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Merge pull request #6632 from freqtrade/short_terminology

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Short terminology
This commit is contained in:
Matthias
2022-04-03 11:10:16 +02:00
committed by GitHub
parent 240ca421af d94b73b396
commit d054916439
38 changed files with 269 additions and 246 deletions
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8
tests/conftest_trades.py
View File

@@ -104,7 +104,7 @@ def mock_trade_2(fee, is_short: bool):
strategy='StrategyTestV3',
timeframe=5,
enter_tag='TEST1',
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
is_short=is_short
@@ -164,7 +164,7 @@ def mock_trade_3(fee, is_short: bool):
is_open=False,
strategy='StrategyTestV3',
timeframe=5,
sell_reason='roi',
exit_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
is_short=is_short
@@ -401,7 +401,7 @@ def short_trade(fee):
open_order_id='dry_run_exit_short_12345',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
# close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
is_short=True
@@ -490,7 +490,7 @@ def leverage_trade(fee):
open_order_id='dry_run_leverage_buy_12368',
strategy='DefaultStrategy',
timeframe=5,
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300),
close_date=datetime.now(tz=timezone.utc),
interest_rate=0.0005

4
tests/conftest_trades_usdt.py
View File

@@ -89,7 +89,7 @@ def mock_trade_usdt_2(fee):
open_order_id='dry_run_sell_12345',
strategy='StrategyTestV2',
timeframe=5,
sell_reason='sell_signal',
exit_reason='sell_signal',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2),
)
@@ -148,7 +148,7 @@ def mock_trade_usdt_3(fee):
is_open=False,
strategy='StrategyTestV2',
timeframe=5,
sell_reason='roi',
exit_reason='roi',
open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20),
close_date=datetime.now(tz=timezone.utc),
)

12
tests/edge/test_edge.py
View File

@@ -95,8 +95,8 @@ tc1 = BTContainer(data=[
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
],
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
)
# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
@@ -107,7 +107,7 @@ tc2 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
# 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
@@ -118,7 +118,7 @@ tc3 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
# 5) Stoploss and sell are hit. should sell on stoploss
@@ -129,7 +129,7 @@ tc4 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0],
],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
TESTS = [
@@ -162,7 +162,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res = results.iloc[c]
assert res.exit_type == trade.sell_reason
assert res.exit_type == trade.exit_reason
assert res.open_date == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None)

2
tests/optimize/__init__.py
View File

@@ -15,7 +15,7 @@ class BTrade(NamedTuple):
"""
Minimalistic Trade result used for functional backtesting
"""
sell_reason: ExitType
exit_reason: ExitType
open_tick: int
close_tick: int
enter_tag: Optional[str] = None

2
tests/optimize/conftest.py
View File

@@ -44,7 +44,7 @@ def hyperopt_results():
'profit_abs': [-0.2, 0.4, -0.2, 0.6],
'trade_duration': [10, 30, 10, 10],
'amount': [0.1, 0.1, 0.1, 0.1],
'sell_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
'exit_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
'open_date':
[
datetime(2019, 1, 1, 9, 15, 0),

98
tests/optimize/test_backtest_detail.py
View File

@@ -23,7 +23,7 @@ tc0 = BTContainer(data=[
[4, 5010, 5011, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 1: Stop-Loss Triggered 1% loss
@@ -37,7 +37,7 @@ tc1 = BTContainer(data=[
[4, 4977, 4995, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
)
@@ -52,7 +52,7 @@ tc2 = BTContainer(data=[
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -72,8 +72,8 @@ tc3 = BTContainer(data=[
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
[6, 4950, 4975, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)]
)
# Test 4: Minus 3% / recovery +15%
@@ -89,7 +89,7 @@ tc4 = BTContainer(data=[
[4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
@@ -103,7 +103,7 @@ tc5 = BTContainer(data=[
[4, 4962, 4987, 4962, 4972, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
@@ -117,7 +117,7 @@ tc6 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
@@ -131,7 +131,7 @@ tc7 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
@@ -145,7 +145,7 @@ tc8 = BTContainer(data=[
[3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
@@ -159,7 +159,7 @@ tc9 = BTContainer(data=[
[3, 5000, 5200, 4550, 4850, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 10: trailing_stop should raise so candle 3 causes a stoploss
@@ -175,7 +175,7 @@ tc10 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)]
)
# Test 11: trailing_stop should raise so candle 3 causes a stoploss
@@ -191,7 +191,7 @@ tc11 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle
@@ -207,7 +207,7 @@ tc12 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 13: Buy and sell ROI on same candle
@@ -220,7 +220,7 @@ tc13 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4750, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)]
)
# Test 14 - Buy and Stoploss on same candle
@@ -233,7 +233,7 @@ tc14 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
)
@@ -247,8 +247,8 @@ tc15 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1),
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1),
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)]
)
# Test 16: Buy, hold for 65 min, then forcesell using roi=-1
@@ -263,7 +263,7 @@ tc16 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
@@ -279,7 +279,7 @@ tc17 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
@@ -295,7 +295,7 @@ tc18 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@@ -310,7 +310,7 @@ tc19 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4550, 4975, 4550, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@@ -325,7 +325,7 @@ tc20 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4925, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 21: trailing_stop ROI collision.
@@ -342,7 +342,7 @@ tc21 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
# Test 22: trailing_stop Raises in candle 2 - but ROI applies at the same time.
@@ -358,7 +358,7 @@ tc22 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
@@ -375,7 +375,7 @@ tc23 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)]
)
# Test 24: trailing_stop Raises in candle 2 (does not trigger)
@@ -394,7 +394,7 @@ tc24 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -409,7 +409,7 @@ tc25 = BTContainer(data=[
[4, 5010, 5010, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 26: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@@ -424,7 +424,7 @@ tc26 = BTContainer(data=[
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 27: (copy of test26 with leverage)
@@ -441,7 +441,7 @@ tc27 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
leverage=5.0,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 28: (copy of test26 with leverage and as short)
@@ -458,7 +458,7 @@ tc28 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True,
leverage=5.0,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)]
)
# Test 29: Sell with signal sell in candle 3 (ROI at signal candle)
# Stoploss at 10% (irrelevant), ROI at 5% (will trigger)
@@ -472,7 +472,7 @@ tc29 = BTContainer(data=[
[4, 5010, 5010, 4855, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
)
# Test 30: Sell with signal sell in candle 3 (ROI at signal candle)
@@ -486,7 +486,7 @@ tc30 = BTContainer(data=[
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
)
# Test 31: trailing_stop should raise so candle 3 causes a stoploss
@@ -503,7 +503,7 @@ tc31 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
)
# Test 32: (Short of test 31) trailing_stop should raise so candle 3 causes a stoploss
@@ -521,7 +521,7 @@ tc32 = BTContainer(data=[
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03,
trades=[
BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True)
]
)
@@ -537,7 +537,7 @@ tc33 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
trailing_stop_positive=0.03,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
)
# Test 34: trailing_stop should be triggered immediately on trade open candle.
@@ -551,7 +551,7 @@ tc34 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
trailing_stop_positive=0.01,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
)
# Test 35: trailing_stop should be triggered immediately on trade open candle.
@@ -566,7 +566,7 @@ tc35 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
)
# Test 36: trailing_stop should be triggered immediately on trade open candle.
@@ -581,7 +581,7 @@ tc36 = BTContainer(data=[
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
)
# Test 37: trailing_stop should be triggered immediately on trade open candle.
@@ -597,7 +597,7 @@ tc37 = BTContainer(data=[
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(
sell_reason=ExitType.TRAILING_STOP_LOSS,
exit_reason=ExitType.TRAILING_STOP_LOSS,
open_tick=1,
close_tick=1,
enter_tag='buy_signal_01'
@@ -617,7 +617,7 @@ tc38 = BTContainer(data=[
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(
sell_reason=ExitType.TRAILING_STOP_LOSS,
exit_reason=ExitType.TRAILING_STOP_LOSS,
open_tick=1,
close_tick=1,
enter_tag='short_signal_01',
@@ -647,7 +647,7 @@ tc40 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
custom_entry_price=7200, trades=[
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)
])
# Test 41: Custom-entry-price above all candles should have rate adjusted to "entry candle high"
@@ -661,7 +661,7 @@ tc41 = BTContainer(data=[
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01,
custom_entry_price=4000,
trades=[
BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True)
]
)
@@ -678,7 +678,7 @@ tc42 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
custom_entry_price=4952,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
)
# Test 43: Custom-entry-price around candle low
@@ -693,7 +693,7 @@ tc43 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
custom_entry_price=4952,
trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)]
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)]
)
# Test 44: Custom exit price below all candles
@@ -708,7 +708,7 @@ tc44 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01,
use_sell_signal=True,
custom_exit_price=4552,
trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
)
# Test 45: Custom exit price above all candles
@@ -723,7 +723,7 @@ tc45 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
custom_exit_price=6052,
trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
)
# Test 46: (Short of tc45) Custom short exit price above below candles
@@ -738,7 +738,7 @@ tc46 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True,
custom_exit_price=4700,
trades=[BTrade(sell_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
)
# Test 47: Colliding long and short signal
@@ -861,7 +861,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
for c, trade in enumerate(data.trades):
res: BTrade = results.iloc[c]
assert res.sell_reason == trade.sell_reason.value
assert res.exit_reason == trade.exit_reason.value
assert res.enter_tag == trade.enter_tag
assert res.open_date == _get_frame_time_from_offset(trade.open_tick)
assert res.close_date == _get_frame_time_from_offset(trade.close_tick)

20
tests/optimize/test_backtesting.py
View File

@@ -713,7 +713,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
# No data available.
res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None
assert res.sell_reason == ExitType.ROI.value
assert res.exit_reason == ExitType.ROI.value
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
# Enter new trade
@@ -732,7 +732,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None
assert res.sell_reason == ExitType.ROI.value
assert res.exit_reason == ExitType.ROI.value
# Sell at minute 3 (not available above!)
assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
sell_order = res.select_order('sell', True)
@@ -781,7 +781,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'trade_duration': [235, 40],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'sell_reason': [ExitType.ROI.value, ExitType.ROI.value],
'exit_reason': [ExitType.ROI.value, ExitType.ROI.value],
'initial_stop_loss_abs': [0.0940005, 0.09272236],
'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236],
@@ -1178,7 +1178,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
text_table_bt_results=text_table_mock,
text_table_strategy=strattable_mock,
generate_pair_metrics=MagicMock(),
generate_sell_reason_stats=sell_reason_mock,
generate_exit_reason_stats=sell_reason_mock,
generate_strategy_comparison=strat_summary,
generate_daily_stats=MagicMock(),
)
@@ -1249,7 +1249,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'close_rate': [0.104969, 0.103541],
"is_short": [False, False],
'sell_reason': [ExitType.ROI, ExitType.ROI]
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1],
@@ -1267,7 +1267,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
"is_short": [False, False, False],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[
{
@@ -1367,7 +1367,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [ExitType.ROI, ExitType.ROI]
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'],
'profit_ratio': [0.03, 0.01, 0.1],
@@ -1385,7 +1385,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
'stake_amount': [0.01, 0.01, 0.01],
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[
{
@@ -1470,7 +1470,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541],
'sell_reason': [ExitType.ROI, ExitType.ROI]
'exit_reason': [ExitType.ROI, ExitType.ROI]
})
result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1],
@@ -1488,7 +1488,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'stake_amount': [0.01, 0.01, 0.01],
'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
})
backtestmock = MagicMock(side_effect=[
{

2
tests/optimize/test_backtesting_adjust_position.py
View File

@@ -60,7 +60,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) ->
'trade_duration': [200, 40],
'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0],
'sell_reason': [ExitType.ROI.value, ExitType.ROI.value],
'exit_reason': [ExitType.ROI.value, ExitType.ROI.value],
'initial_stop_loss_abs': [0.0940005, 0.09272236],
'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236],

4
tests/optimize/test_hyperopt.py
View File

@@ -357,7 +357,7 @@ def test_hyperopt_format_results(hyperopt):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
}),
'config': hyperopt.config,
@@ -428,7 +428,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
}),
'config': hyperopt_conf,

27
tests/optimize/test_optimize_reports.py
View File

@@ -15,9 +15,8 @@ from freqtrade.edge import PairInfo
from freqtrade.enums import ExitType
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
generate_daily_stats, generate_edge_table,
generate_pair_metrics,
generate_exit_reason_stats, generate_pair_metrics,
generate_periodic_breakdown_stats,
generate_sell_reason_stats,
generate_strategy_comparison,
generate_trading_stats, show_sorted_pairlist,
store_backtest_stats, text_table_bt_results,
@@ -77,7 +76,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.STOP_LOSS,
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
}),
'config': default_conf,
@@ -129,7 +128,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True],
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"sell_reason": [ExitType.ROI, ExitType.ROI,
"exit_reason": [ExitType.ROI, ExitType.ROI,
ExitType.STOP_LOSS, ExitType.FORCE_SELL]
}),
'config': default_conf,
@@ -265,7 +264,7 @@ def test_generate_trading_stats(testdatadir):
assert res['losses'] == 0
def test_text_table_sell_reason():
def test_text_table_exit_reason():
results = pd.DataFrame(
{
@@ -276,7 +275,7 @@ def test_text_table_sell_reason():
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
}
)
@@ -291,9 +290,9 @@ def test_text_table_sell_reason():
' -0.2 | -5 |'
)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
results=results)
assert text_table_exit_reason(sell_reason_stats=sell_reason_stats,
assert text_table_exit_reason(exit_reason_stats=exit_reason_stats,
stake_currency='BTC') == result_str
@@ -308,23 +307,23 @@ def test_generate_sell_reason_stats():
'wins': [2, 0, 0],
'draws': [0, 0, 0],
'losses': [0, 0, 1],
'sell_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
'exit_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
}
)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=2,
results=results)
roi_result = sell_reason_stats[0]
assert roi_result['sell_reason'] == 'roi'
roi_result = exit_reason_stats[0]
assert roi_result['exit_reason'] == 'roi'
assert roi_result['trades'] == 2
assert pytest.approx(roi_result['profit_mean']) == 0.15
assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
assert pytest.approx(roi_result['profit_mean']) == 0.15
assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2)
stop_result = sell_reason_stats[1]
stop_result = exit_reason_stats[1]
assert stop_result['sell_reason'] == 'stop_loss'
assert stop_result['exit_reason'] == 'stop_loss'
assert stop_result['trades'] == 1
assert pytest.approx(stop_result['profit_mean']) == -0.1
assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)

2
tests/plugins/test_protections.py
View File

@@ -32,7 +32,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool,
trade.recalc_open_trade_value()
if not is_open:
trade.close(open_rate * profit_rate)
trade.sell_reason = sell_reason
trade.exit_reason = sell_reason
return trade

28
tests/rpc/test_rpc.py
View File

@@ -66,6 +66,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_trade_value': 0.0010025,
'close_rate_requested': ANY,
'sell_reason': ANY,
'exit_reason': ANY,
'sell_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
@@ -148,6 +149,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None:
'open_trade_value': ANY,
'close_rate_requested': ANY,
'sell_reason': ANY,
'exit_reason': ANY,
'sell_order_status': ANY,
'min_rate': ANY,
'max_rate': ANY,
@@ -1008,7 +1010,7 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee):
assert prec_satoshi(res[0]['profit_pct'], 0.5)
def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee,
limit_sell_order, mocker) -> None:
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
@@ -1037,23 +1039,23 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f
trade.close_date = datetime.utcnow()
trade.is_open = False
res = rpc._rpc_sell_reason_performance(None)
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 1
assert res[0]['sell_reason'] == 'Other'
assert res[0]['exit_reason'] == 'Other'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.sell_reason = "TEST1"
res = rpc._rpc_sell_reason_performance(None)
trade.exit_reason = "TEST1"
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 1
assert res[0]['sell_reason'] == 'TEST1'
assert res[0]['exit_reason'] == 'TEST1'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 6.2)
def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee):
mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock())
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1064,21 +1066,21 @@ def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee):
create_mock_trades(fee)
rpc = RPC(freqtradebot)
res = rpc._rpc_sell_reason_performance(None)
res = rpc._rpc_exit_reason_performance(None)
assert len(res) == 2
assert res[0]['sell_reason'] == 'sell_signal'
assert res[0]['exit_reason'] == 'sell_signal'
assert res[0]['count'] == 1
assert prec_satoshi(res[0]['profit_pct'], 0.5)
assert res[1]['sell_reason'] == 'roi'
assert res[1]['exit_reason'] == 'roi'
assert res[1]['count'] == 1
assert prec_satoshi(res[1]['profit_pct'], 1.0)
# Test for a specific pair
res = rpc._rpc_sell_reason_performance('ETC/BTC')
res = rpc._rpc_exit_reason_performance('ETC/BTC')
assert len(res) == 1
assert res[0]['count'] == 1
assert res[0]['sell_reason'] == 'sell_signal'
assert res[0]['exit_reason'] == 'sell_signal'
assert prec_satoshi(res[0]['profit_pct'], 0.5)
@@ -1119,7 +1121,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee,
assert prec_satoshi(res[0]['profit_pct'], 6.2)
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
trade.exit_reason = "TESTSELL"
res = rpc._rpc_mix_tag_performance(None)
assert len(res) == 1

6
tests/rpc/test_rpc_apiserver.py
View File

@@ -822,14 +822,14 @@ def test_api_stats(botclient, mocker, ticker, fee, markets, is_short):
rc = client_get(client, f"{BASE_URI}/stats")
assert_response(rc, 200)
assert 'durations' in rc.json()
assert 'sell_reasons' in rc.json()
assert 'exit_reasons' in rc.json()
create_mock_trades(fee, is_short=is_short)
rc = client_get(client, f"{BASE_URI}/stats")
assert_response(rc, 200)
assert 'durations' in rc.json()
assert 'sell_reasons' in rc.json()
assert 'exit_reasons' in rc.json()
assert 'wins' in rc.json()['durations']
assert 'losses' in rc.json()['durations']
@@ -962,6 +962,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short,
'open_rate_requested': ANY,
'open_trade_value': open_trade_value,
'sell_reason': None,
'exit_reason': None,
'sell_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,
@@ -1162,6 +1163,7 @@ def test_api_forceentry(botclient, mocker, fee, endpoint):
'open_rate_requested': None,
'open_trade_value': 0.24605460,
'sell_reason': None,
'exit_reason': None,
'sell_order_status': None,
'strategy': CURRENT_TEST_STRATEGY,
'buy_tag': None,

51
tests/rpc/test_rpc_telegram.py
View File

@@ -97,7 +97,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
"['balance'], ['start'], ['stop'], "
"['forcesell', 'forceexit'], ['forcebuy', 'forcelong'], ['forceshort'], "
"['trades'], ['delete'], ['performance'], "
"['buys', 'entries'], ['sells'], ['mix_tags'], "
"['buys', 'entries'], ['sells', 'exits'], ['mix_tags'], "
"['stats'], ['daily'], ['weekly'], ['monthly'], "
"['count'], ['locks'], ['unlock', 'delete_locks'], "
"['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
@@ -837,7 +837,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee,
telegram._stats(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert 'Sell Reason' in msg_mock.call_args_list[-1][0][0]
assert 'Exit Reason' in msg_mock.call_args_list[-1][0][0]
assert 'ROI' in msg_mock.call_args_list[-1][0][0]
assert 'Avg. Duration' in msg_mock.call_args_list[-1][0][0]
msg_mock.reset_mock()
@@ -1060,6 +1060,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'exit_reason': ExitType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -1128,6 +1129,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'exit_reason': ExitType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -1186,6 +1188,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'exit_reason': ExitType.FORCE_SELL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -1334,8 +1337,8 @@ def test_telegram_performance_handle(default_conf, update, ticker, fee,
assert '<code>ETH/BTC\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
def test_telegram_entry_tag_performance_handle(
default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
fetch_ticker=ticker,
@@ -1363,7 +1366,7 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
context = MagicMock()
telegram._enter_tag_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Buy Tag Performance' in msg_mock.call_args_list[0][0][0]
assert 'Entry Tag Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>TESTBUY\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
context.args = [trade.pair]
@@ -1379,7 +1382,7 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee,
assert "Error" in msg_mock.call_args_list[0][0][0]
def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, fee,
def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, fee,
limit_buy_order, limit_sell_order, mocker) -> None:
mocker.patch.multiple(
'freqtrade.exchange.Exchange',
@@ -1393,7 +1396,7 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
freqtradebot.enter_positions()
trade = Trade.query.first()
assert trade
trade.sell_reason = 'TESTSELL'
trade.exit_reason = 'TESTSELL'
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
trade.update_trade(oobj)
@@ -1405,19 +1408,19 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f
trade.close_date = datetime.utcnow()
trade.is_open = False
context = MagicMock()
telegram._sell_reason_performance(update=update, context=context)
telegram._exit_reason_performance(update=update, context=context)
assert msg_mock.call_count == 1
assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0]
assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0]
assert '<code>TESTSELL\t0.00006217 BTC (6.20%) (1)</code>' in msg_mock.call_args_list[0][0][0]
context.args = [trade.pair]
telegram._sell_reason_performance(update=update, context=context)
telegram._exit_reason_performance(update=update, context=context)
assert msg_mock.call_count == 2
msg_mock.reset_mock()
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_sell_reason_performance',
mocker.patch('freqtrade.rpc.rpc.RPC._rpc_exit_reason_performance',
side_effect=RPCException('Error'))
telegram._sell_reason_performance(update=update, context=MagicMock())
telegram._exit_reason_performance(update=update, context=MagicMock())
assert msg_mock.call_count == 1
assert "Error" in msg_mock.call_args_list[0][0][0]
@@ -1439,7 +1442,7 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee,
assert trade
trade.enter_tag = "TESTBUY"
trade.sell_reason = "TESTSELL"
trade.exit_reason = "TESTSELL"
# Simulate fulfilled LIMIT_BUY order for trade
oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy')
@@ -1932,7 +1935,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': 'buy_signal1',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-1),
'close_date': arrow.utcnow(),
})
@@ -1966,7 +1969,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': 'buy_signal1',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
@@ -2045,7 +2048,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
'profit_ratio': -0.57405275,
'stake_currency': 'ETH',
'enter_tag': enter_signal,
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(),
})
@@ -2169,7 +2172,7 @@ def test_send_msg_sell_notification_no_fiat(
'stake_currency': 'ETH',
'fiat_currency': 'USD',
'enter_tag': enter_signal,
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
'close_date': arrow.utcnow(),
})
@@ -2191,13 +2194,13 @@ def test_send_msg_sell_notification_no_fiat(
@pytest.mark.parametrize('msg,expected', [
({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"),
({'profit_percent': 20.1, 'exit_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 5.1, 'exit_reason': 'roi'}, "\N{ROCKET}"),
({'profit_percent': 2.56, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 1.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': 0.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"),
({'profit_percent': -5.0, 'exit_reason': 'stop_loss'}, "\N{WARNING SIGN}"),
({'profit_percent': -2.0, 'exit_reason': 'sell_signal'}, "\N{CROSS MARK}"),
])
def test__sell_emoji(default_conf, mocker, msg, expected):
del default_conf['fiat_display_currency']

27
tests/test_freqtradebot.py
View File

@@ -236,6 +236,8 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
assert freqtrade.handle_trade(trade) is not ignore_strat_sl
if not ignore_strat_sl:
assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
assert trade.exit_reason == ExitType.STOP_LOSS.value
# Test compatibility ...
assert trade.sell_reason == ExitType.STOP_LOSS.value
@@ -1208,7 +1210,7 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_
assert freqtrade.handle_stoploss_on_exchange(trade) is False
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == str(ExitType.EMERGENCY_SELL)
assert trade.exit_reason == str(ExitType.EMERGENCY_SELL)
@pytest.mark.parametrize("is_short", [False, True])
@@ -1291,7 +1293,7 @@ def test_create_stoploss_order_invalid_order(
caplog.clear()
freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None
assert trade.sell_reason == ExitType.EMERGENCY_SELL.value
assert trade.exit_reason == ExitType.EMERGENCY_SELL.value
assert log_has("Unable to place a stoploss order on exchange. ", caplog)
assert log_has("Exiting the trade forcefully", caplog)
@@ -2150,7 +2152,7 @@ def test_handle_trade(
assert trade.close_profit == close_profit
assert trade.calc_profit() == 5.685
assert trade.close_date is not None
assert trade.sell_reason == 'sell_signal1'
assert trade.exit_reason == 'sell_signal1'
@pytest.mark.parametrize("is_short", [False, True])
@@ -2985,7 +2987,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
fee_close=fee.return_value,
close_rate=0.555,
close_date=arrow.utcnow().datetime,
sell_reason="sell_reason_whatever",
exit_reason="sell_reason_whatever",
)
order = {'remaining': 1,
'amount': 1,
@@ -2995,7 +2997,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None:
assert cancel_order_mock.call_count == 1
assert send_msg_mock.call_count == 1
assert trade.close_rate is None
assert trade.sell_reason is None
assert trade.exit_reason is None
send_msg_mock.reset_mock()
@@ -3107,6 +3109,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3166,6 +3169,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3246,6 +3250,7 @@ def test_execute_trade_exit_custom_exit_price(
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.SELL_SIGNAL.value,
'exit_reason': ExitType.SELL_SIGNAL.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3313,6 +3318,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.STOP_LOSS.value,
'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3479,7 +3485,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(
freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None
assert trade.is_open is False
assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 3
if is_short:
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.SHORT
@@ -3576,6 +3582,7 @@ def test_execute_trade_exit_market_order(
'stake_currency': 'USDT',
'fiat_currency': 'USD',
'sell_reason': ExitType.ROI.value,
'exit_reason': ExitType.ROI.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@@ -3843,7 +3850,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op
else:
patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == ExitType.ROI.value
assert trade.exit_reason == ExitType.ROI.value
@pytest.mark.parametrize("is_short,val1,val2", [
@@ -3905,7 +3912,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
f"stoploss is {(2.0 * val1 * stop_multi):6f}, "
f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000",
caplog)
assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
@@ -4011,7 +4018,7 @@ def test_trailing_stop_loss_positive(
f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, "
f"trade opened at {2.2 if is_short else 2.0}00000",
caplog)
assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value
assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize("is_short", [False, True])
@@ -4057,7 +4064,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_
# Test if entry-signal is absent
patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == ExitType.ROI.value
assert trade.exit_reason == ExitType.ROI.value
def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,

6
tests/test_integration.py
View File

@@ -115,15 +115,15 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
assert wallets_mock.call_count == 4
trade = trades[0]
assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert not trade.is_open
trade = trades[1]
assert not trade.sell_reason
assert not trade.exit_reason
assert trade.is_open
trade = trades[2]
assert trade.sell_reason == ExitType.SELL_SIGNAL.value
assert trade.exit_reason == ExitType.SELL_SIGNAL.value
assert not trade.is_open

6
tests/test_persistence.py
View File

@@ -1255,7 +1255,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog):
assert trade.min_rate is None
assert trade.stop_loss == 0.0
assert trade.initial_stop_loss == 0.0
assert trade.sell_reason is None
assert trade.exit_reason is None
assert trade.strategy is None
assert trade.timeframe == '5m'
assert trade.stoploss_order_id == 'stop_order_id222'
@@ -1590,6 +1590,7 @@ def test_to_json(fee):
'profit_pct': None,
'profit_abs': None,
'sell_reason': None,
'exit_reason': None,
'sell_order_status': None,
'stop_loss_abs': None,
'stop_loss_ratio': None,
@@ -1676,6 +1677,7 @@ def test_to_json(fee):
'open_rate_requested': None,
'open_trade_value': 12.33075,
'sell_reason': None,
'exit_reason': None,
'sell_order_status': None,
'strategy': None,
'buy_tag': 'buys_signal_001',
@@ -2195,7 +2197,7 @@ def test_Trade_object_idem():
'get_open_trades_without_assigned_fees',
'get_open_order_trades',
'get_trades',
'get_sell_reason_performance',
'get_exit_reason_performance',
'get_enter_tag_performance',
'get_mix_tag_performance',

2
tests/testdata/backtest-result_multistrat.json vendored
View File

File diff suppressed because one or more lines are too long

2
tests/testdata/backtest-result_new.json vendored
View File

File diff suppressed because one or more lines are too long