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Should_exit should return all sell signals

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Matthias
2022-05-22 10:15:58 +02:00
parent 1315d02437
commit bdb904e714
3 changed files with 26 additions and 19 deletions
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16
freqtrade/strategy/interface.py
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@@ -878,16 +878,16 @@ class IStrategy(ABC, HyperStrategyMixin):
def should_exit(self, trade: Trade, rate: float, current_time: datetime, *,
enter: bool, exit_: bool,
low: float = None, high: float = None,
force_stoploss: float = 0) -> ExitCheckTuple:
force_stoploss: float = 0) -> List[ExitCheckTuple]:
"""
This function evaluates if one of the conditions required to trigger an exit order
has been reached, which can either be a stop-loss, ROI or exit-signal.
:param low: Only used during backtesting to simulate (long)stoploss/(short)ROI
:param high: Only used during backtesting, to simulate (short)stoploss/(long)ROI
:param force_stoploss: Externally provided stoploss
:return: True if trade should be exited, False otherwise
:return: List of exit reasons - or empty list.
"""
exits: List[ExitCheckTuple] = []
current_rate = rate
current_profit = trade.calc_profit_ratio(current_rate)
@@ -938,7 +938,7 @@ class IStrategy(ABC, HyperStrategyMixin):
logger.debug(f"{trade.pair} - Sell signal received. "
f"exit_type=ExitType.{exit_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else ""))
return ExitCheckTuple(exit_type=exit_signal, exit_reason=custom_reason)
exits.append(ExitCheckTuple(exit_type=exit_signal, exit_reason=custom_reason))
# Sequence:
# Exit-signal
@@ -946,16 +946,14 @@ class IStrategy(ABC, HyperStrategyMixin):
# Stoploss
if roi_reached and stoplossflag.exit_type != ExitType.STOP_LOSS:
logger.debug(f"{trade.pair} - Required profit reached. exit_type=ExitType.ROI")
return ExitCheckTuple(exit_type=ExitType.ROI)
exits.append(ExitCheckTuple(exit_type=ExitType.ROI))
if stoplossflag.exit_flag:
logger.debug(f"{trade.pair} - Stoploss hit. exit_type={stoplossflag.exit_type}")
return stoplossflag
exits.append(stoplossflag)
# This one is noisy, commented out...
# logger.debug(f"{trade.pair} - No exit signal.")
return ExitCheckTuple(exit_type=ExitType.NONE)
return exits
def stop_loss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,