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Merge pull request #4750 from rokups/rk/custom_sell

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Add IStrategy.custom_sell method which allows per-trade sell signal evaluation
This commit is contained in:
Matthias
2021-04-29 06:50:56 +02:00
committed by GitHub
parent aab020c9a2 3285f6caa3
commit a3d2e68312
11 changed files with 249 additions and 129 deletions
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3
tests/strategy/test_default_strategy.py
View File

@@ -41,4 +41,5 @@ def test_default_strategy(result, fee):
rate=20000, time_in_force='gtc', sell_reason='roi') is True
assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
current_rate=20_000, current_profit=0.05) == strategy.stoploss
current_rate=20_000, current_profit=0.05, dataframe=None
) == strategy.stoploss

48
tests/strategy/test_interface.py
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@@ -360,7 +360,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
now = arrow.utcnow().datetime
sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit), trade=trade,
current_time=now, current_profit=profit,
force_stoploss=0, high=None)
force_stoploss=0, high=None, dataframe=None)
assert isinstance(sl_flag, SellCheckTuple)
assert sl_flag.sell_type == expected
if expected == SellType.NONE:
@@ -371,7 +371,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
sl_flag = strategy.stop_loss_reached(current_rate=trade.open_rate * (1 + profit2), trade=trade,
current_time=now, current_profit=profit2,
force_stoploss=0, high=None)
force_stoploss=0, high=None, dataframe=None)
assert sl_flag.sell_type == expected2
if expected2 == SellType.NONE:
assert sl_flag.sell_flag is False
@@ -382,6 +382,50 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
strategy.custom_stoploss = original_stopvalue
def test_custom_sell(default_conf, fee, caplog) -> None:
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
trade = Trade(
pair='ETH/BTC',
stake_amount=0.01,
amount=1,
open_date=arrow.utcnow().shift(hours=-1).datetime,
fee_open=fee.return_value,
fee_close=fee.return_value,
exchange='binance',
open_rate=1,
)
now = arrow.utcnow().datetime
res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
assert res.sell_flag is False
assert res.sell_type == SellType.NONE
strategy.custom_sell = MagicMock(return_value=True)
res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
assert res.sell_flag is True
assert res.sell_type == SellType.CUSTOM_SELL
assert res.sell_reason == 'custom_sell'
strategy.custom_sell = MagicMock(return_value='hello world')
res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
assert res.sell_type == SellType.CUSTOM_SELL
assert res.sell_flag is True
assert res.sell_reason == 'hello world'
caplog.clear()
strategy.custom_sell = MagicMock(return_value='h' * 100)
res = strategy.should_sell(None, trade, 1, now, False, False, None, None, 0)
assert res.sell_type == SellType.CUSTOM_SELL
assert res.sell_flag is True
assert res.sell_reason == 'h' * 64
assert log_has_re('Custom sell reason returned from custom_sell is too long.*', caplog)
def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None:
caplog.set_level(logging.DEBUG)
ind_mock = MagicMock(side_effect=lambda x, meta: x)

28
tests/test_freqtradebot.py
View File

@@ -1959,7 +1959,7 @@ def test_handle_trade_roi(default_conf, ticker, limit_buy_order_open,
# if ROI is reached we must sell
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has("ETH/BTC - Required profit reached. sell_flag=True, sell_type=SellType.ROI",
assert log_has("ETH/BTC - Required profit reached. sell_type=SellType.ROI",
caplog)
@@ -1988,7 +1988,7 @@ def test_handle_trade_use_sell_signal(
patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade)
assert log_has("ETH/BTC - Sell signal received. sell_flag=True, sell_type=SellType.SELL_SIGNAL",
assert log_has("ETH/BTC - Sell signal received. sell_type=SellType.SELL_SIGNAL",
caplog)
@@ -2592,14 +2592,16 @@ def test_execute_sell_up(default_conf, ticker, fee, ticker_sell_up, mocker) -> N
fetch_ticker=ticker_sell_up
)
# Prevented sell ...
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
# Repatch with true
freqtrade.strategy.confirm_trade_exit = MagicMock(return_value=True)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert freqtrade.strategy.confirm_trade_exit.call_count == 1
assert rpc_mock.call_count == 1
@@ -2651,7 +2653,7 @@ def test_execute_sell_down(default_conf, ticker, fee, ticker_sell_down, mocker)
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellType.STOP_LOSS)
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2708,7 +2710,7 @@ def test_execute_sell_down_stoploss_on_exchange_dry_run(default_conf, ticker, fe
trade.stop_loss = 0.00001099 * 0.99
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellType.STOP_LOSS)
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0]
@@ -2760,7 +2762,7 @@ def test_execute_sell_sloe_cancel_exception(mocker, default_conf, ticker, fee, c
trade.stoploss_order_id = "abcd"
freqtrade.execute_sell(trade=trade, limit=1234,
sell_reason=SellType.STOP_LOSS)
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
assert sellmock.call_count == 1
assert log_has('Could not cancel stoploss order abcd', caplog)
@@ -2810,7 +2812,7 @@ def test_execute_sell_with_stoploss_on_exchange(default_conf, ticker, fee, ticke
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellType.SELL_SIGNAL)
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade = Trade.query.first()
assert trade
@@ -2915,7 +2917,8 @@ def test_execute_sell_market_order(default_conf, ticker, fee,
)
freqtrade.config['order_types']['sell'] = 'market'
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'], sell_reason=SellType.ROI)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellCheckTuple(sell_type=SellType.ROI))
assert not trade.is_open
assert trade.close_profit == 0.0620716
@@ -2969,8 +2972,9 @@ def test_execute_sell_insufficient_funds_error(default_conf, ticker, fee,
fetch_ticker=ticker_sell_up
)
sell_reason = SellCheckTuple(sell_type=SellType.ROI)
assert not freqtrade.execute_sell(trade=trade, limit=ticker_sell_up()['bid'],
sell_reason=SellType.ROI)
sell_reason=sell_reason)
assert mock_insuf.call_count == 1
@@ -3063,7 +3067,7 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
freqtrade = FreqtradeBot(default_conf)
patch_get_signal(freqtrade)
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_flag=False, sell_type=SellType.NONE))
sell_type=SellType.NONE))
freqtrade.enter_positions()
trade = Trade.query.first()
@@ -3212,7 +3216,7 @@ def test_locked_pairs(default_conf, ticker, fee, ticker_sell_down, mocker, caplo
)
freqtrade.execute_sell(trade=trade, limit=ticker_sell_down()['bid'],
sell_reason=SellType.STOP_LOSS)
sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS))
trade.close(ticker_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair)

14
tests/test_integration.py
View File

@@ -51,8 +51,8 @@ def test_may_execute_sell_stoploss_on_exchange_multi(default_conf, ticker, fee,
side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
# Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)]
SellCheckTuple(sell_type=SellType.NONE),
SellCheckTuple(sell_type=SellType.SELL_SIGNAL)]
)
cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@@ -156,11 +156,11 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
_notify_sell=MagicMock(),
)
should_sell_mock = MagicMock(side_effect=[
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL),
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
SellCheckTuple(sell_flag=False, sell_type=SellType.NONE),
SellCheckTuple(sell_flag=None, sell_type=SellType.NONE)]
SellCheckTuple(sell_type=SellType.NONE),
SellCheckTuple(sell_type=SellType.SELL_SIGNAL),
SellCheckTuple(sell_type=SellType.NONE),
SellCheckTuple(sell_type=SellType.NONE),
SellCheckTuple(sell_type=SellType.NONE)]
)
mocker.patch("freqtrade.strategy.interface.IStrategy.should_sell", should_sell_mock)