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update BTContainer use_sell_signal

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This commit is contained in:
Matthias 2022-04-03 19:27:30 +02:00
parent 9dfb3db1aa
commit dc462e63fe
2 changed files with 14 additions and 14 deletions
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2
tests/optimize/__init__.py
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@ -35,7 +35,7 @@ class BTContainer(NamedTuple):
trailing_only_offset_is_reached: bool = False trailing_only_offset_is_reached: bool = False
trailing_stop_positive: Optional[float] = None trailing_stop_positive: Optional[float] = None
trailing_stop_positive_offset: float = 0.0 trailing_stop_positive_offset: float = 0.0
use_sell_signal: bool = False use_exit_signal: bool = False
use_custom_stoploss: bool = False use_custom_stoploss: bool = False
custom_entry_price: Optional[float] = None custom_entry_price: Optional[float] = None
custom_exit_price: Optional[float] = None custom_exit_price: Optional[float] = None

26
tests/optimize/test_backtest_detail.py
View File

@ -22,7 +22,7 @@ tc0 = BTContainer(data=[
[3, 5010, 5010, 4980, 5010, 6172, 0, 1], [3, 5010, 5010, 4980, 5010, 6172, 0, 1],
[4, 5010, 5011, 4977, 4995, 6172, 0, 0], [4, 5010, 5011, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 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, stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
@ -408,7 +408,7 @@ tc25 = BTContainer(data=[
[3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal [3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal
[4, 5010, 5010, 4977, 4995, 6172, 0, 0], [4, 5010, 5010, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 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, stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
) )
@ -423,7 +423,7 @@ tc26 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 1], [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on [4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 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, stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
@ -439,7 +439,7 @@ tc27 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 1], [3, 5010, 5010, 4986, 5010, 6172, 0, 1],
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on [4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [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, stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0, leverage=5.0,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
@ -456,7 +456,7 @@ tc28 = BTContainer(data=[
[3, 5010, 5010, 4986, 5010, 6172, 0, 0, 0, 1], [3, 5010, 5010, 4986, 5010, 6172, 0, 0, 0, 1],
[4, 4990, 5010, 4855, 4995, 6172, 0, 0, 0, 0], # Triggers stoploss + sellsignal acted on [4, 4990, 5010, 4855, 4995, 6172, 0, 0, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]], [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, stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0, leverage=5.0,
trades=[BTrade(exit_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)]
) )
@ -471,7 +471,7 @@ tc29 = BTContainer(data=[
[3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal [3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], [4, 5010, 5010, 4855, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 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, stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
@ -485,7 +485,7 @@ tc30 = BTContainer(data=[
[3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal [3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on [4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True, stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
@ -706,7 +706,7 @@ tc44 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0], [3, 5100, 5100, 4950, 4950, 6172, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0]], [4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01,
use_sell_signal=True, use_exit_signal=True,
custom_exit_price=4552, custom_exit_price=4552,
trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)]
) )
@ -721,7 +721,7 @@ tc45 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0], [3, 5100, 5100, 4950, 4950, 6172, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0]], [4, 5000, 5100, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True, use_exit_signal=True,
custom_exit_price=6052, custom_exit_price=6052,
trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
) )
@ -736,7 +736,7 @@ tc46 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0], [3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]], [4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True, use_exit_signal=True,
custom_exit_price=4700, custom_exit_price=4700,
trades=[BTrade(exit_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)]
) )
@ -750,7 +750,7 @@ tc47 = BTContainer(data=[
[3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0], [3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0],
[4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]], [4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_sell_signal=True, use_exit_signal=True,
trades=[] trades=[]
) )
@ -808,7 +808,7 @@ TESTS = [
@pytest.mark.parametrize("data", TESTS) @pytest.mark.parametrize("data", TESTS)
def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer) -> None:
""" """
run functional tests run functional tests
""" """
@ -821,7 +821,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None:
if data.trailing_stop_positive is not None: if data.trailing_stop_positive is not None:
default_conf["trailing_stop_positive"] = data.trailing_stop_positive default_conf["trailing_stop_positive"] = data.trailing_stop_positive
default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset
default_conf["use_sell_signal"] = data.use_sell_signal default_conf["use_sell_signal"] = data.use_exit_signal
mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0) mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0)
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)