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prepared for tracking signals

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This commit is contained in:
Gert 2018-07-28 19:45:33 -07:00
parent ed47240b6e
commit ab66fe1b72
2 changed files with 10 additions and 8 deletions
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16
freqtrade/optimize/backslapping.py
View File

@ -5,6 +5,7 @@ from pandas import DataFrame
from freqtrade.exchange import Exchange
from freqtrade.strategy import IStrategy
from freqtrade.strategy.interface import SellType
from freqtrade.strategy.resolver import StrategyResolver
@ -571,7 +572,7 @@ class Backslapping:
# Stoploss trigger found before a sell =1
if np_t_stop_ind < 99999999 and np_t_stop_ind <= np_t_sell_ind:
t_exit_ind = t_open_ind + np_t_stop_ind # Set Exit row index
t_exit_type = 'stop' # Set Exit type (stop)
t_exit_type = SellType.STOP_LOSS # Set Exit type (stop)
np_t_exit_pri = np_sco # The price field our STOP exit will use
if debug:
print("Type STOP is first exit condition. "
@ -582,7 +583,7 @@ class Backslapping:
# move sell onto next candle, we only look back on sell
# will use the open price later.
t_exit_ind = t_open_ind + np_t_sell_ind + 1 # Set Exit row index
t_exit_type = 'sell' # Set Exit type (sell)
t_exit_type = SellType.SELL_SIGNAL # Set Exit type (sell)
np_t_exit_pri = np_open # The price field our SELL exit will use
if debug:
print("Type SELL is first exit condition. "
@ -591,7 +592,7 @@ class Backslapping:
# No stop or buy left in view - set t_exit_last -1 to handle gracefully
else:
t_exit_last: int = -1 # Signal loop to exit, no buys or sells found.
t_exit_type = "No Exit"
t_exit_type = SellType.NONE
np_t_exit_pri = 999 # field price should be calculated on. 999 a non-existent column
if debug:
print("No valid STOP or SELL found. Signalling t_exit_last to gracefully exit")
@ -688,16 +689,16 @@ class Backslapping:
# TODO no! this is hard coded bleh fix this open
np_trade_enter_price = np_bslap[t_open_ind + 1, np_open]
if t_exit_type == 'stop':
if t_exit_type == SellType.STOP_LOSS:
if np_t_exit_pri == 6:
np_trade_exit_price = np_t_stop_pri
else:
np_trade_exit_price = np_bslap[t_exit_ind, np_t_exit_pri]
if t_exit_type == 'sell':
if t_exit_type == SellType.SELL_SIGNAL:
np_trade_exit_price = np_bslap[t_exit_ind, np_t_exit_pri]
# Catch no exit found
if t_exit_type == "No Exit":
if t_exit_type == SellType.NONE:
np_trade_exit_price = 0
if debug_timing:
@ -762,10 +763,11 @@ class Backslapping:
bslap_result["open_rate"] = round(np_trade_enter_price, 15)
bslap_result["close_rate"] = round(np_trade_exit_price, 15)
bslap_result["exit_type"] = t_exit_type
bslap_result["sell_reason"] = t_exit_type #duplicated, but I don't care
# append the dict to the list and print list
bslap_pair_results.append(bslap_result)
if t_exit_type is "stop":
if t_exit_type is SellType.STOP_LOSS:
stop_stops_count = stop_stops_count + 1
if debug:

2
freqtrade/optimize/backtesting.py
View File

@ -455,7 +455,7 @@ class Backtesting(object):
)
)
if 'Sell Reason' in results.columns:
if 'sell_reason' in results.columns:
logger.info(
'\n' +
' SELL READON STATS '.center(119, '=') +