf, ticker, ticker_sell_down, mocker):
 
 def test_execute_sell_without_conf(default_conf, ticker, ticker_sell_up, mocker):
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch('freqtrade.rpc.init', MagicMock())
     rpc_mock = mocker.patch('freqtrade.main.rpc.send_msg', MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
@@ -582,7 +626,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
 
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -598,6 +642,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, mocker):
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     assert handle_trade(trade) is True
 
 
@@ -609,7 +654,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
 
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -625,6 +670,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, mocker):
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     assert handle_trade(trade) is True
 
 
@@ -636,7 +682,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
 
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -652,6 +698,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, mocker):
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     assert handle_trade(trade) is False
 
 
@@ -663,7 +710,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
 
     mocker.patch.dict('freqtrade.main._CONF', default_conf)
     mocker.patch('freqtrade.main.min_roi_reached', return_value=False)
-    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s, t: True)
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (True, False))
     mocker.patch.multiple('freqtrade.rpc', init=MagicMock(), send_msg=MagicMock())
     mocker.patch.multiple('freqtrade.main.exchange',
                           validate_pairs=MagicMock(),
@@ -679,4 +726,6 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, mocker):
 
     trade = Trade.query.first()
     trade.update(limit_buy_order)
+
+    mocker.patch('freqtrade.main.get_signal', side_effect=lambda s: (False, True))
     assert handle_trade(trade) is True