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Update order_types to use entry/exit definition

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This commit is contained in:
Matthias 2022-03-07 20:32:16 +01:00
parent 1ce55e88b4
commit e492bf3159
11 changed files with 41 additions and 41 deletions
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10
config_examples/config_full.example.json
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@ -51,11 +51,11 @@
"order_book_top": 1 "order_book_top": 1
}, },
"order_types": { "order_types": {
"buy": "limit", "entry": "limit",
"sell": "limit", "exit": "limit",
"emergencysell": "market", "emergencyexit": "market",
"forcesell": "market", "forceexit": "market",
"forcebuy": "market", "forceentry": "market",
"stoploss": "market", "stoploss": "market",
"stoploss_on_exchange": false, "stoploss_on_exchange": false,
"stoploss_on_exchange_interval": 60 "stoploss_on_exchange_interval": 60

10
docs/configuration.md
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@ -392,11 +392,11 @@ Syntax for Strategy:
```python ```python
order_types = { order_types = {
"buy": "limit", "entry": "limit",
"sell": "limit", "exit": "limit",
"emergencysell": "market", "emergencyexit": "market",
"forcebuy": "market", "forceentry": "market",
"forcesell": "market", "forceexit": "market",
"stoploss": "market", "stoploss": "market",
"stoploss_on_exchange": False, "stoploss_on_exchange": False,
"stoploss_on_exchange_interval": 60, "stoploss_on_exchange_interval": 60,

14
freqtrade/constants.py
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@ -20,7 +20,7 @@ DEFAULT_DB_DRYRUN_URL = 'sqlite:///tradesv3.dryrun.sqlite'
UNLIMITED_STAKE_AMOUNT = 'unlimited' UNLIMITED_STAKE_AMOUNT = 'unlimited'
DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05 DEFAULT_AMOUNT_RESERVE_PERCENT = 0.05
REQUIRED_ORDERTIF = ['entry', 'exit'] REQUIRED_ORDERTIF = ['entry', 'exit']
REQUIRED_ORDERTYPES = ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] REQUIRED_ORDERTYPES = ['entry', 'exit', 'stoploss', 'stoploss_on_exchange']
ORDERBOOK_SIDES = ['ask', 'bid'] ORDERBOOK_SIDES = ['ask', 'bid']
ORDERTYPE_POSSIBILITIES = ['limit', 'market'] ORDERTYPE_POSSIBILITIES = ['limit', 'market']
ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc'] ORDERTIF_POSSIBILITIES = ['gtc', 'fok', 'ioc']
@ -214,11 +214,11 @@ CONF_SCHEMA = {
'order_types': { 'order_types': {
'type': 'object', 'type': 'object',
'properties': { 'properties': {
'buy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'entry': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'sell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'exit': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'forcesell': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'forceexit': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'forcebuy': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'forceentry': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES},
'emergencysell': { 'emergencyexit': {
'type': 'string', 'type': 'string',
'enum': ORDERTYPE_POSSIBILITIES, 'enum': ORDERTYPE_POSSIBILITIES,
'default': 'market'}, 'default': 'market'},
@ -228,7 +228,7 @@ CONF_SCHEMA = {
'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0, 'stoploss_on_exchange_limit_ratio': {'type': 'number', 'minimum': 0.0,
'maximum': 1.0} 'maximum': 1.0}
}, },
'required': ['buy', 'sell', 'stoploss', 'stoploss_on_exchange'] 'required': ['entry', 'exit', 'stoploss', 'stoploss_on_exchange']
}, },
'order_time_in_force': { 'order_time_in_force': {
'type': 'object', 'type': 'object',

12
freqtrade/freqtradebot.py
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@ -630,7 +630,7 @@ class FreqtradeBot(LoggingMixin):
f"{stake_amount} ...") f"{stake_amount} ...")
amount = (stake_amount / enter_limit_requested) * leverage amount = (stake_amount / enter_limit_requested) * leverage
order_type = ordertype or self.strategy.order_types['buy'] order_type = ordertype or self.strategy.order_types['entry']
if not pos_adjust and not strategy_safe_wrapper( if not pos_adjust and not strategy_safe_wrapper(
self.strategy.confirm_trade_entry, default_retval=True)( self.strategy.confirm_trade_entry, default_retval=True)(
@ -1247,11 +1247,11 @@ class FreqtradeBot(LoggingMixin):
self.update_trade_state(trade, trade.open_order_id, corder) self.update_trade_state(trade, trade.open_order_id, corder)
trade.open_order_id = None trade.open_order_id = None
logger.info('Partial %s order timeout for %s.', trade.enter_side, trade) logger.info(f'Partial {trade.enter_side} order timeout for {trade}.')
reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}" reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}"
self.wallets.update() self.wallets.update()
self._notify_enter_cancel(trade, order_type=self.strategy.order_types[trade.enter_side], self._notify_enter_cancel(trade, order_type=self.strategy.order_types['entry'],
reason=reason) reason=reason)
return was_trade_fully_canceled return was_trade_fully_canceled
@ -1296,7 +1296,7 @@ class FreqtradeBot(LoggingMixin):
self.wallets.update() self.wallets.update()
self._notify_exit_cancel( self._notify_exit_cancel(
trade, trade,
order_type=self.strategy.order_types[trade.exit_side], order_type=self.strategy.order_types['exit'],
reason=reason reason=reason
) )
return cancelled return cancelled
@ -1376,10 +1376,10 @@ class FreqtradeBot(LoggingMixin):
# First cancelling stoploss on exchange ... # First cancelling stoploss on exchange ...
trade = self.cancel_stoploss_on_exchange(trade) trade = self.cancel_stoploss_on_exchange(trade)
order_type = ordertype or self.strategy.order_types[exit_type] order_type = ordertype or self.strategy.order_types['exit']
if sell_reason.sell_type == SellType.EMERGENCY_SELL: if sell_reason.sell_type == SellType.EMERGENCY_SELL:
# Emergency sells (default to market!) # Emergency sells (default to market!)
order_type = self.strategy.order_types.get("emergencysell", "market") order_type = self.strategy.order_types.get("emergencyexit", "market")
amount = self._safe_exit_amount(trade.pair, trade.amount) amount = self._safe_exit_amount(trade.pair, trade.amount)
time_in_force = self.strategy.order_time_in_force['exit'] time_in_force = self.strategy.order_time_in_force['exit']

6
freqtrade/optimize/backtesting.py
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@ -491,7 +491,7 @@ class Backtesting:
return None return None
# call the custom exit price,with default value as previous closerate # call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate) current_profit = trade.calc_profit_ratio(closerate)
order_type = self.strategy.order_types['sell'] order_type = self.strategy.order_types['exit']
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL): if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals # Custom exit pricing only for sell-signals
if order_type == 'limit': if order_type == 'limit':
@ -599,7 +599,7 @@ class Backtesting:
current_time = row[DATE_IDX].to_pydatetime() current_time = row[DATE_IDX].to_pydatetime()
entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None entry_tag = row[ENTER_TAG_IDX] if len(row) >= ENTER_TAG_IDX + 1 else None
# let's call the custom entry price, using the open price as default price # let's call the custom entry price, using the open price as default price
order_type = self.strategy.order_types['buy'] order_type = self.strategy.order_types['entry']
propose_rate = row[OPEN_IDX] propose_rate = row[OPEN_IDX]
if order_type == 'limit': if order_type == 'limit':
propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price, propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
@ -639,7 +639,7 @@ class Backtesting:
# In case of pos adjust, still return the original trade # In case of pos adjust, still return the original trade
# If not pos adjust, trade is None # If not pos adjust, trade is None
return trade return trade
order_type = self.strategy.order_types['buy'] order_type = self.strategy.order_types['entry']
time_in_force = self.strategy.order_time_in_force['entry'] time_in_force = self.strategy.order_time_in_force['entry']
if not pos_adjust: if not pos_adjust:

10
freqtrade/rpc/api_server/api_schemas.py
View File

@ -138,11 +138,11 @@ class UnfilledTimeout(BaseModel):
class OrderTypes(BaseModel): class OrderTypes(BaseModel):
buy: OrderTypeValues entry: OrderTypeValues
sell: OrderTypeValues exit: OrderTypeValues
emergencysell: Optional[OrderTypeValues] emergencyexit: Optional[OrderTypeValues]
forcesell: Optional[OrderTypeValues] forceexit: Optional[OrderTypeValues]
forcebuy: Optional[OrderTypeValues] forceentry: Optional[OrderTypeValues]
stoploss: OrderTypeValues stoploss: OrderTypeValues
stoploss_on_exchange: bool stoploss_on_exchange: bool
stoploss_on_exchange_interval: Optional[int] stoploss_on_exchange_interval: Optional[int]

6
freqtrade/rpc/rpc.py
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@ -708,7 +708,7 @@ class RPC:
trade.pair, refresh=False, side=trade.exit_side) trade.pair, refresh=False, side=trade.exit_side)
sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL) sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL)
order_type = ordertype or self._freqtrade.strategy.order_types.get( order_type = ordertype or self._freqtrade.strategy.order_types.get(
"forcesell", self._freqtrade.strategy.order_types["sell"]) "forceexit", self._freqtrade.strategy.order_types["exit"])
self._freqtrade.execute_trade_exit( self._freqtrade.execute_trade_exit(
trade, current_rate, sell_reason, ordertype=order_type) trade, current_rate, sell_reason, ordertype=order_type)
@ -731,7 +731,7 @@ class RPC:
trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ] trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ]
).first() ).first()
if not trade: if not trade:
logger.warning('forcesell: Invalid argument received') logger.warning('forceexit: Invalid argument received')
raise RPCException('invalid argument') raise RPCException('invalid argument')
_exec_forcesell(trade) _exec_forcesell(trade)
@ -780,7 +780,7 @@ class RPC:
# execute buy # execute buy
if not order_type: if not order_type:
order_type = self._freqtrade.strategy.order_types.get( order_type = self._freqtrade.strategy.order_types.get(
'forcebuy', self._freqtrade.strategy.order_types['buy']) 'forceentry', self._freqtrade.strategy.order_types['entry'])
if self._freqtrade.execute_entry(pair, stake_amount, price, if self._freqtrade.execute_entry(pair, stake_amount, price,
ordertype=order_type, trade=trade, ordertype=order_type, trade=trade,
is_short=is_short, is_short=is_short,

2
freqtrade/rpc/telegram.py
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@ -944,7 +944,7 @@ class Telegram(RPCHandler):
return return
try: try:
msg = self._rpc._rpc_forceexit(trade_id) msg = self._rpc._rpc_forceexit(trade_id)
self._send_msg('Forcesell Result: `{result}`'.format(**msg)) self._send_msg('Forceexit Result: `{result}`'.format(**msg))
except RPCException as e: except RPCException as e:
self._send_msg(str(e)) self._send_msg(str(e))

4
freqtrade/strategy/interface.py
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@ -87,8 +87,8 @@ class IStrategy(ABC, HyperStrategyMixin):
# Optional order types # Optional order types
order_types: Dict = { order_types: Dict = {
'buy': 'limit', 'entry': 'limit',
'sell': 'limit', 'exit': 'limit',
'stoploss': 'limit', 'stoploss': 'limit',
'stoploss_on_exchange': False, 'stoploss_on_exchange': False,
'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_interval': 60,

4
freqtrade/templates/sample_short_strategy.py
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@ -76,8 +76,8 @@ class SampleShortStrategy(IStrategy):
# Optional order type mapping. # Optional order type mapping.
order_types = { order_types = {
'buy': 'limit', 'entry': 'limit',
'sell': 'limit', 'exit': 'limit',
'stoploss': 'market', 'stoploss': 'market',
'stoploss_on_exchange': False 'stoploss_on_exchange': False
} }

4
freqtrade/templates/sample_strategy.py
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@ -77,8 +77,8 @@ class SampleStrategy(IStrategy):
# Optional order type mapping. # Optional order type mapping.
order_types = { order_types = {
'buy': 'limit', 'entry': 'limit',
'sell': 'limit', 'exit': 'limit',
'stoploss': 'market', 'stoploss': 'market',
'stoploss_on_exchange': False 'stoploss_on_exchange': False
} }