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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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36
tests/strategy/test_interface.py
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@@ -11,7 +11,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data
from freqtrade.enums import ExitCheckTuple, SellType, SignalDirection
from freqtrade.enums import ExitCheckTuple, ExitType, SignalDirection
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.optimize.space import SKDecimal
from freqtrade.persistence import PairLocks, Trade
@@ -409,22 +409,22 @@ def test_min_roi_reached3(default_conf, fee) -> None:
'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
# enable custom stoploss, expected after 1st call, expected after 2nd call
(0.2, 0.9, SellType.NONE, False, False, 0.3, 0.9, SellType.NONE, None),
(0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS, None),
(0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS, None),
(0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE, None),
(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS, None),
(0.2, 0.9, ExitType.NONE, False, False, 0.3, 0.9, ExitType.NONE, None),
(0.2, 0.9, ExitType.NONE, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
(0.2, 1.14, ExitType.NONE, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS, None),
(0.01, 0.96, ExitType.NONE, True, False, 0.05, 1, ExitType.NONE, None),
(0.05, 1, ExitType.NONE, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
# Default custom case - trails with 10%
(0.05, 0.95, SellType.NONE, False, True, -0.02, 0.95, SellType.NONE, None),
(0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS, None),
(0.05, 1, SellType.NONE, False, True, -0.06, 1, SellType.TRAILING_STOP_LOSS,
(0.05, 0.95, ExitType.NONE, False, True, -0.02, 0.95, ExitType.NONE, None),
(0.05, 0.95, ExitType.NONE, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS, None),
(0.05, 1, ExitType.NONE, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
lambda **kwargs: -0.05),
(0.05, 1, SellType.NONE, False, True, 0.09, 1.04, SellType.NONE,
(0.05, 1, ExitType.NONE, False, True, 0.09, 1.04, ExitType.NONE,
lambda **kwargs: -0.05),
(0.05, 0.95, SellType.NONE, False, True, 0.09, 0.98, SellType.NONE,
(0.05, 0.95, ExitType.NONE, False, True, 0.09, 0.98, ExitType.NONE,
lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
# Error case - static stoploss in place
(0.05, 0.9, SellType.NONE, False, True, 0.09, 0.9, SellType.NONE,
(0.05, 0.9, ExitType.NONE, False, True, 0.09, 0.9, ExitType.NONE,
lambda **kwargs: None),
])
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
@@ -456,7 +456,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
force_stoploss=0, high=None)
assert isinstance(sl_flag, ExitCheckTuple)
assert sl_flag.exit_type == expected
if expected == SellType.NONE:
if expected == ExitType.NONE:
assert sl_flag.exit_flag is False
else:
assert sl_flag.exit_flag is True
@@ -467,7 +467,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
current_time=now, current_profit=profit2,
force_stoploss=0, high=None)
assert sl_flag.exit_type == expected2
if expected2 == SellType.NONE:
if expected2 == ExitType.NONE:
assert sl_flag.exit_flag is False
else:
assert sl_flag.exit_flag is True
@@ -496,14 +496,14 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
low=None, high=None)
assert res.exit_flag is False
assert res.exit_type == SellType.NONE
assert res.exit_type == ExitType.NONE
strategy.custom_exit = MagicMock(return_value=True)
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_flag is True
assert res.exit_type == SellType.CUSTOM_SELL
assert res.exit_type == ExitType.CUSTOM_SELL
assert res.exit_reason == 'custom_sell'
strategy.custom_exit = MagicMock(return_value='hello world')
@@ -511,7 +511,7 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_type == SellType.CUSTOM_SELL
assert res.exit_type == ExitType.CUSTOM_SELL
assert res.exit_flag is True
assert res.exit_reason == 'hello world'
@@ -520,7 +520,7 @@ def test_custom_exit(default_conf, fee, caplog) -> None:
res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False,
low=None, high=None)
assert res.exit_type == SellType.CUSTOM_SELL
assert res.exit_type == ExitType.CUSTOM_SELL
assert res.exit_flag is True
assert res.exit_reason == 'h' * 64
assert log_has_re('Custom sell reason returned from custom_exit is too long.*', caplog)