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Move experimental settings to ask_strategy

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This commit is contained in:
hroff-1902 2019-10-05 13:29:59 +03:00
parent e93bbd3831
commit 9b23376415
15 changed files with 82 additions and 81 deletions
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10
config.json.example
View File

@ -22,7 +22,10 @@
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
"order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"exchange": {
"name": "bittrex",
@ -49,11 +52,6 @@
"DOGE/BTC"
]
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"edge": {
"enabled": false,
"process_throttle_secs": 3600,

10
config_binance.json.example
View File

@ -22,7 +22,10 @@
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
"order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"exchange": {
"name": "binance",
@ -51,11 +54,6 @@
"BNB/BTC"
]
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"edge": {
"enabled": false,
"process_throttle_secs": 3600,

10
config_full.json.example
View File

@ -33,7 +33,10 @@
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
"order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"order_types": {
"buy": "limit",
@ -100,11 +103,6 @@
"max_trade_duration_minute": 1440,
"remove_pumps": false
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"telegram": {
"enabled": true,
"token": "your_telegram_token",

6
config_kraken.json.example
View File

@ -22,7 +22,11 @@
"ask_strategy":{
"use_order_book": false,
"order_book_min": 1,
"order_book_max": 9
"order_book_max": 9,
"use_sell_signal": true,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"exchange": {
"name": "kraken",

12
docs/configuration.md
View File

@ -65,6 +65,9 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `ask_strategy.use_order_book` | false | Allows selling of open traded pair using the rates in Order Book Asks.
| `ask_strategy.order_book_min` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `ask_strategy.order_book_max` | 0 | Bot will scan from the top min to max Order Book Asks searching for a profitable rate.
| `ask_strategy.use_sell_signal` | true | Use your strategy sell signals in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
| `ask_strategy.sell_profit_only` | false | Wait until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
| `ask_strategy.ignore_roi_if_buy_signal` | false | Do not sell if the buy-signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
| `order_types` | None | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).
| `order_time_in_force` | None | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
| `exchange.name` | | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
@ -78,9 +81,6 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exchange.ccxt_async_config` | None | Additional CCXT parameters passed to the async ccxt instance. Parameters may differ from exchange to exchange and are documented in the [ccxt documentation](https://ccxt.readthedocs.io/en/latest/manual.html#instantiation)
| `exchange.markets_refresh_interval` | 60 | The interval in minutes in which markets are reloaded.
| `edge` | false | Please refer to [edge configuration document](edge.md) for detailed explanation.
| `experimental.use_sell_signal` | false | Use your sell strategy in addition of the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
| `experimental.sell_profit_only` | false | Waits until you have made a positive profit before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
| `experimental.ignore_roi_if_buy_signal` | false | Does not sell if the buy-signal is still active. Takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy).
| `experimental.block_bad_exchanges` | true | Block exchanges known to not work with freqtrade. Leave on default unless you want to test if that exchange works now.
| `pairlist.method` | StaticPairList | Use static or dynamic volume-based pairlist. [More information below](#dynamic-pairlists).
| `pairlist.config` | None | Additional configuration for dynamic pairlists. [More information below](#dynamic-pairlists).
@ -116,9 +116,9 @@ Values set in the configuration file always overwrite values set in the strategy
* `process_only_new_candles`
* `order_types`
* `order_time_in_force`
* `use_sell_signal` (experimental)
* `sell_profit_only` (experimental)
* `ignore_roi_if_buy_signal` (experimental)
* `use_sell_signal` (ask_strategy)
* `sell_profit_only` (ask_strategy)
* `ignore_roi_if_buy_signal` (ask_strategy)
### Understand stake_amount

8
freqtrade/constants.py
View File

@ -114,7 +114,10 @@ CONF_SCHEMA = {
'properties': {
'use_order_book': {'type': 'boolean'},
'order_book_min': {'type': 'number', 'minimum': 1},
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50}
'order_book_max': {'type': 'number', 'minimum': 1, 'maximum': 50},
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'ignore_roi_if_buy_signal': {'type': 'boolean'}
}
},
'order_types': {
@ -144,7 +147,8 @@ CONF_SCHEMA = {
'properties': {
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'ignore_roi_if_buy_signal_true': {'type': 'boolean'}
'ignore_roi_if_buy_signal': {'type': 'boolean'},
'block_bad_exchanges': {'type': 'boolean'}
}
},
'pairlist': {

8
freqtrade/freqtradebot.py
View File

@ -580,13 +580,15 @@ class FreqtradeBot:
logger.debug('Handling %s ...', trade)
(buy, sell) = (False, False)
experimental = self.config.get('experimental', {})
if experimental.get('use_sell_signal') or experimental.get('ignore_roi_if_buy_signal'):
config_ask_strategy = self.config.get('ask_strategy', {})
if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal')):
(buy, sell) = self.strategy.get_signal(
trade.pair, self.strategy.ticker_interval,
self.dataprovider.ohlcv(trade.pair, self.strategy.ticker_interval))
config_ask_strategy = self.config.get('ask_strategy', {})
if config_ask_strategy.get('use_order_book', False):
logger.info('Using order book for selling...')
# logger.debug('Order book %s',orderBook)

8
freqtrade/optimize/hyperopt.py
View File

@ -98,10 +98,10 @@ class Hyperopt:
self.position_stacking = self.config.get('position_stacking', False)
if self.has_space('sell'):
# Make sure experimental is enabled
if 'experimental' not in self.config:
self.config['experimental'] = {}
self.config['experimental']['use_sell_signal'] = True
# Make sure use_sell_signal is enabled
if 'ask_strategy' not in self.config:
self.config['ask_strategy'] = {}
self.config['ask_strategy']['use_sell_signal'] = True
@staticmethod
def get_lock_filename(config) -> str:

20
freqtrade/resolvers/strategy_resolver.py
View File

@ -38,13 +38,13 @@ class StrategyResolver(IResolver):
config=config,
extra_dir=config.get('strategy_path'))
# make sure experimental dict is available
if 'experimental' not in config:
config['experimental'] = {}
# make sure ask_strategy dict is available
if 'ask_strategy' not in config:
config['ask_strategy'] = {}
# Set attributes
# Check if we need to override configuration
# (Attribute name, default, experimental)
# (Attribute name, default, ask_strategy)
attributes = [("minimal_roi", {"0": 10.0}, False),
("ticker_interval", None, False),
("stoploss", None, False),
@ -57,20 +57,20 @@ class StrategyResolver(IResolver):
("order_time_in_force", None, False),
("stake_currency", None, False),
("stake_amount", None, False),
("use_sell_signal", False, True),
("use_sell_signal", True, True),
("sell_profit_only", False, True),
("ignore_roi_if_buy_signal", False, True),
]
for attribute, default, experimental in attributes:
if experimental:
self._override_attribute_helper(config['experimental'], attribute, default)
for attribute, default, ask_strategy in attributes:
if ask_strategy:
self._override_attribute_helper(config['ask_strategy'], attribute, default)
else:
self._override_attribute_helper(config, attribute, default)
# Loop this list again to have output combined
for attribute, _, exp in attributes:
if exp and attribute in config['experimental']:
logger.info("Strategy using %s: %s", attribute, config['experimental'][attribute])
if exp and attribute in config['ask_strategy']:
logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute])
elif attribute in config:
logger.info("Strategy using %s: %s", attribute, config[attribute])

8
freqtrade/strategy/interface.py
View File

@ -309,9 +309,9 @@ class IStrategy(ABC):
# Set current rate to high for backtesting sell
current_rate = high or rate
current_profit = trade.calc_profit_percent(current_rate)
experimental = self.config.get('experimental', {})
config_ask_strategy = self.config.get('ask_strategy', {})
if buy and experimental.get('ignore_roi_if_buy_signal', False):
if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
# This one is noisy, commented out
# logger.debug(f"{trade.pair} - Buy signal still active. sell_flag=False")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
@ -322,7 +322,7 @@ class IStrategy(ABC):
f"sell_type=SellType.ROI")
return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
if experimental.get('sell_profit_only', False):
if config_ask_strategy.get('sell_profit_only', False):
# This one is noisy, commented out
# logger.debug(f"{trade.pair} - Checking if trade is profitable...")
if trade.calc_profit(rate=rate) <= 0:
@ -330,7 +330,7 @@ class IStrategy(ABC):
# logger.debug(f"{trade.pair} - Trade is not profitable. sell_flag=False")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
if sell and not buy and experimental.get('use_sell_signal', False):
if sell and not buy and config_ask_strategy.get('use_sell_signal', True):
logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
f"sell_type=SellType.SELL_SIGNAL")
return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)

5
tests/config_test_comments.json
View File

@ -103,11 +103,6 @@
"max_trade_duration_minute": 1440,
"remove_pumps": false
},
"experimental": {
"use_sell_signal": false,
"sell_profit_only": false,
"ignore_roi_if_buy_signal": false
},
"telegram": {
// We can now comment out some settings
// "enabled": true,

2
tests/optimize/test_backtest_detail.py
View File

@ -285,7 +285,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
if data.trailing_stop_positive:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["experimental"] = {"use_sell_signal": data.use_sell_signal}
default_conf["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}
mocker.patch("freqtrade.exchange.Exchange.get_fee", MagicMock(return_value=0.0))
patch_exchange(mocker)

17
tests/optimize/test_backtesting.py
View File

@ -507,6 +507,7 @@ def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) ->
def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
@ -561,6 +562,7 @@ def test_backtest(default_conf, fee, mocker, testdatadir) -> None:
def test_backtest_1min_ticker_interval(default_conf, fee, mocker, testdatadir) -> None:
default_conf['ask_strategy']['use_sell_signal'] = False
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
patch_exchange(mocker)
backtesting = Backtesting(default_conf)
@ -603,8 +605,9 @@ def test_backtest_pricecontours(default_conf, fee, mocker, testdatadir) -> None:
# TODO: Evaluate usefullness of this, the patterns and buy-signls are unrealistic
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
tests = [['raise', 19], ['lower', 0], ['sine', 35]]
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
# use_sell_signal is True by default now, it will sell on the sell signal instead of ROI,
# which is what we need here
# default_conf['ask_strategy'] = {"use_sell_signal": True}
for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker, testdatadir)
@ -645,8 +648,9 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
mocker.patch('freqtrade.optimize.backtesting.file_dump_json', MagicMock())
backtest_conf = _make_backtest_conf(mocker, conf=default_conf,
pair='UNITTEST/BTC', datadir=testdatadir)
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
# use_sell_signal is True by default now, it will sell on the sell signal instead of ROI,
# which is what we need here
# default_conf['ask_strategy'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '1m'
backtesting = Backtesting(default_conf)
backtesting.strategy.advise_buy = _trend_alternate # Override
@ -687,8 +691,9 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
# Remove data for one pair from the beginning of the data
data[pair] = data[pair][tres:].reset_index()
# We need to enable sell-signal - otherwise it sells on ROI!!
default_conf['experimental'] = {"use_sell_signal": True}
# use_sell_signal is True by default now, it will sell on the sell signal instead of ROI,
# which is what we need here
# default_conf['ask_strategy'] = {"use_sell_signal": True}
default_conf['ticker_interval'] = '5m'
backtesting = Backtesting(default_conf)

20
tests/strategy/test_strategy.py
View File

@ -256,23 +256,23 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
'strategy': 'DefaultStrategy',
})
resolver = StrategyResolver(default_conf)
assert not resolver.strategy.use_sell_signal
assert resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
# must be inserted to configuration
assert 'use_sell_signal' in default_conf['experimental']
assert not default_conf['experimental']['use_sell_signal']
assert 'use_sell_signal' in default_conf['ask_strategy']
assert default_conf['ask_strategy']['use_sell_signal']
default_conf.update({
'strategy': 'DefaultStrategy',
'experimental': {
'use_sell_signal': True,
'ask_strategy': {
'use_sell_signal': False,
},
})
resolver = StrategyResolver(default_conf)
assert resolver.strategy.use_sell_signal
assert not resolver.strategy.use_sell_signal
assert isinstance(resolver.strategy.use_sell_signal, bool)
assert log_has("Override strategy 'use_sell_signal' with value in config file: True.", caplog)
assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog)
def test_strategy_override_use_sell_profit_only(caplog, default_conf):
@ -284,12 +284,12 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
assert not resolver.strategy.sell_profit_only
assert isinstance(resolver.strategy.sell_profit_only, bool)
# must be inserted to configuration
assert 'sell_profit_only' in default_conf['experimental']
assert not default_conf['experimental']['sell_profit_only']
assert 'sell_profit_only' in default_conf['ask_strategy']
assert not default_conf['ask_strategy']['sell_profit_only']
default_conf.update({
'strategy': 'DefaultStrategy',
'experimental': {
'ask_strategy': {
'sell_profit_only': True,
},
})

19
tests/test_freqtradebot.py
View File

@ -1768,8 +1768,6 @@ def test_handle_trade(default_conf, limit_buy_order, limit_sell_order,
def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
fee, markets, mocker) -> None:
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -1824,7 +1822,6 @@ def test_handle_overlpapping_signals(default_conf, ticker, limit_buy_order,
def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
fee, mocker, markets, caplog) -> None:
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
patch_exchange(mocker)
@ -1856,10 +1853,10 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order,
caplog)
def test_handle_trade_experimental(
def test_handle_trade_use_sell_signal(
default_conf, ticker, limit_buy_order, fee, mocker, markets, caplog) -> None:
# use_sell_signal is True buy default
caplog.set_level(logging.DEBUG)
default_conf.update({'experimental': {'use_sell_signal': True}})
patch_RPCManager(mocker)
patch_exchange(mocker)
mocker.patch.multiple(
@ -2600,7 +2597,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
@ -2632,7 +2629,7 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
@ -2662,7 +2659,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, fee, market
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': True,
}
@ -2692,7 +2689,7 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, fee, marke
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'use_sell_signal': True,
'sell_profit_only': False,
}
@ -2761,7 +2758,7 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, fee, markets, m
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': True
}
freqtrade = FreqtradeBot(default_conf)
@ -3029,7 +3026,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order,
get_fee=fee,
markets=PropertyMock(return_value=markets)
)
default_conf['experimental'] = {
default_conf['ask_strategy'] = {
'ignore_roi_if_buy_signal': False
}
freqtrade = FreqtradeBot(default_conf)