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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
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@ -5,6 +5,7 @@ from pandas import DataFrame
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.strategy import IStrategy from freqtrade.strategy import IStrategy
from freqtrade.strategy.interface import SellType
from freqtrade.strategy.resolver import StrategyResolver from freqtrade.strategy.resolver import StrategyResolver
@ -571,7 +572,7 @@ class Backslapping:
# Stoploss trigger found before a sell =1 # Stoploss trigger found before a sell =1
if np_t_stop_ind < 99999999 and np_t_stop_ind <= np_t_sell_ind: 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_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 np_t_exit_pri = np_sco # The price field our STOP exit will use
if debug: if debug:
print("Type STOP is first exit condition. " print("Type STOP is first exit condition. "
@ -582,7 +583,7 @@ class Backslapping:
# move sell onto next candle, we only look back on sell # move sell onto next candle, we only look back on sell
# will use the open price later. # will use the open price later.
t_exit_ind = t_open_ind + np_t_sell_ind + 1 # Set Exit row index 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 np_t_exit_pri = np_open # The price field our SELL exit will use
if debug: if debug:
print("Type SELL is first exit condition. " 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 # No stop or buy left in view - set t_exit_last -1 to handle gracefully
else: else:
t_exit_last: int = -1 # Signal loop to exit, no buys or sells found. 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 np_t_exit_pri = 999 # field price should be calculated on. 999 a non-existent column
if debug: if debug:
print("No valid STOP or SELL found. Signalling t_exit_last to gracefully exit") 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 # TODO no! this is hard coded bleh fix this open
np_trade_enter_price = np_bslap[t_open_ind + 1, np_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: if np_t_exit_pri == 6:
np_trade_exit_price = np_t_stop_pri np_trade_exit_price = np_t_stop_pri
else: else:
np_trade_exit_price = np_bslap[t_exit_ind, np_t_exit_pri] 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] np_trade_exit_price = np_bslap[t_exit_ind, np_t_exit_pri]
# Catch no exit found # Catch no exit found
if t_exit_type == "No Exit": if t_exit_type == SellType.NONE:
np_trade_exit_price = 0 np_trade_exit_price = 0
if debug_timing: if debug_timing:
@ -762,10 +763,11 @@ class Backslapping:
bslap_result["open_rate"] = round(np_trade_enter_price, 15) bslap_result["open_rate"] = round(np_trade_enter_price, 15)
bslap_result["close_rate"] = round(np_trade_exit_price, 15) bslap_result["close_rate"] = round(np_trade_exit_price, 15)
bslap_result["exit_type"] = t_exit_type 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 # append the dict to the list and print list
bslap_pair_results.append(bslap_result) 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 stop_stops_count = stop_stops_count + 1
if debug: 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( logger.info(
'\n' + '\n' +
' SELL READON STATS '.center(119, '=') + ' SELL READON STATS '.center(119, '=') +