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Added short and exit_short to strategy

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This commit is contained in:
Sam Germain
2021-08-08 03:38:34 -06:00
parent 98fe3e73de
commit d4a7d2d444
24 changed files with 862 additions and 152 deletions
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43
tests/strategy/test_strategy_loading.py
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@@ -117,12 +117,18 @@ def test_strategy(result, default_conf):
df_indicators = strategy.advise_indicators(result, metadata=metadata)
assert 'adx' in df_indicators
dataframe = strategy.advise_buy(df_indicators, metadata=metadata)
dataframe = strategy.advise_enter(df_indicators, metadata=metadata, is_short=False)
assert 'buy' in dataframe.columns
dataframe = strategy.advise_sell(df_indicators, metadata=metadata)
dataframe = strategy.advise_exit(df_indicators, metadata=metadata, is_short=False)
assert 'sell' in dataframe.columns
dataframe = strategy.advise_enter(df_indicators, metadata=metadata, is_short=True)
assert 'short' in dataframe.columns
dataframe = strategy.advise_exit(df_indicators, metadata=metadata, is_short=True)
assert 'exit_short' in dataframe.columns
def test_strategy_override_minimal_roi(caplog, default_conf):
caplog.set_level(logging.INFO)
@@ -218,6 +224,7 @@ def test_strategy_override_process_only_new_candles(caplog, default_conf):
def test_strategy_override_order_types(caplog, default_conf):
caplog.set_level(logging.INFO)
# TODO-lev: Maybe change
order_types = {
'buy': 'market',
'sell': 'limit',
@@ -345,7 +352,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
strategy.advise_buy(indicators, {'pair': 'ETH/BTC'})
strategy.advise_enter(indicators, {'pair': 'ETH/BTC'}, is_short=False) # TODO-lev
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -354,7 +361,7 @@ def test_deprecate_populate_indicators(result, default_conf):
with warnings.catch_warnings(record=True) as w:
# Cause all warnings to always be triggered.
warnings.simplefilter("always")
strategy.advise_sell(indicators, {'pair': 'ETH_BTC'})
strategy.advise_exit(indicators, {'pair': 'ETH_BTC'}, is_short=False) # TODO-lev
assert len(w) == 1
assert issubclass(w[-1].category, DeprecationWarning)
assert "deprecated - check out the Sample strategy to see the current function headers!" \
@@ -374,6 +381,8 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
assert strategy._populate_fun_len == 2
assert strategy._buy_fun_len == 2
assert strategy._sell_fun_len == 2
# assert strategy._short_fun_len == 2
# assert strategy._exit_short_fun_len == 2
assert strategy.INTERFACE_VERSION == 1
assert strategy.timeframe == '5m'
assert strategy.ticker_interval == '5m'
@@ -382,14 +391,22 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = strategy.advise_buy(result, metadata=metadata)
buydf = strategy.advise_enter(result, metadata=metadata, is_short=False)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = strategy.advise_sell(result, metadata=metadata)
selldf = strategy.advise_exit(result, metadata=metadata, is_short=False)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
# shortdf = strategy.advise_enter(result, metadata=metadata, is_short=True)
# assert isinstance(shortdf, DataFrame)
# assert 'short' in shortdf.columns
# exit_shortdf = strategy.advise_exit(result, metadata=metadata, is_short=True)
# assert isinstance(exit_shortdf, DataFrame)
# assert 'exit_short' in exit_shortdf
assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog)
@@ -403,16 +420,26 @@ def test_strategy_interface_versioning(result, monkeypatch, default_conf):
assert strategy._populate_fun_len == 3
assert strategy._buy_fun_len == 3
assert strategy._sell_fun_len == 3
assert strategy._short_fun_len == 3
assert strategy._exit_short_fun_len == 3
assert strategy.INTERFACE_VERSION == 2
indicator_df = strategy.advise_indicators(result, metadata=metadata)
assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns
buydf = strategy.advise_buy(result, metadata=metadata)
buydf = strategy.advise_enter(result, metadata=metadata, is_short=False)
assert isinstance(buydf, DataFrame)
assert 'buy' in buydf.columns
selldf = strategy.advise_sell(result, metadata=metadata)
selldf = strategy.advise_exit(result, metadata=metadata, is_short=False)
assert isinstance(selldf, DataFrame)
assert 'sell' in selldf
shortdf = strategy.advise_enter(result, metadata=metadata, is_short=True)
assert isinstance(shortdf, DataFrame)
assert 'short' in shortdf.columns
exit_shortdf = strategy.advise_exit(result, metadata=metadata, is_short=True)
assert isinstance(exit_shortdf, DataFrame)
assert 'exit_short' in exit_shortdf