Switched close_reason back to sell_reason

This commit is contained in:
Sam Germain
2021-06-20 02:53:59 -06:00
parent 73dbc7a2f4
commit e198d7f3d2
17 changed files with 79 additions and 79 deletions

View File

@@ -55,7 +55,7 @@ Currently, the arguments are:
* `results`: DataFrame containing the result
The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`):
`pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, close_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs`
`pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, sell_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs`
* `trade_count`: Amount of trades (identical to `len(results)`)
* `min_date`: Start date of the timerange used
* `min_date`: End date of the timerange used

View File

@@ -65,7 +65,7 @@ SET is_open=0,
close_rate=<close_rate>,
close_profit = close_rate / open_rate - 1,
close_profit_abs = (amount * <close_rate> * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))),
close_reason=<close_reason>
sell_reason=<sell_reason>
WHERE id=<trade_ID_to_update>;
```
@@ -78,7 +78,7 @@ SET is_open=0,
close_rate=0.19638016,
close_profit=0.0496,
close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))),
close_reason='force_sell'
sell_reason='force_sell'
WHERE id=31;
```

View File

@@ -49,7 +49,7 @@ from freqtrade.exchange import timeframe_to_prev_date
class AwesomeStrategy(IStrategy):
def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
rate: float, time_in_force: str, close_reason: str,
rate: float, time_in_force: str, sell_reason: str,
current_time: 'datetime', **kwargs) -> bool:
# Obtain pair dataframe.
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
@@ -490,7 +490,7 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, close_reason: str, **kwargs) -> bool:
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
"""
Called right before placing a regular sell order.
Timing for this function is critical, so avoid doing heavy computations or
@@ -505,14 +505,14 @@ class AwesomeStrategy(IStrategy):
:param amount: Amount in quote currency.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param close_reason: Sell reason.
:param sell_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is placed on the exchange.
False aborts the process
"""
if close_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
# Reject force-sells with negative profit
# This is just a sample, please adjust to your needs
# (this does not necessarily make sense, assuming you know when you're force-selling)

View File

@@ -127,7 +127,7 @@ print(stats['strategy_comparison'])
trades = load_backtest_data(backtest_dir)
# Show value-counts per pair
trades.groupby("pair")["close_reason"].value_counts()
trades.groupby("pair")["sell_reason"].value_counts()
```
### Load live trading results into a pandas dataframe
@@ -142,7 +142,7 @@ from freqtrade.data.btanalysis import load_trades_from_db
trades = load_trades_from_db("sqlite:///tradesv3.sqlite")
# Display results
trades.groupby("pair")["close_reason"].value_counts()
trades.groupby("pair")["sell_reason"].value_counts()
```
## Analyze the loaded trades for trade parallelism

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@@ -132,7 +132,7 @@ Possible parameters are:
* `profit_ratio`
* `stake_currency`
* `fiat_currency`
* `close_reason`
* `sell_reason`
* `order_type`
* `open_date`
* `close_date`
@@ -154,7 +154,7 @@ Possible parameters are:
* `profit_ratio`
* `stake_currency`
* `fiat_currency`
* `close_reason`
* `sell_reason`
* `order_type`
* `open_date`
* `close_date`
@@ -176,7 +176,7 @@ Possible parameters are:
* `profit_ratio`
* `stake_currency`
* `fiat_currency`
* `close_reason`
* `sell_reason`
* `order_type`
* `open_date`
* `close_date`