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Update SellType to ExitType

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This commit is contained in:
Matthias
2022-03-25 06:55:37 +01:00
parent c07883b1f9
commit dcfa3e8648
24 changed files with 226 additions and 226 deletions
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12
freqtrade/optimize/backtesting.py
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@@ -19,7 +19,7 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
from freqtrade.data.converter import trim_dataframe, trim_dataframes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, MarginMode, SellType,
from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, MarginMode, ExitType,
TradingMode)
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
@@ -359,9 +359,9 @@ class Backtesting:
Get close rate for backtesting result
"""
# Special handling if high or low hit STOP_LOSS or ROI
if sell.exit_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS):
if sell.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
return self._get_close_rate_for_stoploss(sell_row, trade, sell, trade_dur)
elif sell.exit_type == (SellType.ROI):
elif sell.exit_type == (ExitType.ROI):
return self._get_close_rate_for_roi(sell_row, trade, sell, trade_dur)
else:
return sell_row[OPEN_IDX]
@@ -384,7 +384,7 @@ class Backtesting:
# Special case: trailing triggers within same candle as trade opened. Assume most
# pessimistic price movement, which is moving just enough to arm stoploss and
# immediately going down to stop price.
if sell.exit_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0:
if sell.exit_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
if (
not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
and self.strategy.trailing_only_offset_is_reached
@@ -533,7 +533,7 @@ class Backtesting:
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
order_type = self.strategy.order_types['exit']
if sell.exit_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
if sell.exit_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
if order_type == 'limit':
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
@@ -814,7 +814,7 @@ class Backtesting:
sell_row = data[pair][-1]
trade.close_date = sell_row[DATE_IDX].to_pydatetime()
trade.sell_reason = SellType.FORCE_SELL.value
trade.sell_reason = ExitType.FORCE_SELL.value
trade.close(sell_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade)
# Deepcopy object to have wallets update correctly