Rename sell_profit_only to exit_profit_only

This commit is contained in:
Matthias 2022-04-05 20:00:35 +02:00
parent 5c01969969
commit bba9629a2a
17 changed files with 63 additions and 46 deletions

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@ -16,7 +16,7 @@
"trailing_stop_positive_offset": 0.0051,
"trailing_only_offset_is_reached": false,
"use_sell_signal": true,
"sell_profit_only": false,
"exit_profit_only": false,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": false,
"ignore_buying_expired_candle_after": 300,

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@ -117,8 +117,8 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled). <br> *Defaults to `True`.*<br> **Datatype:** Boolean
| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
| `ignore_roi_if_buy_signal` | 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). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
| `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
@ -199,7 +199,7 @@ Values set in the configuration file always overwrite values set in the strategy
* `unfilledtimeout`
* `disable_dataframe_checks`
* `use_sell_signal`
* `sell_profit_only`
* `exit_profit_only`
* `sell_profit_offset`
* `ignore_roi_if_buy_signal`
* `ignore_buying_expired_candle_after`

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@ -91,7 +91,7 @@ For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
!!! Note
Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `sell_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `exit_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:

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@ -219,6 +219,7 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None:
_validate_order_types(conf)
_validate_unfilledtimeout(conf)
_validate_pricing_rules(conf)
_strategy_settings(conf)
def _validate_time_in_force(conf: Dict[str, Any]) -> None:
@ -312,3 +313,8 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
else:
process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj)
del conf['ask_strategy']
def _strategy_settings(conf: Dict[str, Any]) -> None:
process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')

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@ -72,12 +72,7 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
# Kept for future deprecated / moved settings
# check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
# 'experimental', 'use_sell_signal')
process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
None, 'use_sell_signal')
process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
None, 'sell_profit_only')
process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset',
None, 'sell_profit_offset')
process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
None, 'ignore_roi_if_buy_signal')
process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after',
@ -109,12 +104,15 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
'webhook', 'webhookexitfill')
# Legacy way - having them in experimental ...
process_removed_setting(config, 'experimental', 'use_sell_signal',
None, 'use_sell_signal')
process_removed_setting(config, 'experimental', 'sell_profit_only',
None, 'sell_profit_only')
process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_sell_signal')
process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'sell_profit_only')
process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
None, 'ignore_roi_if_buy_signal')
process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'use_sell_signal')
process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'sell_profit_only')
process_removed_setting(config, 'ask_strategy', 'sell_profit_offset',
None, 'sell_profit_offset')
if (config.get('edge', {}).get('enabled', False)
and 'capital_available_percentage' in config.get('edge', {})):

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@ -150,7 +150,7 @@ CONF_SCHEMA = {
'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
'trailing_only_offset_is_reached': {'type': 'boolean'},
'use_sell_signal': {'type': 'boolean'},
'sell_profit_only': {'type': 'boolean'},
'exit_profit_only': {'type': 'boolean'},
'sell_profit_offset': {'type': 'number'},
'ignore_roi_if_buy_signal': {'type': 'boolean'},
'ignore_buying_expired_candle_after': {'type': 'number'},

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@ -461,7 +461,7 @@ def generate_strategy_stats(pairlist: List[str],
'use_custom_stoploss': config.get('use_custom_stoploss', False),
'minimal_roi': config['minimal_roi'],
'use_sell_signal': config['use_sell_signal'],
'sell_profit_only': config['sell_profit_only'],
'exit_profit_only': config['exit_profit_only'],
'sell_profit_offset': config['sell_profit_offset'],
'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
**daily_stats,

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@ -86,7 +86,7 @@ class StrategyResolver(IResolver):
("startup_candle_count", None),
("unfilledtimeout", None),
("use_sell_signal", True),
("sell_profit_only", False),
("exit_profit_only", False),
("ignore_roi_if_buy_signal", False),
("sell_profit_offset", 0.0),
("disable_dataframe_checks", False),
@ -187,9 +187,13 @@ class StrategyResolver(IResolver):
if check_override(strategy, IStrategy, 'custom_sell'):
raise OperationalException(
"Please migrate your implementation of `custom_sell` to `custom_exit`.")
warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True)
else:
# TODO: Implementing one of the following methods should show a deprecation warning
# buy_trend and sell_trend, custom_sell
warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
if (
not check_override(strategy, IStrategy, 'populate_buy_trend')
and not check_override(strategy, IStrategy, 'populate_entry_trend')
@ -262,6 +266,15 @@ class StrategyResolver(IResolver):
)
def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error: False):
if hasattr(strategy, old):
errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'."
if error:
raise OperationalException(errormsg)
logger.warning(errormsg)
setattr(strategy, new, getattr(strategy, f'{old}'))
def check_override(object, parentclass, attribute):
"""
Checks if a object overrides the parent class attribute.

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@ -91,7 +91,7 @@ class IStrategy(ABC, HyperStrategyMixin):
process_only_new_candles: bool = False
use_sell_signal: bool
sell_profit_only: bool
exit_profit_only: bool
sell_profit_offset: float
ignore_roi_if_buy_signal: bool
@ -881,8 +881,8 @@ class IStrategy(ABC, HyperStrategyMixin):
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
if (self.sell_profit_only and current_profit <= self.sell_profit_offset):
# sell_profit_only and profit doesn't reach the offset - ignore sell signal
if (self.exit_profit_only and current_profit <= self.sell_profit_offset):
# exit_profit_only and profit doesn't reach the offset - ignore sell signal
pass
elif self.use_sell_signal and not enter:
if exit_:

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@ -66,7 +66,7 @@ class {{ strategy }}(IStrategy):
# These values can be overridden in the config.
use_sell_signal = True
sell_profit_only = False
exit_profit_only = False
ignore_roi_if_buy_signal = False
# Number of candles the strategy requires before producing valid signals

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@ -66,7 +66,7 @@ class SampleStrategy(IStrategy):
# These values can be overridden in the config.
use_sell_signal = True
sell_profit_only = False
exit_profit_only = False
ignore_roi_if_buy_signal = False
# Hyperoptable parameters

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@ -1152,7 +1152,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"exit_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
@ -1229,7 +1229,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys):
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"exit_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
@ -1347,7 +1347,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
"trading_mode": "futures",
"margin_mode": "isolated",
"use_sell_signal": True,
"sell_profit_only": False,
"exit_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"strategy": CURRENT_TEST_STRATEGY,
@ -1451,7 +1451,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
# Tests detail-data loading
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"exit_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})
@ -1558,7 +1558,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
start_delta, cache):
default_conf.update({
"use_sell_signal": True,
"sell_profit_only": False,
"exit_profit_only": False,
"sell_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
})

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@ -333,27 +333,27 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
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):
def test_strategy_override_use_exit_profit_only(caplog, default_conf):
caplog.set_level(logging.INFO)
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert not strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
assert not strategy.exit_profit_only
assert isinstance(strategy.exit_profit_only, bool)
# must be inserted to configuration
assert 'sell_profit_only' in default_conf
assert not default_conf['sell_profit_only']
assert 'exit_profit_only' in default_conf
assert not default_conf['exit_profit_only']
default_conf.update({
'strategy': CURRENT_TEST_STRATEGY,
'sell_profit_only': True,
'exit_profit_only': True,
})
strategy = StrategyResolver.load_strategy(default_conf)
assert strategy.sell_profit_only
assert isinstance(strategy.sell_profit_only, bool)
assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog)
assert strategy.exit_profit_only
assert isinstance(strategy.exit_profit_only, bool)
assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog)
@pytest.mark.filterwarnings("ignore:deprecated")

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@ -3637,7 +3637,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True),
])
def test_sell_profit_only(
def test_exit_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short,
fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None:
patch_RPCManager(mocker)
@ -3658,7 +3658,7 @@ def test_sell_profit_only(
)
default_conf_usdt.update({
'use_sell_signal': True,
'sell_profit_only': profit_only,
'exit_profit_only': profit_only,
'sell_profit_offset': 0.1,
})
freqtrade = FreqtradeBot(default_conf_usdt)

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