Rename --realistic-simulation to --enable-position-stacking

docs/bot-usage.md

@@ -127,8 +127,8 @@ optional arguments:
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
                         specify ticker interval (1m, 5m, 30m, 1h, 1d)
   --realistic-simulation
-                        uses max_open_trades from config to simulate real
+                        Disables buying the same pair multiple times to 
-                        world limitations
+                        simulate real world limitations
   --timerange TIMERANGE
                         specify what timerange of data to use.
   -l, --live            using live data
@@ -173,8 +173,8 @@ optional arguments:
   -i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
                         specify ticker interval (1m, 5m, 30m, 1h, 1d)
   --realistic-simulation
-                        uses max_open_trades from config to simulate real
+                        Disables buying the same pair multiple times to 
-                        world limitations
+                        simulate real world limitations
   --timerange TIMERANGE specify what timerange of data to use.
   -e INT, --epochs INT  specify number of epochs (default: 100)
   -s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]

freqtrade/arguments.py

@@ -178,10 +178,11 @@ class Arguments(object):
             type=str,
         )
         parser.add_argument(
-            '--realistic-simulation',
+            '--enable-position-stacking',
-            help='uses max_open_trades from config to simulate real world limitations',
+            help='Allow buying the same pair twice (position stacking)',
             action='store_true',
-            dest='realistic_simulation',
+            dest='position_stacking',
+            default=False
         )
         parser.add_argument(
             '--timerange',

freqtrade/configuration.py

@@ -142,10 +142,11 @@ class Configuration(object):
             config.update({'live': True})
             logger.info('Parameter -l/--live detected ...')
 
-        # If --realistic-simulation is used we add it to the configuration
+        # If --enable-position-stacking is used we add it to the configuration
-        if 'realistic_simulation' in self.args and self.args.realistic_simulation:
+        if 'position_stacking' in self.args and self.args.position_stacking:
-            config.update({'realistic_simulation': True})
+            config.update({'position_stacking': True})
-            logger.info('Parameter --realistic-simulation detected ...')
+            logger.info('Parameter --enable-position-stacking detected ...')
+
         logger.info('Using max_open_trades: %s ...', config.get('max_open_trades'))
 
         # If --timerange is used we add it to the configuration
@@ -182,7 +183,7 @@ class Configuration(object):
         Extract information for sys.argv and load Hyperopt configuration
         :return: configuration as dictionary
         """
-        # If --realistic-simulation is used we add it to the configuration
+        # If --epochs is used we add it to the configuration
         if 'epochs' in self.args and self.args.epochs:
             config.update({'epochs': self.args.epochs})
             logger.info('Parameter --epochs detected ...')

freqtrade/optimize/backtesting.py

@@ -198,13 +198,13 @@ class Backtesting(object):
             stake_amount: btc amount to use for each trade
             processed: a processed dictionary with format {pair, data}
             max_open_trades: maximum number of concurrent trades (default: 0, disabled)
-            realistic: do we try to simulate realistic trades? (default: True)
+            position_stacking: do we allow position stacking? (default: False)
         :return: DataFrame
         """
         headers = ['date', 'buy', 'open', 'close', 'sell']
         processed = args['processed']
         max_open_trades = args.get('max_open_trades', 0)
-        realistic = args.get('realistic', False)
+        position_stacking = args.get('position_stacking', False)
         trades = []
         trade_count_lock: Dict = {}
         for pair, pair_data in processed.items():
@@ -228,7 +228,7 @@ class Backtesting(object):
                 if row.buy == 0 or row.sell == 1:
                     continue  # skip rows where no buy signal or that would immediately sell off
 
-                if realistic:
+                if not position_stacking:
                     if lock_pair_until is not None and row.date <= lock_pair_until:
                         continue
                 if max_open_trades > 0:
@@ -283,10 +283,11 @@ class Backtesting(object):
             logger.critical("No data found. Terminating.")
             return
         # Ignore max_open_trades in backtesting, except realistic flag was passed
-        if self.config.get('realistic_simulation', False):
+        # TODO: this is not position stacking!!
+        if self.config.get('position_stacking', False):
             max_open_trades = self.config['max_open_trades']
         else:
-            logger.info('Ignoring max_open_trades (realistic_simulation not set) ...')
+            logger.info('Ignoring max_open_trades (position_stacking not set) ...')
             max_open_trades = 0
 
         preprocessed = self.tickerdata_to_dataframe(data)
@@ -306,7 +307,7 @@ class Backtesting(object):
                 'stake_amount': self.config.get('stake_amount'),
                 'processed': preprocessed,
                 'max_open_trades': max_open_trades,
-                'realistic': self.config.get('realistic_simulation', False),
+                'position_stacking': self.config.get('position_stacking', False),
             }
         )
 

freqtrade/optimize/hyperopt.py

@@ -280,7 +280,7 @@ class Hyperopt(Backtesting):
             {
                 'stake_amount': self.config['stake_amount'],
                 'processed': processed,
-                'realistic': self.config.get('realistic_simulation', False),
+                'position_stacking': self.config.get('position_stacking', False),
             }
         )
         result_explanation = self.format_results(results)

freqtrade/tests/optimize/test_backtesting.py

@@ -96,7 +96,7 @@ def simple_backtest(config, contour, num_results, mocker) -> None:
             'stake_amount': config['stake_amount'],
             'processed': processed,
             'max_open_trades': 1,
-            'realistic': True
+            'position_stacking': False
         }
     )
     # results :: <class 'pandas.core.frame.DataFrame'>
@@ -127,7 +127,7 @@ def _make_backtest_conf(mocker, conf=None, pair='UNITTEST/BTC', record=None):
         'stake_amount': conf['stake_amount'],
         'processed': backtesting.tickerdata_to_dataframe(data),
         'max_open_trades': 10,
-        'realistic': True,
+        'position_stacking': False,
         'record': record
     }
 
@@ -193,8 +193,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'live' not in config
     assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
 
-    assert 'realistic_simulation' not in config
+    assert 'position_stacking' not in config
-    assert not log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
 
     assert 'refresh_pairs' not in config
     assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
@@ -218,7 +218,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         'backtesting',
         '--ticker-interval', '1m',
         '--live',
-        '--realistic-simulation',
+        '--enable-position-stacking',
         '--refresh-pairs-cached',
         '--timerange', ':100',
         '--export', '/bar/foo',
@@ -246,8 +246,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     assert 'live' in config
     assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
 
-    assert 'realistic_simulation' in config
+    assert 'position_stacking' in config
-    assert log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
     assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples)
 
     assert 'refresh_pairs' in config
@@ -495,7 +495,7 @@ def test_backtest(default_conf, fee, mocker) -> None:
             'stake_amount': default_conf['stake_amount'],
             'processed': data_processed,
             'max_open_trades': 10,
-            'realistic': True
+            'position_stacking': False
         }
     )
     assert not results.empty
@@ -543,7 +543,7 @@ def test_backtest_1min_ticker_interval(default_conf, fee, mocker) -> None:
             'stake_amount': default_conf['stake_amount'],
             'processed': backtesting.tickerdata_to_dataframe(data),
             'max_open_trades': 1,
-            'realistic': True
+            'position_stacking': False
         }
     )
     assert not results.empty
@@ -718,7 +718,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         '--ticker-interval', '1m',
         '--live',
         '--timerange', '-100',
-        '--realistic-simulation'
+        '--enable-position-stacking'
     ]
     args = get_args(args)
     start(args)
@@ -734,7 +734,7 @@ def test_backtest_start_live(default_conf, mocker, caplog):
         'Using stake_amount: 0.001 ...',
         'Downloading data for all pairs in whitelist ...',
         'Measuring data from 2017-11-14T19:31:00+00:00 up to 2017-11-14T22:58:00+00:00 (0 days)..',
-        'Parameter --realistic-simulation detected ...'
+        'Parameter --enable-position-stacking detected ...'
     ]
 
     for line in exists:

freqtrade/tests/test_configuration.py

@@ -275,8 +275,8 @@ def test_setup_configuration_without_arguments(mocker, default_conf, caplog) ->
     assert 'live' not in config
     assert not log_has('Parameter -l/--live detected ...', caplog.record_tuples)
 
-    assert 'realistic_simulation' not in config
+    assert 'position_stacking' not in config
-    assert not log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
+    assert not log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
 
     assert 'refresh_pairs' not in config
     assert not log_has('Parameter -r/--refresh-pairs-cached detected ...', caplog.record_tuples)
@@ -300,7 +300,7 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
         'backtesting',
         '--ticker-interval', '1m',
         '--live',
-        '--realistic-simulation',
+        '--enable-position-stacking',
         '--refresh-pairs-cached',
         '--timerange', ':100',
         '--export', '/bar/foo'
@@ -330,8 +330,8 @@ def test_setup_configuration_with_arguments(mocker, default_conf, caplog) -> Non
     assert 'live' in config
     assert log_has('Parameter -l/--live detected ...', caplog.record_tuples)
 
-    assert 'realistic_simulation'in config
+    assert 'position_stacking'in config
-    assert log_has('Parameter --realistic-simulation detected ...', caplog.record_tuples)
+    assert log_has('Parameter --enable-position-stacking detected ...', caplog.record_tuples)
     assert log_has('Using max_open_trades: 1 ...', caplog.record_tuples)
 
     assert 'refresh_pairs'in config