Merge pull request #6523 from freqtrade/short_exit_trend

Update methods wording

freqtrade/resolvers/strategy_resolver.py

@@ -220,6 +220,31 @@ class StrategyResolver(IResolver):
         )
 
         if strategy:
+            if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
+                # Require new method
+                if not check_override(strategy, IStrategy, 'populate_entry_trend'):
+                    raise OperationalException("`populate_entry_trend` must be implemented.")
+                if not check_override(strategy, IStrategy, 'populate_exit_trend'):
+                    raise OperationalException("`populate_exit_trend` must be implemented.")
+                if check_override(strategy, IStrategy, 'custom_sell'):
+                    raise OperationalException(
+                        "Please migrate your implementation of `custom_sell` to `custom_exit`.")
+            else:
+                # TODO: Implementing one of the following methods should show a deprecation warning
+                #  buy_trend and sell_trend, custom_sell
+                if (
+                    not check_override(strategy, IStrategy, 'populate_buy_trend')
+                    and not check_override(strategy, IStrategy, 'populate_entry_trend')
+                ):
+                    raise OperationalException(
+                        "`populate_entry_trend` or `populate_buy_trend` must be implemented.")
+                if (
+                    not check_override(strategy, IStrategy, 'populate_sell_trend')
+                    and not check_override(strategy, IStrategy, 'populate_exit_trend')
+                ):
+                    raise OperationalException(
+                        "`populate_exit_trend` or `populate_sell_trend` must be implemented.")
+
                 strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
                 strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
                 strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
@@ -236,3 +261,11 @@ class StrategyResolver(IResolver):
             f"Impossible to load Strategy '{strategy_name}'. This class does not exist "
             "or contains Python code errors."
         )
+
+
+def check_override(object, parentclass, attribute):
+    """
+    Checks if a object overrides the parent class attribute.
+    :returns: True if the object is overridden.
+    """
+    return getattr(type(object), attribute) != getattr(parentclass, attribute)

freqtrade/strategy/interface.py

@@ -29,7 +29,7 @@ from freqtrade.wallets import Wallets
 
 
 logger = logging.getLogger(__name__)
-CUSTOM_SELL_MAX_LENGTH = 64
+CUSTOM_EXIT_MAX_LENGTH = 64
 
 
 class SellCheckTuple:
@@ -177,19 +177,27 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return dataframe
 
-    @abstractmethod
     def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Based on TA indicators, populates the buy signal for the given dataframe
+        DEPRECATED - please migrate to populate_entry_trend
         :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
         :return: DataFrame with buy column
         """
         return dataframe
 
-    @abstractmethod
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the entry signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with entry columns populated
+        """
+        return self.populate_buy_trend(dataframe, metadata)
+
     def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
+        DEPRECATED - please migrate to populate_exit_trend
         Based on TA indicators, populates the sell signal for the given dataframe
         :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
@@ -197,6 +205,15 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return dataframe
 
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        """
+        Based on TA indicators, populates the exit signal for the given dataframe
+        :param dataframe: DataFrame
+        :param metadata: Additional information, like the currently traded pair
+        :return: DataFrame with exit columns populated
+        """
+        return self.populate_sell_trend(dataframe, metadata)
+
     def bot_loop_start(self, **kwargs) -> None:
         """
         Called at the start of the bot iteration (one loop).
@@ -363,6 +380,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
                     current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
         """
+        DEPRECATED - please use custom_exit instead.
         Custom exit signal logic indicating that specified position should be sold. Returning a
         string or True from this method is equal to setting exit signal on a candle at specified
         time. This method is not called when exit signal is set.
@@ -384,6 +402,30 @@ class IStrategy(ABC, HyperStrategyMixin):
         """
         return None
 
+    def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
+                    current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
+        """
+        Custom exit signal logic indicating that specified position should be sold. Returning a
+        string or True from this method is equal to setting exit signal on a candle at specified
+        time. This method is not called when exit signal is set.
+
+        This method should be overridden to create exit signals that depend on trade parameters. For
+        example you could implement an exit relative to the candle when the trade was opened,
+        or a custom 1:2 risk-reward ROI.
+
+        Custom exit reason max length is 64. Exceeding characters will be removed.
+
+        :param pair: Pair that's currently analyzed
+        :param trade: trade object.
+        :param current_time: datetime object, containing the current datetime
+        :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
+        :param current_profit: Current profit (as ratio), calculated based on current_rate.
+        :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
+        :return: To execute exit, return a string with custom sell reason or True. Otherwise return
+        None or False.
+        """
+        return self.custom_sell(pair, trade, current_time, current_rate, current_profit, **kwargs)
+
     def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
                             proposed_stake: float, min_stake: float, max_stake: float,
                             entry_tag: Optional[str], side: str, **kwargs) -> float:
@@ -849,17 +891,17 @@ class IStrategy(ABC, HyperStrategyMixin):
                 sell_signal = SellType.SELL_SIGNAL
             else:
                 trade_type = "exit_short" if trade.is_short else "sell"
-                custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
+                custom_reason = strategy_safe_wrapper(self.custom_exit, default_retval=False)(
                     pair=trade.pair, trade=trade, current_time=current_time,
                     current_rate=current_rate, current_profit=current_profit)
                 if custom_reason:
                     sell_signal = SellType.CUSTOM_SELL
                     if isinstance(custom_reason, str):
-                        if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH:
+                        if len(custom_reason) > CUSTOM_EXIT_MAX_LENGTH:
                             logger.warning(f'Custom {trade_type} reason returned from '
-                                           f'custom_{trade_type} is too long and was trimmed'
+                                           f'custom_exit is too long and was trimmed'
-                                           f'to {CUSTOM_SELL_MAX_LENGTH} characters.')
+                                           f'to {CUSTOM_EXIT_MAX_LENGTH} characters.')
-                            custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
+                            custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH]
                     else:
                         custom_reason = None
             if sell_signal in (SellType.CUSTOM_SELL, SellType.SELL_SIGNAL):
@@ -1072,7 +1114,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                           "the current function headers!", DeprecationWarning)
             df = self.populate_buy_trend(dataframe)  # type: ignore
         else:
-            df = self.populate_buy_trend(dataframe, metadata)
+            df = self.populate_entry_trend(dataframe, metadata)
         if 'enter_long' not in df.columns:
             df = df.rename({'buy': 'enter_long', 'buy_tag': 'enter_tag'}, axis='columns')
 
@@ -1094,7 +1136,7 @@ class IStrategy(ABC, HyperStrategyMixin):
                           "the current function headers!", DeprecationWarning)
             df = self.populate_sell_trend(dataframe)  # type: ignore
         else:
-            df = self.populate_sell_trend(dataframe, metadata)
+            df = self.populate_exit_trend(dataframe, metadata)
         if 'exit_long' not in df.columns:
             df = df.rename({'sell': 'exit_long'}, axis='columns')
         return df

freqtrade/templates/base_strategy.py.j2

@@ -29,7 +29,7 @@ class {{ strategy }}(IStrategy):
 
     You must keep:
     - the lib in the section "Do not remove these libs"
-    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    - the methods: populate_indicators, populate_entry_trend, populate_exit_trend
     You should keep:
     - timeframe, minimal_roi, stoploss, trailing_*
     """
@@ -119,12 +119,12 @@ class {{ strategy }}(IStrategy):
 
         return dataframe
 
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Based on TA indicators, populates the buy signal for the given dataframe
+        Based on TA indicators, populates the entry signal for the given dataframe
-        :param dataframe: DataFrame populated with indicators
+        :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
+        :return: DataFrame with entry columns populated
         """
         dataframe.loc[
             (
@@ -144,12 +144,12 @@ class {{ strategy }}(IStrategy):
 
         return dataframe
 
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Based on TA indicators, populates the sell signal for the given dataframe
+        Based on TA indicators, populates the exit signal for the given dataframe
-        :param dataframe: DataFrame populated with indicators
+        :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
+        :return: DataFrame with exit columns populated
         """
         dataframe.loc[
             (

freqtrade/templates/sample_short_strategy.py

@@ -30,7 +30,7 @@ class SampleShortStrategy(IStrategy):
 
     You must keep:
     - the lib in the section "Do not remove these libs"
-    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    - the methods: populate_indicators, populate_entry_trend, populate_exit_trend
     You should keep:
     - timeframe, minimal_roi, stoploss, trailing_*
     """
@@ -341,7 +341,7 @@ class SampleShortStrategy(IStrategy):
 
         return dataframe
 
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Based on TA indicators, populates the buy signal for the given dataframe
         :param dataframe: DataFrame populated with indicators
@@ -361,7 +361,7 @@ class SampleShortStrategy(IStrategy):
 
         return dataframe
 
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
         Based on TA indicators, populates the sell signal for the given dataframe
         :param dataframe: DataFrame populated with indicators

freqtrade/templates/sample_strategy.py

@@ -29,7 +29,7 @@ class SampleStrategy(IStrategy):
 
     You must keep:
     - the lib in the section "Do not remove these libs"
-    - the methods: populate_indicators, populate_buy_trend, populate_sell_trend
+    - the methods: populate_indicators, populate_entry_trend, populate_exit_trend
     You should keep:
     - timeframe, minimal_roi, stoploss, trailing_*
     """
@@ -342,12 +342,12 @@ class SampleStrategy(IStrategy):
 
         return dataframe
 
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Based on TA indicators, populates the buy signal for the given dataframe
+        Based on TA indicators, populates the entry signal for the given dataframe
-        :param dataframe: DataFrame populated with indicators
+        :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with buy column
+        :return: DataFrame with entry columns populated
         """
         dataframe.loc[
             (
@@ -371,12 +371,12 @@ class SampleStrategy(IStrategy):
 
         return dataframe
 
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         """
-        Based on TA indicators, populates the sell signal for the given dataframe
+        Based on TA indicators, populates the exit signal for the given dataframe
-        :param dataframe: DataFrame populated with indicators
+        :param dataframe: DataFrame
         :param metadata: Additional information, like the currently traded pair
-        :return: DataFrame with sell column
+        :return: DataFrame with exit columns populated
         """
         dataframe.loc[
             (

freqtrade/templates/subtemplates/strategy_methods_advanced.j2

@@ -92,7 +92,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
     """
     return self.stoploss
 
-def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
+def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
                 current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]':
     """
     Custom sell signal logic indicating that specified position should be sold. Returning a

tests/strategy/strats/broken_strats/broken_futures_strategies.py

@@ -0,0 +1,31 @@
+"""
+The strategies here are minimal strategies designed to fail loading in certain conditions.
+They are not operational, and don't aim to be.
+"""
+
+from datetime import datetime
+
+from pandas import DataFrame
+
+from freqtrade.strategy.interface import IStrategy
+
+
+class TestStrategyNoImplements(IStrategy):
+
+    def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return super().populate_indicators(dataframe, metadata)
+
+
+class TestStrategyNoImplementSell(TestStrategyNoImplements):
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return super().populate_entry_trend(dataframe, metadata)
+
+
+class TestStrategyImplementCustomSell(TestStrategyNoImplementSell):
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+        return super().populate_exit_trend(dataframe, metadata)
+
+    def custom_sell(self, pair: str, trade, current_time: datetime,
+                    current_rate: float, current_profit: float,
+                    **kwargs):
+        return False

tests/strategy/strats/strategy_test_v3.py

@@ -125,7 +125,7 @@ class StrategyTestV3(IStrategy):
 
         return dataframe
 
-    def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
 
         dataframe.loc[
             (
@@ -147,7 +147,7 @@ class StrategyTestV3(IStrategy):
 
         return dataframe
 
-    def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+    def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
         dataframe.loc[
             (
                 (

tests/strategy/test_default_strategy.py

@@ -13,8 +13,8 @@ def test_strategy_test_v3_structure():
     assert hasattr(StrategyTestV3, 'stoploss')
     assert hasattr(StrategyTestV3, 'timeframe')
     assert hasattr(StrategyTestV3, 'populate_indicators')
-    assert hasattr(StrategyTestV3, 'populate_buy_trend')
+    assert hasattr(StrategyTestV3, 'populate_entry_trend')
-    assert hasattr(StrategyTestV3, 'populate_sell_trend')
+    assert hasattr(StrategyTestV3, 'populate_exit_trend')
 
 
 @pytest.mark.parametrize('is_short,side', [

tests/strategy/test_interface.py

@@ -477,7 +477,7 @@ 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:
+def test_custom_exit(default_conf, fee, caplog) -> None:
 
     strategy = StrategyResolver.load_strategy(default_conf)
     trade = Trade(
@@ -499,7 +499,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
     assert res.sell_flag is False
     assert res.sell_type == SellType.NONE
 
-    strategy.custom_sell = MagicMock(return_value=True)
+    strategy.custom_exit = MagicMock(return_value=True)
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
@@ -507,7 +507,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
     assert res.sell_type == SellType.CUSTOM_SELL
     assert res.sell_reason == 'custom_sell'
 
-    strategy.custom_sell = MagicMock(return_value='hello world')
+    strategy.custom_exit = MagicMock(return_value='hello world')
 
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
@@ -517,14 +517,14 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
     assert res.sell_reason == 'hello world'
 
     caplog.clear()
-    strategy.custom_sell = MagicMock(return_value='h' * 100)
+    strategy.custom_exit = MagicMock(return_value='h' * 100)
     res = strategy.should_exit(trade, 1, now,
                                enter=False, exit_=False,
                                low=None, high=None)
     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)
+    assert log_has_re('Custom sell reason returned from custom_exit is too long.*', caplog)
 
 
 @pytest.mark.parametrize('side', TRADE_SIDES)

tests/strategy/test_strategy_loading.py

@@ -144,6 +144,16 @@ def test_strategy_can_short(caplog, default_conf):
     assert isinstance(strat, IStrategy)
 
 
+def test_strategy_implements_populate_entry(caplog, default_conf):
+    caplog.set_level(logging.INFO)
+    default_conf.update({
+        'strategy': "StrategyTestV2",
+    })
+    default_conf['trading_mode'] = 'futures'
+    with pytest.raises(OperationalException, match="`populate_entry_trend` must be implemented."):
+        StrategyResolver.load_strategy(default_conf)
+
+
 def test_strategy_override_minimal_roi(caplog, default_conf):
     caplog.set_level(logging.INFO)
     default_conf.update({
@@ -381,6 +391,40 @@ def test_deprecate_populate_indicators(result, default_conf):
             in str(w[-1].message)
 
 
+@pytest.mark.filterwarnings("ignore:deprecated")
+def test_missing_implements(default_conf):
+    default_location = Path(__file__).parent / "strats/broken_strats"
+    default_conf.update({'strategy': 'TestStrategyNoImplements',
+                         'strategy_path': default_location})
+    with pytest.raises(OperationalException,
+                       match=r"`populate_entry_trend` or `populate_buy_trend`.*"):
+        StrategyResolver.load_strategy(default_conf)
+
+    default_conf['strategy'] = 'TestStrategyNoImplementSell'
+
+    with pytest.raises(OperationalException,
+                       match=r"`populate_exit_trend` or `populate_sell_trend`.*"):
+        StrategyResolver.load_strategy(default_conf)
+
+    # Futures mode is more strict ...
+    default_conf['trading_mode'] = 'futures'
+
+    with pytest.raises(OperationalException,
+                       match=r"`populate_exit_trend` must be implemented.*"):
+        StrategyResolver.load_strategy(default_conf)
+
+    default_conf['strategy'] = 'TestStrategyNoImplements'
+    with pytest.raises(OperationalException,
+                       match=r"`populate_entry_trend` must be implemented.*"):
+        StrategyResolver.load_strategy(default_conf)
+
+    default_conf['strategy'] = 'TestStrategyImplementCustomSell'
+
+    with pytest.raises(OperationalException,
+                       match=r"Please migrate your implementation of `custom_sell`.*"):
+        StrategyResolver.load_strategy(default_conf)
+
+
 @pytest.mark.filterwarnings("ignore:deprecated")
 def test_call_deprecated_function(result, default_conf, caplog):
     default_location = Path(__file__).parent / "strats"