Update SellType to ExitType
This commit is contained in:
@@ -13,7 +13,7 @@ from pandas import DataFrame
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
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from freqtrade.data.history import get_timerange, load_data, refresh_data
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from freqtrade.enums import RunMode, SellType
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from freqtrade.enums import RunMode, ExitType
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from freqtrade.enums.candletype import CandleType
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from freqtrade.exceptions import OperationalException
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from freqtrade.exchange.exchange import timeframe_to_seconds
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@@ -461,7 +461,7 @@ class Edge:
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if stop_index <= sell_index:
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exit_index = open_trade_index + stop_index
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exit_type = SellType.STOP_LOSS
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exit_type = ExitType.STOP_LOSS
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exit_price = stop_price
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elif stop_index > sell_index:
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# If exit is SELL then we exit at the next candle
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@@ -471,7 +471,7 @@ class Edge:
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if len(ohlc_columns) - 1 < exit_index:
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break
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exit_type = SellType.SELL_SIGNAL
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exit_type = ExitType.SELL_SIGNAL
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exit_price = ohlc_columns[exit_index, 0]
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trade = {'pair': pair,
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@@ -2,11 +2,11 @@
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from freqtrade.enums.backteststate import BacktestState
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from freqtrade.enums.candletype import CandleType
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from freqtrade.enums.exitchecktuple import ExitCheckTuple
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from freqtrade.enums.exittype import ExitType
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from freqtrade.enums.marginmode import MarginMode
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from freqtrade.enums.ordertypevalue import OrderTypeValues
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from freqtrade.enums.rpcmessagetype import RPCMessageType
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from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
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from freqtrade.enums.selltype import SellType
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from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType
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from freqtrade.enums.state import State
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from freqtrade.enums.tradingmode import TradingMode
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@@ -1,17 +1,17 @@
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from freqtrade.enums.selltype import SellType
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from freqtrade.enums.exittype import ExitType
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class ExitCheckTuple:
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"""
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NamedTuple for Exit type + reason
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"""
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exit_type: SellType
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exit_type: ExitType
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exit_reason: str = ''
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def __init__(self, exit_type: SellType, exit_reason: str = ''):
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def __init__(self, exit_type: ExitType, exit_reason: str = ''):
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self.exit_type = exit_type
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self.exit_reason = exit_reason or exit_type.value
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@property
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def exit_flag(self):
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return self.exit_type != SellType.NONE
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return self.exit_type != ExitType.NONE
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@@ -1,7 +1,7 @@
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from enum import Enum
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class SellType(Enum):
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class ExitType(Enum):
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"""
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Enum to distinguish between sell reasons
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"""
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@@ -16,7 +16,7 @@ from freqtrade.configuration import validate_config_consistency
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from freqtrade.data.converter import order_book_to_dataframe
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.edge import Edge
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from freqtrade.enums import (ExitCheckTuple, RPCMessageType, RunMode, SellType, SignalDirection,
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from freqtrade.enums import (ExitCheckTuple, RPCMessageType, RunMode, ExitType, SignalDirection,
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State, TradingMode)
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from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
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InvalidOrderException, PricingError)
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@@ -978,7 +978,7 @@ class FreqtradeBot(LoggingMixin):
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logger.error(f'Unable to place a stoploss order on exchange. {e}')
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logger.warning('Exiting the trade forcefully')
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self.execute_trade_exit(trade, trade.stop_loss, exit_check=ExitCheckTuple(
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exit_type=SellType.EMERGENCY_SELL))
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exit_type=ExitType.EMERGENCY_SELL))
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except ExchangeError:
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trade.stoploss_order_id = None
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@@ -1009,7 +1009,7 @@ class FreqtradeBot(LoggingMixin):
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# We check if stoploss order is fulfilled
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if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
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trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
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trade.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
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self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
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stoploss_order=True)
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# Lock pair for one candle to prevent immediate rebuys
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@@ -1159,7 +1159,7 @@ class FreqtradeBot(LoggingMixin):
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try:
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self.execute_trade_exit(
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trade, order.get('price'),
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exit_check=ExitCheckTuple(exit_type=SellType.EMERGENCY_SELL))
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exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_SELL))
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except DependencyException as exception:
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logger.warning(
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f'Unable to emergency sell trade {trade.pair}: {exception}')
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@@ -1353,7 +1353,7 @@ class FreqtradeBot(LoggingMixin):
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open_date=trade.open_date,
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)
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exit_type = 'exit'
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if exit_check.exit_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
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if exit_check.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
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exit_type = 'stoploss'
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# if stoploss is on exchange and we are on dry_run mode,
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@@ -1377,7 +1377,7 @@ class FreqtradeBot(LoggingMixin):
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trade = self.cancel_stoploss_on_exchange(trade)
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order_type = ordertype or self.strategy.order_types[exit_type]
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if exit_check.exit_type == SellType.EMERGENCY_SELL:
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if exit_check.exit_type == ExitType.EMERGENCY_SELL:
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# Emergency sells (default to market!)
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order_type = self.strategy.order_types.get("emergencyexit", "market")
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@@ -19,7 +19,7 @@ from freqtrade.data import history
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from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
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from freqtrade.data.converter import trim_dataframe, trim_dataframes
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, MarginMode, SellType,
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from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, MarginMode, ExitType,
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TradingMode)
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
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@@ -359,9 +359,9 @@ class Backtesting:
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Get close rate for backtesting result
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"""
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# Special handling if high or low hit STOP_LOSS or ROI
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if sell.exit_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
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if sell.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
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return self._get_close_rate_for_stoploss(sell_row, trade, sell, trade_dur)
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elif sell.exit_type == (SellType.ROI):
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elif sell.exit_type == (ExitType.ROI):
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return self._get_close_rate_for_roi(sell_row, trade, sell, trade_dur)
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else:
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return sell_row[OPEN_IDX]
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@@ -384,7 +384,7 @@ class Backtesting:
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# Special case: trailing triggers within same candle as trade opened. Assume most
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# pessimistic price movement, which is moving just enough to arm stoploss and
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# immediately going down to stop price.
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if sell.exit_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
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if sell.exit_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
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if (
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not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
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and self.strategy.trailing_only_offset_is_reached
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@@ -533,7 +533,7 @@ class Backtesting:
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# call the custom exit price,with default value as previous closerate
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current_profit = trade.calc_profit_ratio(closerate)
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order_type = self.strategy.order_types['exit']
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if sell.exit_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
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if sell.exit_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL):
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# Custom exit pricing only for sell-signals
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if order_type == 'limit':
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closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
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@@ -814,7 +814,7 @@ class Backtesting:
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sell_row = data[pair][-1]
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trade.close_date = sell_row[DATE_IDX].to_pydatetime()
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trade.sell_reason = SellType.FORCE_SELL.value
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trade.sell_reason = ExitType.FORCE_SELL.value
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trade.close(sell_row[OPEN_IDX], show_msg=False)
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LocalTrade.close_bt_trade(trade)
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# Deepcopy object to have wallets update correctly
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@@ -14,7 +14,7 @@ from sqlalchemy.pool import StaticPool
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from sqlalchemy.sql.schema import UniqueConstraint
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from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
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from freqtrade.enums import SellType, TradingMode
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from freqtrade.enums import ExitType, TradingMode
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.leverage import interest
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from freqtrade.persistence.migrations import check_migrate
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@@ -625,7 +625,7 @@ class LocalTrade():
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elif order.ft_order_side == 'stoploss':
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self.stoploss_order_id = None
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self.close_rate_requested = self.stop_loss
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self.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value
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self.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
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if self.is_open:
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logger.info(f'{order.order_type.upper()} is hit for {self}.')
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self.close(order.safe_price)
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@@ -3,7 +3,7 @@ import logging
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from datetime import datetime, timedelta
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from typing import Any, Dict
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from freqtrade.enums import SellType
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from freqtrade.enums import ExitType
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from freqtrade.persistence import Trade
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from freqtrade.plugins.protections import IProtection, ProtectionReturn
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@@ -44,8 +44,8 @@ class StoplossGuard(IProtection):
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# filters = [
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# Trade.is_open.is_(False),
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# Trade.close_date > look_back_until,
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# or_(Trade.sell_reason == SellType.STOP_LOSS.value,
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# and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value,
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# or_(Trade.sell_reason == ExitType.STOP_LOSS.value,
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# and_(Trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value,
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# Trade.close_profit < 0))
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# ]
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# if pair:
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@@ -54,8 +54,8 @@ class StoplossGuard(IProtection):
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trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
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trades = [trade for trade in trades1 if (str(trade.sell_reason) in (
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SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value,
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SellType.STOPLOSS_ON_EXCHANGE.value)
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ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
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ExitType.STOPLOSS_ON_EXCHANGE.value)
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and trade.close_profit and trade.close_profit < 0)]
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if len(trades) < self._trade_limit:
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@@ -18,7 +18,7 @@ from freqtrade import __version__
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from freqtrade.configuration.timerange import TimeRange
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from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
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from freqtrade.data.history import load_data
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from freqtrade.enums import SellType, SignalDirection, State, TradingMode
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from freqtrade.enums import ExitType, SignalDirection, State, TradingMode
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from freqtrade.exceptions import ExchangeError, PricingError
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
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from freqtrade.loggers import bufferHandler
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@@ -707,7 +707,7 @@ class RPC:
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# Get current rate and execute sell
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current_rate = self._freqtrade.exchange.get_rate(
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trade.pair, refresh=False, side=trade.exit_side)
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exit_check = ExitCheckTuple(exit_type=SellType.FORCE_SELL)
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exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_SELL)
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order_type = ordertype or self._freqtrade.strategy.order_types.get(
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"forceexit", self._freqtrade.strategy.order_types["exit"])
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@@ -13,7 +13,7 @@ from pandas import DataFrame
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from freqtrade.constants import ListPairsWithTimeframes
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.enums import (CandleType, ExitCheckTuple, SellType, SignalDirection, SignalTagType,
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from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
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SignalType, TradingMode)
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from freqtrade.exceptions import OperationalException, StrategyError
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from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
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@@ -861,7 +861,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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and self.min_roi_reached(trade=trade, current_profit=current_profit,
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current_time=current_time))
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sell_signal = SellType.NONE
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sell_signal = ExitType.NONE
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custom_reason = ''
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# use provided rate in backtesting, not high/low.
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current_rate = rate
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@@ -872,14 +872,14 @@ class IStrategy(ABC, HyperStrategyMixin):
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pass
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elif self.use_sell_signal and not enter:
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if exit_:
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sell_signal = SellType.SELL_SIGNAL
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sell_signal = ExitType.SELL_SIGNAL
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else:
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trade_type = "exit_short" if trade.is_short else "sell"
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custom_reason = strategy_safe_wrapper(self.custom_exit, default_retval=False)(
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pair=trade.pair, trade=trade, current_time=current_time,
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current_rate=current_rate, current_profit=current_profit)
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if custom_reason:
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sell_signal = SellType.CUSTOM_SELL
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sell_signal = ExitType.CUSTOM_SELL
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if isinstance(custom_reason, str):
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if len(custom_reason) > CUSTOM_EXIT_MAX_LENGTH:
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logger.warning(f'Custom {trade_type} reason returned from '
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@@ -888,9 +888,9 @@ class IStrategy(ABC, HyperStrategyMixin):
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custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH]
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else:
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custom_reason = None
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if sell_signal in (SellType.CUSTOM_SELL, SellType.SELL_SIGNAL):
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if sell_signal in (ExitType.CUSTOM_SELL, ExitType.SELL_SIGNAL):
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logger.debug(f"{trade.pair} - Sell signal received. "
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f"sell_type=SellType.{sell_signal.name}" +
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f"sell_type=ExitType.{sell_signal.name}" +
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(f", custom_reason={custom_reason}" if custom_reason else ""))
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return ExitCheckTuple(exit_type=sell_signal, exit_reason=custom_reason)
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@@ -898,9 +898,9 @@ class IStrategy(ABC, HyperStrategyMixin):
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# Exit-signal
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# ROI (if not stoploss)
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# Stoploss
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if roi_reached and stoplossflag.exit_type != SellType.STOP_LOSS:
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logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
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return ExitCheckTuple(exit_type=SellType.ROI)
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if roi_reached and stoplossflag.exit_type != ExitType.STOP_LOSS:
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logger.debug(f"{trade.pair} - Required profit reached. sell_type=ExitType.ROI")
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return ExitCheckTuple(exit_type=ExitType.ROI)
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if stoplossflag.exit_flag:
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@@ -909,7 +909,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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# This one is noisy, commented out...
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# logger.debug(f"{trade.pair} - No exit signal.")
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return ExitCheckTuple(exit_type=SellType.NONE)
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return ExitCheckTuple(exit_type=ExitType.NONE)
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def stop_loss_reached(self, current_rate: float, trade: Trade,
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current_time: datetime, current_profit: float,
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@@ -973,11 +973,11 @@ class IStrategy(ABC, HyperStrategyMixin):
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if ((sl_higher_long or sl_lower_short) and
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(not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
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sell_type = SellType.STOP_LOSS
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sell_type = ExitType.STOP_LOSS
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# If initial stoploss is not the same as current one then it is trailing.
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if trade.initial_stop_loss != trade.stop_loss:
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sell_type = SellType.TRAILING_STOP_LOSS
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sell_type = ExitType.TRAILING_STOP_LOSS
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logger.debug(
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f"{trade.pair} - HIT STOP: current price at "
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f"{((high if trade.is_short else low) or current_rate):.6f}, "
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@@ -994,7 +994,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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return ExitCheckTuple(exit_type=sell_type)
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return ExitCheckTuple(exit_type=SellType.NONE)
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return ExitCheckTuple(exit_type=ExitType.NONE)
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def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:
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"""
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