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SellType -> ExitType

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This commit is contained in:
Sam Germain 2022-01-04 22:56:15 -06:00
parent f5805543ed
commit e9d3903827
22 changed files with 211 additions and 211 deletions
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6
freqtrade/edge/edge_positioning.py
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@ -13,7 +13,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT from freqtrade.constants import DATETIME_PRINT_FORMAT, UNLIMITED_STAKE_AMOUNT
from freqtrade.data.history import get_timerange, load_data, refresh_data from freqtrade.data.history import get_timerange, load_data, refresh_data
from freqtrade.enums import RunMode, SellType from freqtrade.enums import RunMode, ExitType
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.exchange.exchange import timeframe_to_seconds from freqtrade.exchange.exchange import timeframe_to_seconds
from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist from freqtrade.plugins.pairlist.pairlist_helpers import expand_pairlist
@ -454,7 +454,7 @@ class Edge:
if stop_index <= sell_index: if stop_index <= sell_index:
exit_index = open_trade_index + stop_index exit_index = open_trade_index + stop_index
exit_type = SellType.STOP_LOSS exit_type = ExitType.STOP_LOSS
exit_price = stop_price exit_price = stop_price
elif stop_index > sell_index: elif stop_index > sell_index:
# If exit is SELL then we exit at the next candle # If exit is SELL then we exit at the next candle
@ -464,7 +464,7 @@ class Edge:
if len(ohlc_columns) - 1 < exit_index: if len(ohlc_columns) - 1 < exit_index:
break break
exit_type = SellType.SELL_SIGNAL exit_type = ExitType.SELL_SIGNAL
exit_price = ohlc_columns[exit_index, 0] exit_price = ohlc_columns[exit_index, 0]
trade = {'pair': pair, trade = {'pair': pair,

2
freqtrade/enums/__init__.py
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@ -5,7 +5,7 @@ from freqtrade.enums.collateral import Collateral
from freqtrade.enums.ordertypevalue import OrderTypeValues from freqtrade.enums.ordertypevalue import OrderTypeValues
from freqtrade.enums.rpcmessagetype import RPCMessageType from freqtrade.enums.rpcmessagetype import RPCMessageType
from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
from freqtrade.enums.selltype import SellType from freqtrade.enums.exittype import ExitType
from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType
from freqtrade.enums.state import State from freqtrade.enums.state import State
from freqtrade.enums.tradingmode import TradingMode from freqtrade.enums.tradingmode import TradingMode

2
freqtrade/enums/selltype.py → freqtrade/enums/exittype.py
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@ -1,7 +1,7 @@
from enum import Enum from enum import Enum
class SellType(Enum): class ExitType(Enum):
""" """
Enum to distinguish between sell reasons Enum to distinguish between sell reasons
""" """

12
freqtrade/freqtradebot.py
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@ -17,7 +17,7 @@ from freqtrade.configuration import validate_config_consistency
from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge from freqtrade.edge import Edge
from freqtrade.enums import (Collateral, RPCMessageType, SellType, SignalDirection, State, from freqtrade.enums import (Collateral, RPCMessageType, ExitType, SignalDirection, State,
TradingMode) TradingMode)
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError, from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, PricingError) InvalidOrderException, PricingError)
@ -915,7 +915,7 @@ class FreqtradeBot(LoggingMixin):
logger.error(f'Unable to place a stoploss order on exchange. {e}') logger.error(f'Unable to place a stoploss order on exchange. {e}')
logger.warning('Exiting the trade forcefully') logger.warning('Exiting the trade forcefully')
self.execute_trade_exit(trade, trade.stop_loss, exit_reason=SellCheckTuple( self.execute_trade_exit(trade, trade.stop_loss, exit_reason=SellCheckTuple(
sell_type=SellType.EMERGENCY_SELL)) sell_type=ExitType.EMERGENCY_SELL))
except ExchangeError: except ExchangeError:
trade.stoploss_order_id = None trade.stoploss_order_id = None
@ -947,7 +947,7 @@ class FreqtradeBot(LoggingMixin):
# We check if stoploss order is fulfilled # We check if stoploss order is fulfilled
if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'): if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'):
# TODO-lev: Update to exit reason # TODO-lev: Update to exit reason
trade.exit_reason = SellType.STOPLOSS_ON_EXCHANGE.value trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order, self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order,
stoploss_order=True) stoploss_order=True)
# Lock pair for one candle to prevent immediate rebuys # Lock pair for one candle to prevent immediate rebuys
@ -1102,7 +1102,7 @@ class FreqtradeBot(LoggingMixin):
try: try:
self.execute_trade_exit( self.execute_trade_exit(
trade, order.get('price'), trade, order.get('price'),
exit_reason=SellCheckTuple(sell_type=SellType.EMERGENCY_SELL)) exit_reason=SellCheckTuple(sell_type=ExitType.EMERGENCY_SELL))
except DependencyException as exception: except DependencyException as exception:
logger.warning( logger.warning(
f'Unable to emergency sell trade {trade.pair}: {exception}') f'Unable to emergency sell trade {trade.pair}: {exception}')
@ -1284,7 +1284,7 @@ class FreqtradeBot(LoggingMixin):
trade.open_date trade.open_date
) )
exit_type = 'sell' # TODO-lev: Update to exit exit_type = 'sell' # TODO-lev: Update to exit
if exit_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): if exit_reason.sell_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
exit_type = 'stoploss' exit_type = 'stoploss'
# if stoploss is on exchange and we are on dry_run mode, # if stoploss is on exchange and we are on dry_run mode,
@ -1314,7 +1314,7 @@ class FreqtradeBot(LoggingMixin):
logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}") logger.exception(f"Could not cancel stoploss order {trade.stoploss_order_id}")
order_type = ordertype or self.strategy.order_types[exit_type] order_type = ordertype or self.strategy.order_types[exit_type]
if exit_reason.sell_type == SellType.EMERGENCY_SELL: if exit_reason.sell_type == ExitType.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("emergencysell", "market")

12
freqtrade/optimize/backtesting.py
View File

@ -17,7 +17,7 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import trade_list_to_dataframe from freqtrade.data.btanalysis import trade_list_to_dataframe
from freqtrade.data.converter import trim_dataframe, trim_dataframes from freqtrade.data.converter import trim_dataframe, trim_dataframes
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import BacktestState, CandleType, SellType, TradingMode from freqtrade.enums import BacktestState, CandleType, ExitType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.mixins import LoggingMixin from freqtrade.mixins import LoggingMixin
@ -314,7 +314,7 @@ class Backtesting:
Get close rate for backtesting result Get close rate for backtesting result
""" """
# Special handling if high or low hit STOP_LOSS or ROI # Special handling if high or low hit STOP_LOSS or ROI
if sell.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): if sell.sell_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS):
if trade.stop_loss > sell_row[HIGH_IDX]: if trade.stop_loss > sell_row[HIGH_IDX]:
# our stoploss was already higher than candle high, # our stoploss was already higher than candle high,
# possibly due to a cancelled trade exit. # possibly due to a cancelled trade exit.
@ -324,7 +324,7 @@ class Backtesting:
# Special case: trailing triggers within same candle as trade opened. Assume most # Special case: trailing triggers within same candle as trade opened. Assume most
# pessimistic price movement, which is moving just enough to arm stoploss and # pessimistic price movement, which is moving just enough to arm stoploss and
# immediately going down to stop price. # immediately going down to stop price.
if sell.sell_type == SellType.TRAILING_STOP_LOSS and trade_dur == 0: if sell.sell_type == ExitType.TRAILING_STOP_LOSS and trade_dur == 0:
if ( if (
not self.strategy.use_custom_stoploss and self.strategy.trailing_stop not self.strategy.use_custom_stoploss and self.strategy.trailing_stop
and self.strategy.trailing_only_offset_is_reached and self.strategy.trailing_only_offset_is_reached
@ -345,7 +345,7 @@ class Backtesting:
# Set close_rate to stoploss # Set close_rate to stoploss
return trade.stop_loss return trade.stop_loss
elif sell.sell_type == (SellType.ROI): elif sell.sell_type == (ExitType.ROI):
roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur) roi_entry, roi = self.strategy.min_roi_reached_entry(trade_dur)
if roi is not None and roi_entry is not None: if roi is not None and roi_entry is not None:
if roi == -1 and roi_entry % self.timeframe_min == 0: if roi == -1 and roi_entry % self.timeframe_min == 0:
@ -395,7 +395,7 @@ class Backtesting:
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# 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)
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL): if sell.sell_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals # Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(self.strategy.custom_exit_price, closerate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=closerate)( default_retval=closerate)(
@ -542,7 +542,7 @@ class Backtesting:
sell_row = data[pair][-1] sell_row = data[pair][-1]
trade.close_date = sell_row[DATE_IDX].to_pydatetime() trade.close_date = sell_row[DATE_IDX].to_pydatetime()
trade.exit_reason = SellType.FORCE_SELL.value trade.exit_reason = ExitType.FORCE_SELL.value
trade.close(sell_row[OPEN_IDX], show_msg=False) trade.close(sell_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade) LocalTrade.close_bt_trade(trade)
# Deepcopy object to have wallets update correctly # Deepcopy object to have wallets update correctly

4
freqtrade/persistence/models.py
View File

@ -14,7 +14,7 @@ from sqlalchemy.pool import StaticPool
from sqlalchemy.sql.schema import UniqueConstraint from sqlalchemy.sql.schema import UniqueConstraint
from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES from freqtrade.constants import DATETIME_PRINT_FORMAT, NON_OPEN_EXCHANGE_STATES
from freqtrade.enums import SellType, TradingMode from freqtrade.enums import ExitType, TradingMode
from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.leverage import interest from freqtrade.leverage import interest
from freqtrade.misc import safe_value_fallback from freqtrade.misc import safe_value_fallback
@ -575,7 +575,7 @@ class LocalTrade():
elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'): elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'):
self.stoploss_order_id = None self.stoploss_order_id = None
self.close_rate_requested = self.stop_loss self.close_rate_requested = self.stop_loss
self.exit_reason = SellType.STOPLOSS_ON_EXCHANGE.value self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value
if self.is_open: if self.is_open:
logger.info(f'{order_type.upper()} is hit for {self}.') logger.info(f'{order_type.upper()} is hit for {self}.')
self.close(safe_value_fallback(order, 'average', 'price')) self.close(safe_value_fallback(order, 'average', 'price'))

10
freqtrade/plugins/protections/stoploss_guard.py
View File

@ -3,7 +3,7 @@ import logging
from datetime import datetime, timedelta from datetime import datetime, timedelta
from typing import Any, Dict from typing import Any, Dict
from freqtrade.enums import SellType from freqtrade.enums import ExitType
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.plugins.protections import IProtection, ProtectionReturn from freqtrade.plugins.protections import IProtection, ProtectionReturn
@ -44,8 +44,8 @@ class StoplossGuard(IProtection):
# filters = [ # filters = [
# Trade.is_open.is_(False), # Trade.is_open.is_(False),
# Trade.close_date > look_back_until, # Trade.close_date > look_back_until,
# or_(Trade.exit_reason == SellType.STOP_LOSS.value, # or_(Trade.exit_reason == ExitType.STOP_LOSS.value,
# and_(Trade.exit_reason == SellType.TRAILING_STOP_LOSS.value, # and_(Trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value,
# Trade.close_profit < 0)) # Trade.close_profit < 0))
# ] # ]
# if pair: # if pair:
@ -55,8 +55,8 @@ class StoplossGuard(IProtection):
trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until) trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until)
trades = [trade for trade in trades1 if (str(trade.exit_reason) in ( trades = [trade for trade in trades1 if (str(trade.exit_reason) in (
SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value, ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value,
SellType.STOPLOSS_ON_EXCHANGE.value) ExitType.STOPLOSS_ON_EXCHANGE.value)
and trade.close_profit and trade.close_profit < 0)] and trade.close_profit and trade.close_profit < 0)]
if len(trades) < self._trade_limit: if len(trades) < self._trade_limit:

4
freqtrade/rpc/rpc.py
View File

@ -17,7 +17,7 @@ from freqtrade import __version__
from freqtrade.configuration.timerange import TimeRange from freqtrade.configuration.timerange import TimeRange
from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT
from freqtrade.data.history import load_data from freqtrade.data.history import load_data
from freqtrade.enums import SellType, State from freqtrade.enums import ExitType, State
from freqtrade.exceptions import ExchangeError, PricingError from freqtrade.exceptions import ExchangeError, PricingError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
from freqtrade.loggers import bufferHandler from freqtrade.loggers import bufferHandler
@ -672,7 +672,7 @@ class RPC:
closing_side = "buy" if trade.is_short else "sell" closing_side = "buy" if trade.is_short else "sell"
current_rate = self._freqtrade.exchange.get_rate( current_rate = self._freqtrade.exchange.get_rate(
trade.pair, refresh=False, side=closing_side) trade.pair, refresh=False, side=closing_side)
exit_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL) exit_reason = SellCheckTuple(sell_type=ExitType.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"]) "forcesell", self._freqtrade.strategy.order_types["sell"])

32
freqtrade/strategy/interface.py
View File

@ -13,7 +13,7 @@ from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import CandleType, SellType, SignalDirection, SignalTagType, SignalType from freqtrade.enums import CandleType, ExitType, SignalDirection, SignalTagType, SignalType
from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import timeframe_to_next_date from freqtrade.exchange.exchange import timeframe_to_next_date
@ -34,16 +34,16 @@ class SellCheckTuple:
""" """
NamedTuple for Sell type + reason NamedTuple for Sell type + reason
""" """
sell_type: SellType sell_type: ExitType
exit_reason: str = '' exit_reason: str = ''
def __init__(self, sell_type: SellType, exit_reason: str = ''): def __init__(self, sell_type: ExitType, exit_reason: str = ''):
self.sell_type = sell_type self.sell_type = sell_type
self.exit_reason = exit_reason or sell_type.value self.exit_reason = exit_reason or sell_type.value
@property @property
def sell_flag(self): def sell_flag(self):
return self.sell_type != SellType.NONE return self.sell_type != ExitType.NONE
class IStrategy(ABC, HyperStrategyMixin): class IStrategy(ABC, HyperStrategyMixin):
@ -784,7 +784,7 @@ class IStrategy(ABC, HyperStrategyMixin):
and self.min_roi_reached(trade=trade, current_profit=current_profit, and self.min_roi_reached(trade=trade, current_profit=current_profit,
current_time=date)) current_time=date))
sell_signal = SellType.NONE sell_signal = ExitType.NONE
custom_reason = '' custom_reason = ''
# use provided rate in backtesting, not high/low. # use provided rate in backtesting, not high/low.
current_rate = rate current_rate = rate
@ -795,14 +795,14 @@ class IStrategy(ABC, HyperStrategyMixin):
pass pass
elif self.use_exit_signal and not enter: elif self.use_exit_signal and not enter:
if exit_: if exit_:
sell_signal = SellType.SELL_SIGNAL sell_signal = ExitType.SELL_SIGNAL
else: else:
trade_type = "exit_short" if trade.is_short else "sell" trade_type = "exit_short" if trade.is_short else "sell"
custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)( custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
pair=trade.pair, trade=trade, current_time=date, current_rate=current_rate, pair=trade.pair, trade=trade, current_time=date, current_rate=current_rate,
current_profit=current_profit) current_profit=current_profit)
if custom_reason: if custom_reason:
sell_signal = SellType.CUSTOM_SELL sell_signal = ExitType.CUSTOM_SELL
if isinstance(custom_reason, str): if isinstance(custom_reason, str):
if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH: if len(custom_reason) > CUSTOM_SELL_MAX_LENGTH:
logger.warning(f'Custom {trade_type} reason returned from ' logger.warning(f'Custom {trade_type} reason returned from '
@ -811,9 +811,9 @@ class IStrategy(ABC, HyperStrategyMixin):
custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH] custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
else: else:
custom_reason = None custom_reason = None
if sell_signal in (SellType.CUSTOM_SELL, SellType.SELL_SIGNAL): if sell_signal in (ExitType.CUSTOM_SELL, ExitType.SELL_SIGNAL):
logger.debug(f"{trade.pair} - Sell signal received. " logger.debug(f"{trade.pair} - Sell signal received. "
f"sell_type=SellType.{sell_signal.name}" + f"sell_type=ExitType.{sell_signal.name}" +
(f", custom_reason={custom_reason}" if custom_reason else "")) (f", custom_reason={custom_reason}" if custom_reason else ""))
return SellCheckTuple(sell_type=sell_signal, exit_reason=custom_reason) return SellCheckTuple(sell_type=sell_signal, exit_reason=custom_reason)
@ -821,9 +821,9 @@ class IStrategy(ABC, HyperStrategyMixin):
# Exit-signal # Exit-signal
# ROI (if not stoploss) # ROI (if not stoploss)
# Stoploss # Stoploss
if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS: if roi_reached and stoplossflag.sell_type != ExitType.STOP_LOSS:
logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI") logger.debug(f"{trade.pair} - Required profit reached. sell_type=ExitType.ROI")
return SellCheckTuple(sell_type=SellType.ROI) return SellCheckTuple(sell_type=ExitType.ROI)
if stoplossflag.sell_flag: if stoplossflag.sell_flag:
@ -832,7 +832,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# This one is noisy, commented out... # This one is noisy, commented out...
# logger.debug(f"{trade.pair} - No exit signal.") # logger.debug(f"{trade.pair} - No exit signal.")
return SellCheckTuple(sell_type=SellType.NONE) return SellCheckTuple(sell_type=ExitType.NONE)
def stop_loss_reached(self, current_rate: float, trade: Trade, def stop_loss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float, current_time: datetime, current_profit: float,
@ -896,11 +896,11 @@ class IStrategy(ABC, HyperStrategyMixin):
if ((sl_higher_short or sl_lower_long) and if ((sl_higher_short or sl_lower_long) and
(not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])): (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
sell_type = SellType.STOP_LOSS sell_type = ExitType.STOP_LOSS
# If initial stoploss is not the same as current one then it is trailing. # If initial stoploss is not the same as current one then it is trailing.
if trade.initial_stop_loss != trade.stop_loss: if trade.initial_stop_loss != trade.stop_loss:
sell_type = SellType.TRAILING_STOP_LOSS sell_type = ExitType.TRAILING_STOP_LOSS
logger.debug( logger.debug(
f"{trade.pair} - HIT STOP: current price at " f"{trade.pair} - HIT STOP: current price at "
f"{((high if trade.is_short else low) or current_rate):.6f}, " f"{((high if trade.is_short else low) or current_rate):.6f}, "
@ -917,7 +917,7 @@ class IStrategy(ABC, HyperStrategyMixin):
return SellCheckTuple(sell_type=sell_type) return SellCheckTuple(sell_type=sell_type)
return SellCheckTuple(sell_type=SellType.NONE) return SellCheckTuple(sell_type=ExitType.NONE)
def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]: def min_roi_reached_entry(self, trade_dur: int) -> Tuple[Optional[int], Optional[float]]:
""" """

12
tests/edge/test_edge.py
View File

@ -12,7 +12,7 @@ from pandas import DataFrame, to_datetime
from freqtrade.data.converter import ohlcv_to_dataframe from freqtrade.data.converter import ohlcv_to_dataframe
from freqtrade.edge import Edge, PairInfo from freqtrade.edge import Edge, PairInfo
from freqtrade.enums import SellType from freqtrade.enums import ExitType
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from tests.conftest import get_patched_freqtradebot, log_has from tests.conftest import get_patched_freqtradebot, log_has
from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
@ -95,8 +95,8 @@ tc1 = BTContainer(data=[
[6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell [6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell
], ],
stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00, stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00,
trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2), trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2),
BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=4, close_tick=6)] BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)]
) )
# 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss
@ -107,7 +107,7 @@ tc2 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0], [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
], ],
stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01, stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
) )
# 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss
@ -118,7 +118,7 @@ tc3 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0], [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
], ],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
) )
# 5) Stoploss and sell are hit. should sell on stoploss # 5) Stoploss and sell are hit. should sell on stoploss
@ -129,7 +129,7 @@ tc4 = BTContainer(data=[
[2, 5000, 5025, 4975, 4987, 6172, 0, 0], [2, 5000, 5025, 4975, 4987, 6172, 0, 0],
], ],
stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
) )
TESTS = [ TESTS = [

4
tests/optimize/__init__.py
View File

@ -3,7 +3,7 @@ from typing import Dict, List, NamedTuple, Optional
import arrow import arrow
from pandas import DataFrame from pandas import DataFrame
from freqtrade.enums import SellType from freqtrade.enums import ExitType
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes
@ -15,7 +15,7 @@ class BTrade(NamedTuple):
""" """
Minimalistic Trade result used for functional backtesting Minimalistic Trade result used for functional backtesting
""" """
exit_reason: SellType exit_reason: ExitType
open_tick: int open_tick: int
close_tick: int close_tick: int
enter_tag: Optional[str] = None enter_tag: Optional[str] = None

4
tests/optimize/conftest.py
View File

@ -5,7 +5,7 @@ from pathlib import Path
import pandas as pd import pandas as pd
import pytest import pytest
from freqtrade.enums import RunMode, SellType from freqtrade.enums import RunMode, ExitType
from freqtrade.optimize.hyperopt import Hyperopt from freqtrade.optimize.hyperopt import Hyperopt
from tests.conftest import patch_exchange from tests.conftest import patch_exchange
@ -44,7 +44,7 @@ def hyperopt_results():
'profit_abs': [-0.2, 0.4, -0.2, 0.6], 'profit_abs': [-0.2, 0.4, -0.2, 0.6],
'trade_duration': [10, 30, 10, 10], 'trade_duration': [10, 30, 10, 10],
'amount': [0.1, 0.1, 0.1, 0.1], 'amount': [0.1, 0.1, 0.1, 0.1],
'exit_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI], 'exit_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI],
'open_date': 'open_date':
[ [
datetime(2019, 1, 1, 9, 15, 0), datetime(2019, 1, 1, 9, 15, 0),

76
tests/optimize/test_backtest_detail.py
View File

@ -4,7 +4,7 @@ import logging
import pytest import pytest
from freqtrade.data.history import get_timerange from freqtrade.data.history import get_timerange
from freqtrade.enums import SellType from freqtrade.enums import ExitType
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
from tests.conftest import patch_exchange from tests.conftest import patch_exchange
from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe, from tests.optimize import (BTContainer, BTrade, _build_backtest_dataframe,
@ -22,7 +22,7 @@ tc0 = BTContainer(data=[
[4, 5010, 5011, 4977, 4995, 6172, 0, 0], [4, 5010, 5011, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True, stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 1: Stop-Loss Triggered 1% loss # Test 1: Stop-Loss Triggered 1% loss
@ -36,7 +36,7 @@ tc1 = BTContainer(data=[
[4, 4977, 4995, 4977, 4995, 6172, 0, 0], [4, 4977, 4995, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
) )
@ -51,7 +51,7 @@ tc2 = BTContainer(data=[
[4, 4962, 4987, 4937, 4950, 6172, 0, 0], [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03, stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
) )
@ -71,8 +71,8 @@ tc3 = BTContainer(data=[
[5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit [5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit
[6, 4950, 4975, 4950, 4950, 6172, 0, 0]], [6, 4950, 4975, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04, stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2), trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2),
BTrade(exit_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)] BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)]
) )
# Test 4: Minus 3% / recovery +15% # Test 4: Minus 3% / recovery +15%
@ -88,7 +88,7 @@ tc4 = BTContainer(data=[
[4, 4962, 4987, 4937, 4950, 6172, 0, 0], [4, 4962, 4987, 4937, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02, stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
) )
# Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain
@ -102,7 +102,7 @@ tc5 = BTContainer(data=[
[4, 4962, 4987, 4962, 4972, 6172, 0, 0], [4, 4962, 4987, 4962, 4972, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03, stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss
@ -116,7 +116,7 @@ tc6 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0], [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02, stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)]
) )
# Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain
@ -130,7 +130,7 @@ tc7 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0], [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03, stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
) )
@ -144,7 +144,7 @@ tc8 = BTContainer(data=[
[3, 4850, 5050, 4650, 4750, 6172, 0, 0], [3, 4850, 5050, 4650, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
) )
@ -158,7 +158,7 @@ tc9 = BTContainer(data=[
[3, 5000, 5200, 4550, 4850, 6172, 0, 0], [3, 5000, 5200, 4550, 4850, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
) )
# Test 10: trailing_stop should raise so candle 3 causes a stoploss # Test 10: trailing_stop should raise so candle 3 causes a stoploss
@ -174,7 +174,7 @@ tc10 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)]
) )
# Test 11: trailing_stop should raise so candle 3 causes a stoploss # Test 11: trailing_stop should raise so candle 3 causes a stoploss
@ -190,7 +190,7 @@ tc11 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
) )
# Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle # Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle
@ -206,7 +206,7 @@ tc12 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
) )
# Test 13: Buy and sell ROI on same candle # Test 13: Buy and sell ROI on same candle
@ -219,7 +219,7 @@ tc13 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0], [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4750, 4750, 6172, 0, 0]], [4, 4750, 4950, 4750, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01, stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)]
) )
# Test 14 - Buy and Stoploss on same candle # Test 14 - Buy and Stoploss on same candle
@ -232,7 +232,7 @@ tc14 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0], [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05, stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)]
) )
@ -246,8 +246,8 @@ tc15 = BTContainer(data=[
[3, 4850, 5050, 4750, 4750, 6172, 0, 0], [3, 4850, 5050, 4750, 4750, 6172, 0, 0],
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04, stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=1), trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1),
BTrade(exit_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)] BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)]
) )
# Test 16: Buy, hold for 65 min, then forcesell using roi=-1 # Test 16: Buy, hold for 65 min, then forcesell using roi=-1
@ -262,7 +262,7 @@ tc16 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0], [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012, stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 17: Buy, hold for 120 mins, then forcesell using roi=-1 # Test 17: Buy, hold for 120 mins, then forcesell using roi=-1
@ -278,7 +278,7 @@ tc17 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0], [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004, stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
@ -294,7 +294,7 @@ tc18 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0], [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4950, 4975, 4925, 4950, 6172, 0, 0]], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04, stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3. # Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@ -309,7 +309,7 @@ tc19 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0], [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4550, 4975, 4550, 4950, 6172, 0, 0]], [5, 4550, 4975, 4550, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01, stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3. # Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3.
@ -324,7 +324,7 @@ tc20 = BTContainer(data=[
[4, 4962, 4987, 4950, 4950, 6172, 0, 0], [4, 4962, 4987, 4950, 4950, 6172, 0, 0],
[5, 4925, 4975, 4925, 4950, 6172, 0, 0]], [5, 4925, 4975, 4925, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01, stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 21: trailing_stop ROI collision. # Test 21: trailing_stop ROI collision.
@ -341,7 +341,7 @@ tc21 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
) )
# Test 22: trailing_stop Raises in candle 2 - but ROI applies at the same time. # Test 22: trailing_stop Raises in candle 2 - but ROI applies at the same time.
@ -357,7 +357,7 @@ tc22 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)]
) )
# Test 23: trailing_stop Raises in candle 2 (does not trigger) # Test 23: trailing_stop Raises in candle 2 (does not trigger)
@ -376,7 +376,7 @@ tc23 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 24: Sell with signal sell in candle 3 (stoploss also triggers on this candle) # Test 24: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@ -391,7 +391,7 @@ tc24 = BTContainer(data=[
[4, 5010, 5010, 4977, 4995, 6172, 0, 0], [4, 5010, 5010, 4977, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True, stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True,
trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)]
) )
# Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle) # Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle)
@ -406,7 +406,7 @@ tc25 = BTContainer(data=[
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on [4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True, stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 26: Sell with signal sell in candle 3 (ROI at signal candle) # Test 26: Sell with signal sell in candle 3 (ROI at signal candle)
@ -421,7 +421,7 @@ tc26 = BTContainer(data=[
[4, 5010, 5010, 4855, 4995, 6172, 0, 0], [4, 5010, 5010, 4855, 4995, 6172, 0, 0],
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True, stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True,
trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)]
) )
# Test 27: Sell with signal sell in candle 3 (ROI at signal candle) # Test 27: Sell with signal sell in candle 3 (ROI at signal candle)
@ -435,7 +435,7 @@ tc27 = BTContainer(data=[
[4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on [4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True, stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True,
trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
# Test 28: trailing_stop should raise so candle 3 causes a stoploss # Test 28: trailing_stop should raise so candle 3 causes a stoploss
@ -452,7 +452,7 @@ tc28 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)]
) )
# Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using # Test 29: trailing_stop should be triggered by low of next candle, without adjusting stoploss using
@ -467,7 +467,7 @@ tc29 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True,
trailing_stop_positive=0.03, trailing_stop_positive=0.03,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)]
) )
# Test 30: trailing_stop should be triggered immediately on trade open candle. # Test 30: trailing_stop should be triggered immediately on trade open candle.
@ -481,7 +481,7 @@ tc30 = BTContainer(data=[
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
trailing_stop_positive=0.01, trailing_stop_positive=0.01,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
) )
# Test 31: trailing_stop should be triggered immediately on trade open candle. # Test 31: trailing_stop should be triggered immediately on trade open candle.
@ -496,7 +496,7 @@ tc31 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True, stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, trailing_stop_positive=0.01,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
) )
# Test 32: trailing_stop should be triggered immediately on trade open candle. # Test 32: trailing_stop should be triggered immediately on trade open candle.
@ -511,7 +511,7 @@ tc32 = BTContainer(data=[
stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True, stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True,
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True, trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)]
) )
# Test 33: trailing_stop should be triggered immediately on trade open candle. # Test 33: trailing_stop should be triggered immediately on trade open candle.
@ -527,7 +527,7 @@ tc33 = BTContainer(data=[
trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02,
trailing_stop_positive=0.01, use_custom_stoploss=True, trailing_stop_positive=0.01, use_custom_stoploss=True,
trades=[BTrade( trades=[BTrade(
exit_reason=SellType.TRAILING_STOP_LOSS, exit_reason=ExitType.TRAILING_STOP_LOSS,
open_tick=1, open_tick=1,
close_tick=1, close_tick=1,
enter_tag='buy_signal_01' enter_tag='buy_signal_01'
@ -548,7 +548,7 @@ tc34 = BTContainer(data=[
[5, 4995, 4995, 4950, 4950, 6172, 0, 0]], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]],
stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True, stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True,
leverage=5.0, leverage=5.0,
trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] trades=[BTrade(exit_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)]
) )
TESTS = [ TESTS = [

16
tests/optimize/test_backtesting.py
View File

@ -18,7 +18,7 @@ from freqtrade.data.btanalysis import BT_DATA_COLUMNS, evaluate_result_multi
from freqtrade.data.converter import clean_ohlcv_dataframe from freqtrade.data.converter import clean_ohlcv_dataframe
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import get_timerange from freqtrade.data.history import get_timerange
from freqtrade.enums import RunMode, SellType from freqtrade.enums import RunMode, ExitType
from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
from freqtrade.persistence import LocalTrade from freqtrade.persistence import LocalTrade
@ -628,7 +628,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
# No data available. # No data available.
res = backtesting._get_sell_trade_entry(trade, row_sell) res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None assert res is not None
assert res.exit_reason == SellType.ROI.value assert res.exit_reason == ExitType.ROI.value
assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc) assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc)
# Enter new trade # Enter new trade
@ -647,7 +647,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None:
res = backtesting._get_sell_trade_entry(trade, row_sell) res = backtesting._get_sell_trade_entry(trade, row_sell)
assert res is not None assert res is not None
assert res.exit_reason == SellType.ROI.value assert res.exit_reason == ExitType.ROI.value
# Sell at minute 3 (not available above!) # Sell at minute 3 (not available above!)
assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc) assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc)
assert round(res.close_rate, 3) == round(209.0225, 3) assert round(res.close_rate, 3) == round(209.0225, 3)
@ -693,7 +693,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
'trade_duration': [235, 40], 'trade_duration': [235, 40],
'profit_ratio': [0.0, 0.0], 'profit_ratio': [0.0, 0.0],
'profit_abs': [0.0, 0.0], 'profit_abs': [0.0, 0.0],
'exit_reason': [SellType.ROI.value, SellType.ROI.value], 'exit_reason': [ExitType.ROI.value, ExitType.ROI.value],
'initial_stop_loss_abs': [0.0940005, 0.09272236], 'initial_stop_loss_abs': [0.0940005, 0.09272236],
'initial_stop_loss_ratio': [-0.1, -0.1], 'initial_stop_loss_ratio': [-0.1, -0.1],
'stop_loss_abs': [0.0940005, 0.09272236], 'stop_loss_abs': [0.0940005, 0.09272236],
@ -1081,7 +1081,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'close_rate': [0.104969, 0.103541], 'close_rate': [0.104969, 0.103541],
"is_short": [False, False], "is_short": [False, False],
'exit_reason': [SellType.ROI, SellType.ROI] 'exit_reason': [ExitType.ROI, ExitType.ROI]
}) })
result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'], result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1], 'profit_ratio': [0.03, 0.01, 0.1],
@ -1099,7 +1099,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
'open_rate': [0.104445, 0.10302485, 0.122541], 'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541], 'close_rate': [0.104969, 0.103541, 0.123541],
"is_short": [False, False, False], "is_short": [False, False, False],
'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
}) })
backtestmock = MagicMock(side_effect=[ backtestmock = MagicMock(side_effect=[
{ {
@ -1192,7 +1192,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'stake_amount': [0.01, 0.01], 'stake_amount': [0.01, 0.01],
'open_rate': [0.104445, 0.10302485], 'open_rate': [0.104445, 0.10302485],
'close_rate': [0.104969, 0.103541], 'close_rate': [0.104969, 0.103541],
'exit_reason': [SellType.ROI, SellType.ROI] 'exit_reason': [ExitType.ROI, ExitType.ROI]
}) })
result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'], result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'],
'profit_ratio': [0.03, 0.01, 0.1], 'profit_ratio': [0.03, 0.01, 0.1],
@ -1210,7 +1210,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
'stake_amount': [0.01, 0.01, 0.01], 'stake_amount': [0.01, 0.01, 0.01],
'open_rate': [0.104445, 0.10302485, 0.122541], 'open_rate': [0.104445, 0.10302485, 0.122541],
'close_rate': [0.104969, 0.103541, 0.123541], 'close_rate': [0.104969, 0.103541, 0.123541],
'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
}) })
backtestmock = MagicMock(side_effect=[ backtestmock = MagicMock(side_effect=[
{ {

10
tests/optimize/test_hyperopt.py
View File

@ -10,7 +10,7 @@ from filelock import Timeout
from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt from freqtrade.commands.optimize_commands import setup_optimize_configuration, start_hyperopt
from freqtrade.data.history import load_data from freqtrade.data.history import load_data
from freqtrade.enums import RunMode, SellType from freqtrade.enums import RunMode, ExitType
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.optimize.hyperopt import Hyperopt from freqtrade.optimize.hyperopt import Hyperopt
from freqtrade.optimize.hyperopt_auto import HyperOptAuto from freqtrade.optimize.hyperopt_auto import HyperOptAuto
@ -359,8 +359,8 @@ def test_hyperopt_format_results(hyperopt):
"is_open": [False, False, False, True], "is_open": [False, False, False, True],
"is_short": [False, False, False, False], "is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01], "stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [SellType.ROI, SellType.STOP_LOSS, "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL] ExitType.ROI, ExitType.FORCE_SELL]
}), }),
'config': hyperopt.config, 'config': hyperopt.config,
'locks': [], 'locks': [],
@ -428,8 +428,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"is_open": [False, False, False, True], "is_open": [False, False, False, True],
"is_short": [False, False, False, False], "is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01], "stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [SellType.ROI, SellType.STOP_LOSS, "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL] ExitType.ROI, ExitType.FORCE_SELL]
}), }),
'config': hyperopt_conf, 'config': hyperopt_conf,
'locks': [], 'locks': [],

18
tests/optimize/test_optimize_reports.py
View File

@ -13,7 +13,7 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data, from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
load_backtest_stats) load_backtest_stats)
from freqtrade.edge import PairInfo from freqtrade.edge import PairInfo
from freqtrade.enums import SellType from freqtrade.enums import ExitType
from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats, from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats,
generate_daily_stats, generate_edge_table, generate_daily_stats, generate_edge_table,
generate_pair_metrics, generate_pair_metrics,
@ -78,8 +78,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True], "is_open": [False, False, False, True],
"is_short": [False, False, False, False], "is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01], "stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [SellType.ROI, SellType.STOP_LOSS, "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL] ExitType.ROI, ExitType.FORCE_SELL]
}), }),
'config': default_conf, 'config': default_conf,
'locks': [], 'locks': [],
@ -127,8 +127,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_open": [False, False, False, True], "is_open": [False, False, False, True],
"is_short": [False, False, False, False], "is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01], "stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [SellType.ROI, SellType.ROI, "exit_reason": [ExitType.ROI, ExitType.ROI,
SellType.STOP_LOSS, SellType.FORCE_SELL] ExitType.STOP_LOSS, ExitType.FORCE_SELL]
}), }),
'config': default_conf, 'config': default_conf,
'locks': [], 'locks': [],
@ -271,7 +271,7 @@ def test_text_table_exit_reason():
'wins': [2, 0, 0], 'wins': [2, 0, 0],
'draws': [0, 0, 0], 'draws': [0, 0, 0],
'losses': [0, 0, 1], 'losses': [0, 0, 1],
'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
} }
) )
@ -303,7 +303,7 @@ def test_generate_exit_reason_stats():
'wins': [2, 0, 0], 'wins': [2, 0, 0],
'draws': [0, 0, 0], 'draws': [0, 0, 0],
'losses': [0, 0, 1], 'losses': [0, 0, 1],
'exit_reason': [SellType.ROI.value, SellType.ROI.value, SellType.STOP_LOSS.value] 'exit_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value]
} }
) )
@ -343,7 +343,7 @@ def test_text_table_strategy(default_conf):
'wins': [2, 0, 0], 'wins': [2, 0, 0],
'draws': [0, 0, 0], 'draws': [0, 0, 0],
'losses': [0, 0, 1], 'losses': [0, 0, 1],
'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
} }
), 'config': default_conf} ), 'config': default_conf}
results['TestStrategy2'] = {'results': pd.DataFrame( results['TestStrategy2'] = {'results': pd.DataFrame(
@ -356,7 +356,7 @@ def test_text_table_strategy(default_conf):
'wins': [4, 1, 0], 'wins': [4, 1, 0],
'draws': [0, 0, 0], 'draws': [0, 0, 0],
'losses': [0, 0, 1], 'losses': [0, 0, 1],
'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS]
} }
), 'config': default_conf} ), 'config': default_conf}

46
tests/plugins/test_protections.py
View File

@ -4,14 +4,14 @@ from datetime import datetime, timedelta
import pytest import pytest
from freqtrade import constants from freqtrade import constants
from freqtrade.enums import SellType from freqtrade.enums import ExitType
from freqtrade.persistence import PairLocks, Trade from freqtrade.persistence import PairLocks, Trade
from freqtrade.plugins.protectionmanager import ProtectionManager from freqtrade.plugins.protectionmanager import ProtectionManager
from tests.conftest import get_patched_freqtradebot, log_has_re from tests.conftest import get_patched_freqtradebot, log_has_re
def generate_mock_trade(pair: str, fee: float, is_open: bool, def generate_mock_trade(pair: str, fee: float, is_open: bool,
exit_reason: str = SellType.SELL_SIGNAL, exit_reason: str = ExitType.SELL_SIGNAL,
min_ago_open: int = None, min_ago_close: int = None, min_ago_open: int = None, min_ago_close: int = None,
profit_rate: float = 0.9 profit_rate: float = 0.9
): ):
@ -91,7 +91,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30, min_ago_open=200, min_ago_close=30,
)) ))
@ -100,12 +100,12 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
# This trade does not count, as it's closed too long ago # This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'BCH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'BCH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100, min_ago_open=250, min_ago_close=100,
)) ))
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=240, min_ago_close=30, min_ago_open=240, min_ago_close=30,
)) ))
# 3 Trades closed - but the 2nd has been closed too long ago. # 3 Trades closed - but the 2nd has been closed too long ago.
@ -114,7 +114,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'LTC/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'LTC/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30, min_ago_open=180, min_ago_close=30,
)) ))
@ -148,7 +148,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
pair, fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30, profit_rate=0.9, min_ago_open=200, min_ago_close=30, profit_rate=0.9,
)) ))
@ -158,12 +158,12 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
caplog.clear() caplog.clear()
# This trade does not count, as it's closed too long ago # This trade does not count, as it's closed too long ago
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
pair, fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=250, min_ago_close=100, profit_rate=0.9, min_ago_open=250, min_ago_close=100, profit_rate=0.9,
)) ))
# Trade does not count for per pair stop as it's the wrong pair. # Trade does not count for per pair stop as it's the wrong pair.
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=240, min_ago_close=30, profit_rate=0.9, min_ago_open=240, min_ago_close=30, profit_rate=0.9,
)) ))
# 3 Trades closed - but the 2nd has been closed too long ago. # 3 Trades closed - but the 2nd has been closed too long ago.
@ -178,7 +178,7 @@ def test_stoploss_guard_perpair(mocker, default_conf, fee, caplog, only_per_pair
# 2nd Trade that counts with correct pair # 2nd Trade that counts with correct pair
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
pair, fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, pair, fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=180, min_ago_close=30, profit_rate=0.9, min_ago_open=180, min_ago_close=30, profit_rate=0.9,
)) ))
@ -203,7 +203,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=30, min_ago_open=200, min_ago_close=30,
)) ))
@ -213,7 +213,7 @@ def test_CooldownPeriod(mocker, default_conf, fee, caplog):
assert not PairLocks.is_global_lock() assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=205, min_ago_close=35, min_ago_open=205, min_ago_close=35,
)) ))
@ -242,7 +242,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=800, min_ago_close=450, profit_rate=0.9, min_ago_open=800, min_ago_close=450, profit_rate=0.9,
)) ))
@ -253,7 +253,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
assert not PairLocks.is_global_lock() assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=200, min_ago_close=120, profit_rate=0.9, min_ago_open=200, min_ago_close=120, profit_rate=0.9,
)) ))
@ -265,14 +265,14 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog):
# Add positive trade # Add positive trade
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=20, min_ago_close=10, profit_rate=1.15, min_ago_open=20, min_ago_close=10, profit_rate=1.15,
)) ))
assert not freqtrade.protections.stop_per_pair('XRP/BTC') assert not freqtrade.protections.stop_per_pair('XRP/BTC')
assert not PairLocks.is_pair_locked('XRP/BTC') assert not PairLocks.is_pair_locked('XRP/BTC')
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=110, min_ago_close=20, profit_rate=0.8, min_ago_open=110, min_ago_close=20, profit_rate=0.8,
)) ))
@ -300,15 +300,15 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
caplog.clear() caplog.clear()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1000, min_ago_close=900, profit_rate=1.1, min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
)) ))
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'ETH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'ETH/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1000, min_ago_close=900, profit_rate=1.1, min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
)) ))
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'NEO/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'NEO/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1000, min_ago_close=900, profit_rate=1.1, min_ago_open=1000, min_ago_close=900, profit_rate=1.1,
)) ))
# No losing trade yet ... so max_drawdown will raise exception # No losing trade yet ... so max_drawdown will raise exception
@ -316,7 +316,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
assert not freqtrade.protections.stop_per_pair('XRP/BTC') assert not freqtrade.protections.stop_per_pair('XRP/BTC')
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=500, min_ago_close=400, profit_rate=0.9, min_ago_open=500, min_ago_close=400, profit_rate=0.9,
)) ))
# Not locked with one trade # Not locked with one trade
@ -326,7 +326,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
assert not PairLocks.is_global_lock() assert not PairLocks.is_global_lock()
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.STOP_LOSS.value,
min_ago_open=1200, min_ago_close=1100, profit_rate=0.5, min_ago_open=1200, min_ago_close=1100, profit_rate=0.5,
)) ))
@ -339,7 +339,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
# Winning trade ... (should not lock, does not change drawdown!) # Winning trade ... (should not lock, does not change drawdown!)
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=320, min_ago_close=410, profit_rate=1.5, min_ago_open=320, min_ago_close=410, profit_rate=1.5,
)) ))
assert not freqtrade.protections.global_stop() assert not freqtrade.protections.global_stop()
@ -349,7 +349,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog):
# Add additional negative trade, causing a loss of > 15% # Add additional negative trade, causing a loss of > 15%
Trade.query.session.add(generate_mock_trade( Trade.query.session.add(generate_mock_trade(
'XRP/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, 'XRP/BTC', fee.return_value, False, exit_reason=ExitType.ROI.value,
min_ago_open=20, min_ago_close=10, profit_rate=0.8, min_ago_open=20, min_ago_close=10, profit_rate=0.8,
)) ))
assert not freqtrade.protections.stop_per_pair('XRP/BTC') assert not freqtrade.protections.stop_per_pair('XRP/BTC')

16
tests/rpc/test_rpc_telegram.py
View File

@ -18,7 +18,7 @@ from telegram.error import BadRequest, NetworkError, TelegramError
from freqtrade import __version__ from freqtrade import __version__
from freqtrade.constants import CANCEL_REASON from freqtrade.constants import CANCEL_REASON
from freqtrade.edge import PairInfo from freqtrade.edge import PairInfo
from freqtrade.enums import RPCMessageType, RunMode, SellType, State from freqtrade.enums import RPCMessageType, RunMode, ExitType, State
from freqtrade.exceptions import OperationalException from freqtrade.exceptions import OperationalException
from freqtrade.freqtradebot import FreqtradeBot from freqtrade.freqtradebot import FreqtradeBot
from freqtrade.loggers import setup_logging from freqtrade.loggers import setup_logging
@ -962,7 +962,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'enter_tag': ANY, 'enter_tag': ANY,
'exit_reason': SellType.FORCE_SELL.value, 'exit_reason': ExitType.FORCE_SELL.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -1030,7 +1030,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'enter_tag': ANY, 'enter_tag': ANY,
'exit_reason': SellType.FORCE_SELL.value, 'exit_reason': ExitType.FORCE_SELL.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -1088,7 +1088,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'buy_tag': ANY, 'buy_tag': ANY,
'enter_tag': ANY, 'enter_tag': ANY,
'exit_reason': SellType.FORCE_SELL.value, 'exit_reason': ExitType.FORCE_SELL.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -1826,7 +1826,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'stake_currency': 'ETH', 'stake_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'enter_tag': 'buy_signal1', 'enter_tag': 'buy_signal1',
'exit_reason': SellType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-1), 'open_date': arrow.utcnow().shift(hours=-1),
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })
@ -1860,7 +1860,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None:
'profit_ratio': -0.57405275, 'profit_ratio': -0.57405275,
'stake_currency': 'ETH', 'stake_currency': 'ETH',
'enter_tag': 'buy_signal1', 'enter_tag': 'buy_signal1',
'exit_reason': SellType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })
@ -1939,7 +1939,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction,
'profit_ratio': -0.57405275, 'profit_ratio': -0.57405275,
'stake_currency': 'ETH', 'stake_currency': 'ETH',
'enter_tag': enter_signal, 'enter_tag': enter_signal,
'exit_reason': SellType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30),
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })
@ -2063,7 +2063,7 @@ def test_send_msg_sell_notification_no_fiat(
'stake_currency': 'ETH', 'stake_currency': 'ETH',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'enter_tag': enter_signal, 'enter_tag': enter_signal,
'exit_reason': SellType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3), 'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3),
'close_date': arrow.utcnow(), 'close_date': arrow.utcnow(),
}) })

8
tests/rpc/test_rpc_webhook.py
View File

@ -5,7 +5,7 @@ from unittest.mock import MagicMock
import pytest import pytest
from requests import RequestException from requests import RequestException
from freqtrade.enums import RPCMessageType, SellType from freqtrade.enums import RPCMessageType, ExitType
from freqtrade.rpc import RPC from freqtrade.rpc import RPC
from freqtrade.rpc.webhook import Webhook from freqtrade.rpc.webhook import Webhook
from tests.conftest import get_patched_freqtradebot, log_has from tests.conftest import get_patched_freqtradebot, log_has
@ -244,7 +244,7 @@ def test_send_msg_webhook(default_conf, mocker):
'profit_amount': 0.001, 'profit_amount': 0.001,
'profit_ratio': 0.20, 'profit_ratio': 0.20,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'exit_reason': SellType.STOP_LOSS.value 'exit_reason': ExitType.STOP_LOSS.value
} }
webhook.send_msg(msg=msg) webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
@ -269,7 +269,7 @@ def test_send_msg_webhook(default_conf, mocker):
'profit_amount': 0.001, 'profit_amount': 0.001,
'profit_ratio': 0.20, 'profit_ratio': 0.20,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'exit_reason': SellType.STOP_LOSS.value 'exit_reason': ExitType.STOP_LOSS.value
} }
webhook.send_msg(msg=msg) webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1
@ -294,7 +294,7 @@ def test_send_msg_webhook(default_conf, mocker):
'profit_amount': 0.001, 'profit_amount': 0.001,
'profit_ratio': 0.20, 'profit_ratio': 0.20,
'stake_currency': 'BTC', 'stake_currency': 'BTC',
'exit_reason': SellType.STOP_LOSS.value 'exit_reason': ExitType.STOP_LOSS.value
} }
webhook.send_msg(msg=msg) webhook.send_msg(msg=msg)
assert msg_mock.call_count == 1 assert msg_mock.call_count == 1

36
tests/strategy/test_interface.py
View File

@ -11,7 +11,7 @@ from pandas import DataFrame
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.data.history import load_data from freqtrade.data.history import load_data
from freqtrade.enums import SellType, SignalDirection from freqtrade.enums import ExitType, SignalDirection
from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.optimize.space import SKDecimal from freqtrade.optimize.space import SKDecimal
from freqtrade.persistence import PairLocks, Trade from freqtrade.persistence import PairLocks, Trade
@ -395,22 +395,22 @@ def test_min_roi_reached3(default_conf, fee) -> None:
'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [ 'profit,adjusted,expected,trailing,custom,profit2,adjusted2,expected2,custom_stop', [
# Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing, # Profit, adjusted stoploss(absolute), profit for 2nd call, enable trailing,
# enable custom stoploss, expected after 1st call, expected after 2nd call # 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, ExitType.NONE, False, False, 0.3, 0.9, ExitType.NONE, None),
(0.2, 0.9, SellType.NONE, False, False, -0.2, 0.9, SellType.STOP_LOSS, None), (0.2, 0.9, ExitType.NONE, False, False, -0.2, 0.9, ExitType.STOP_LOSS, None),
(0.2, 1.14, SellType.NONE, True, False, 0.05, 1.14, SellType.TRAILING_STOP_LOSS, None), (0.2, 1.14, ExitType.NONE, True, False, 0.05, 1.14, ExitType.TRAILING_STOP_LOSS, None),
(0.01, 0.96, SellType.NONE, True, False, 0.05, 1, SellType.NONE, None), (0.01, 0.96, ExitType.NONE, True, False, 0.05, 1, ExitType.NONE, None),
(0.05, 1, SellType.NONE, True, False, -0.01, 1, SellType.TRAILING_STOP_LOSS, None), (0.05, 1, ExitType.NONE, True, False, -0.01, 1, ExitType.TRAILING_STOP_LOSS, None),
# Default custom case - trails with 10% # 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, ExitType.NONE, False, True, -0.02, 0.95, ExitType.NONE, None),
(0.05, 0.95, SellType.NONE, False, True, -0.06, 0.95, SellType.TRAILING_STOP_LOSS, None), (0.05, 0.95, ExitType.NONE, False, True, -0.06, 0.95, ExitType.TRAILING_STOP_LOSS, None),
(0.05, 1, SellType.NONE, False, True, -0.06, 1, SellType.TRAILING_STOP_LOSS, (0.05, 1, ExitType.NONE, False, True, -0.06, 1, ExitType.TRAILING_STOP_LOSS,
lambda **kwargs: -0.05), 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), 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)), lambda current_profit, **kwargs: -0.1 if current_profit < 0.6 else -(current_profit * 2)),
# Error case - static stoploss in place # 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), lambda **kwargs: None),
]) ])
def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom, def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, trailing, custom,
@ -441,7 +441,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
force_stoploss=0, high=None) force_stoploss=0, high=None)
assert isinstance(sl_flag, SellCheckTuple) assert isinstance(sl_flag, SellCheckTuple)
assert sl_flag.sell_type == expected assert sl_flag.sell_type == expected
if expected == SellType.NONE: if expected == ExitType.NONE:
assert sl_flag.sell_flag is False assert sl_flag.sell_flag is False
else: else:
assert sl_flag.sell_flag is True assert sl_flag.sell_flag is True
@ -451,7 +451,7 @@ def test_stop_loss_reached(default_conf, fee, profit, adjusted, expected, traili
current_time=now, current_profit=profit2, current_time=now, current_profit=profit2,
force_stoploss=0, high=None) force_stoploss=0, high=None)
assert sl_flag.sell_type == expected2 assert sl_flag.sell_type == expected2
if expected2 == SellType.NONE: if expected2 == ExitType.NONE:
assert sl_flag.sell_flag is False assert sl_flag.sell_flag is False
else: else:
assert sl_flag.sell_flag is True assert sl_flag.sell_flag is True
@ -480,14 +480,14 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
low=None, high=None) low=None, high=None)
assert res.sell_flag is False assert res.sell_flag is False
assert res.sell_type == SellType.NONE assert res.sell_type == ExitType.NONE
strategy.custom_sell = MagicMock(return_value=True) strategy.custom_sell = MagicMock(return_value=True)
res = strategy.should_exit(trade, 1, now, res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False, enter=False, exit_=False,
low=None, high=None) low=None, high=None)
assert res.sell_flag is True assert res.sell_flag is True
assert res.sell_type == SellType.CUSTOM_SELL assert res.sell_type == ExitType.CUSTOM_SELL
assert res.exit_reason == 'custom_sell' assert res.exit_reason == 'custom_sell'
strategy.custom_sell = MagicMock(return_value='hello world') strategy.custom_sell = MagicMock(return_value='hello world')
@ -495,7 +495,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
res = strategy.should_exit(trade, 1, now, res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False, enter=False, exit_=False,
low=None, high=None) low=None, high=None)
assert res.sell_type == SellType.CUSTOM_SELL assert res.sell_type == ExitType.CUSTOM_SELL
assert res.sell_flag is True assert res.sell_flag is True
assert res.exit_reason == 'hello world' assert res.exit_reason == 'hello world'
@ -504,7 +504,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None:
res = strategy.should_exit(trade, 1, now, res = strategy.should_exit(trade, 1, now,
enter=False, exit_=False, enter=False, exit_=False,
low=None, high=None) low=None, high=None)
assert res.sell_type == SellType.CUSTOM_SELL assert res.sell_type == ExitType.CUSTOM_SELL
assert res.sell_flag is True assert res.sell_flag is True
assert res.exit_reason == 'h' * 64 assert res.exit_reason == 'h' * 64
assert log_has_re('Custom sell reason returned from custom_sell is too long.*', caplog) assert log_has_re('Custom sell reason returned from custom_sell is too long.*', caplog)

72
tests/test_freqtradebot.py
View File

@ -12,7 +12,7 @@ import pytest
from pandas import DataFrame from pandas import DataFrame
from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT from freqtrade.constants import CANCEL_REASON, MATH_CLOSE_PREC, UNLIMITED_STAKE_AMOUNT
from freqtrade.enums import CandleType, RPCMessageType, RunMode, SellType, SignalDirection, State from freqtrade.enums import CandleType, RPCMessageType, RunMode, ExitType, SignalDirection, State
from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError, from freqtrade.exceptions import (DependencyException, ExchangeError, InsufficientFundsError,
InvalidOrderException, OperationalException, PricingError, InvalidOrderException, OperationalException, PricingError,
TemporaryError) TemporaryError)
@ -234,7 +234,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker,
assert freqtrade.handle_trade(trade) is not ignore_strat_sl assert freqtrade.handle_trade(trade) is not ignore_strat_sl
if not ignore_strat_sl: if not ignore_strat_sl:
assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog) assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog)
assert trade.exit_reason == SellType.STOP_LOSS.value assert trade.exit_reason == ExitType.STOP_LOSS.value
def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None: def test_total_open_trades_stakes(mocker, default_conf_usdt, ticker_usdt, fee) -> None:
@ -1164,7 +1164,7 @@ def test_create_stoploss_order_invalid_order(
caplog.clear() caplog.clear()
freqtrade.create_stoploss_order(trade, 200) freqtrade.create_stoploss_order(trade, 200)
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
assert trade.exit_reason == SellType.EMERGENCY_SELL.value assert trade.exit_reason == ExitType.EMERGENCY_SELL.value
assert log_has("Unable to place a stoploss order on exchange. ", caplog) assert log_has("Unable to place a stoploss order on exchange. ", caplog)
assert log_has("Exiting the trade forcefully", caplog) assert log_has("Exiting the trade forcefully", caplog)
@ -1176,7 +1176,7 @@ def test_create_stoploss_order_invalid_order(
# Rpc is sending first buy, then sell # Rpc is sending first buy, then sell
assert rpc_mock.call_count == 2 assert rpc_mock.call_count == 2
assert rpc_mock.call_args_list[1][0][0]['exit_reason'] == SellType.EMERGENCY_SELL.value assert rpc_mock.call_args_list[1][0][0]['exit_reason'] == ExitType.EMERGENCY_SELL.value
assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market'
@ -2093,7 +2093,7 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee,
caplog.clear() caplog.clear()
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Required profit reached. sell_type=SellType.ROI", assert log_has("ETH/USDT - Required profit reached. sell_type=ExitType.ROI",
caplog) caplog)
@ -2135,7 +2135,7 @@ def test_handle_trade_use_exit_signal(
else: else:
patch_get_signal(freqtrade, enter_long=False, exit_long=True) patch_get_signal(freqtrade, enter_long=False, exit_long=True)
assert freqtrade.handle_trade(trade) assert freqtrade.handle_trade(trade)
assert log_has("ETH/USDT - Sell signal received. sell_type=SellType.SELL_SIGNAL", assert log_has("ETH/USDT - Sell signal received. sell_type=ExitType.SELL_SIGNAL",
caplog) caplog)
@ -2855,7 +2855,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']), limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
exit_reason=SellCheckTuple(sell_type=SellType.ROI) exit_reason=SellCheckTuple(sell_type=ExitType.ROI)
) )
assert rpc_mock.call_count == 0 assert rpc_mock.call_count == 0
assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@ -2867,7 +2867,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']), limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']),
exit_reason=SellCheckTuple(sell_type=SellType.ROI) exit_reason=SellCheckTuple(sell_type=ExitType.ROI)
) )
assert freqtrade.strategy.confirm_trade_exit.call_count == 1 assert freqtrade.strategy.confirm_trade_exit.call_count == 1
@ -2892,7 +2892,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_
'profit_ratio': 0.00493809 if is_short else 0.09451372, 'profit_ratio': 0.00493809 if is_short else 0.09451372,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'exit_reason': SellType.ROI.value, 'exit_reason': ExitType.ROI.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -2928,7 +2928,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
) )
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()['bid'], trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()['bid'],
exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) exit_reason=SellCheckTuple(sell_type=ExitType.STOP_LOSS))
assert rpc_mock.call_count == 2 assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0] last_msg = rpc_mock.call_args_list[-1][0][0]
@ -2951,7 +2951,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd
'profit_ratio': -0.0945681 if is_short else -1.247e-05, 'profit_ratio': -0.0945681 if is_short else -1.247e-05,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'exit_reason': SellType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -3003,7 +3003,7 @@ def test_execute_trade_exit_custom_exit_price(
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL) exit_reason=SellCheckTuple(sell_type=ExitType.SELL_SIGNAL)
) )
# Sell price must be different to default bid price # Sell price must be different to default bid price
@ -3031,7 +3031,7 @@ def test_execute_trade_exit_custom_exit_price(
'profit_ratio': profit_ratio, 'profit_ratio': profit_ratio,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'exit_reason': SellType.SELL_SIGNAL.value, 'exit_reason': ExitType.SELL_SIGNAL.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -3074,7 +3074,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
trade.stop_loss = 2.0 * 1.01 if is_short else 2.0 * 0.99 trade.stop_loss = 2.0 * 1.01 if is_short else 2.0 * 0.99
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down())['bid'], trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down())['bid'],
exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) exit_reason=SellCheckTuple(sell_type=ExitType.STOP_LOSS))
assert rpc_mock.call_count == 2 assert rpc_mock.call_count == 2
last_msg = rpc_mock.call_args_list[-1][0][0] last_msg = rpc_mock.call_args_list[-1][0][0]
@ -3098,7 +3098,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run(
'profit_ratio': -0.00501253 if is_short else -0.01493766, 'profit_ratio': -0.00501253 if is_short else -0.01493766,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'exit_reason': SellType.STOP_LOSS.value, 'exit_reason': ExitType.STOP_LOSS.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -3134,7 +3134,7 @@ def test_execute_trade_exit_sloe_cancel_exception(
trade.stoploss_order_id = "abcd" trade.stoploss_order_id = "abcd"
freqtrade.execute_trade_exit(trade=trade, limit=1234, freqtrade.execute_trade_exit(trade=trade, limit=1234,
exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) exit_reason=SellCheckTuple(sell_type=ExitType.STOP_LOSS))
assert create_order_mock.call_count == 2 assert create_order_mock.call_count == 2
assert log_has('Could not cancel stoploss order abcd', caplog) assert log_has('Could not cancel stoploss order abcd', caplog)
@ -3189,7 +3189,7 @@ def test_execute_trade_exit_with_stoploss_on_exchange(
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS) exit_reason=SellCheckTuple(sell_type=ExitType.STOP_LOSS)
) )
trade = Trade.query.first() trade = Trade.query.first()
@ -3265,7 +3265,7 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit(default_conf_usdt
freqtrade.exit_positions(trades) freqtrade.exit_positions(trades)
assert trade.stoploss_order_id is None assert trade.stoploss_order_id is None
assert trade.is_open is False assert trade.is_open is False
assert trade.exit_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert rpc_mock.call_count == 3 assert rpc_mock.call_count == 3
assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY
assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL
@ -3328,7 +3328,7 @@ def test_execute_trade_exit_market_order(
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
exit_reason=SellCheckTuple(sell_type=SellType.ROI) exit_reason=SellCheckTuple(sell_type=ExitType.ROI)
) )
assert not trade.is_open assert not trade.is_open
@ -3355,7 +3355,7 @@ def test_execute_trade_exit_market_order(
'profit_ratio': profit_ratio, 'profit_ratio': profit_ratio,
'stake_currency': 'USDT', 'stake_currency': 'USDT',
'fiat_currency': 'USD', 'fiat_currency': 'USD',
'exit_reason': SellType.ROI.value, 'exit_reason': ExitType.ROI.value,
'open_date': ANY, 'open_date': ANY,
'close_date': ANY, 'close_date': ANY,
'close_rate': ANY, 'close_rate': ANY,
@ -3392,7 +3392,7 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
fetch_ticker=ticker_usdt_sell_up fetch_ticker=ticker_usdt_sell_up
) )
exit_reason = SellCheckTuple(sell_type=SellType.ROI) exit_reason = SellCheckTuple(sell_type=ExitType.ROI)
assert not freqtrade.execute_trade_exit( assert not freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'],
@ -3403,18 +3403,18 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u
@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [ @pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [
# Enable profit # Enable profit
(True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, False), (True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, False),
(True, 2.18, 2.2, False, True, SellType.SELL_SIGNAL.value, True), (True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, True),
# # Disable profit # # Disable profit
(False, 3.19, 3.2, True, False, SellType.SELL_SIGNAL.value, False), (False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 3.19, 3.2, True, False, SellType.SELL_SIGNAL.value, True), (False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, True),
# # Enable loss # # Enable loss
# # * Shouldn't this be SellType.STOP_LOSS.value # # * Shouldn't this be ExitType.STOP_LOSS.value
(True, 0.21, 0.22, False, False, None, False), (True, 0.21, 0.22, False, False, None, False),
(True, 2.41, 2.42, False, False, None, True), (True, 2.41, 2.42, False, False, None, True),
# Disable loss # Disable loss
(False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value, False), (False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, False),
(False, 0.10, 0.22, True, False, SellType.SELL_SIGNAL.value, True), (False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, True),
]) ])
def test_sell_profit_only( def test_sell_profit_only(
default_conf_usdt, limit_order, limit_order_open, is_short, default_conf_usdt, limit_order, limit_order_open, is_short,
@ -3441,11 +3441,11 @@ def test_sell_profit_only(
}) })
freqtrade = FreqtradeBot(default_conf_usdt) freqtrade = FreqtradeBot(default_conf_usdt)
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
if sell_type == SellType.SELL_SIGNAL.value: if sell_type == ExitType.SELL_SIGNAL.value:
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
else: else:
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple( freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
sell_type=SellType.NONE)) sell_type=ExitType.NONE))
freqtrade.enter_positions() freqtrade.enter_positions()
trade = Trade.query.first() trade = Trade.query.first()
@ -3561,7 +3561,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee,
freqtrade.execute_trade_exit( freqtrade.execute_trade_exit(
trade=trade, trade=trade,
limit=ticker_usdt_sell_down()['ask' if is_short else 'bid'], limit=ticker_usdt_sell_down()['ask' if is_short else 'bid'],
exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS) exit_reason=SellCheckTuple(sell_type=ExitType.STOP_LOSS)
) )
trade.close(ticker_usdt_sell_down()['bid']) trade.close(ticker_usdt_sell_down()['bid'])
assert freqtrade.strategy.is_pair_locked(trade.pair) assert freqtrade.strategy.is_pair_locked(trade.pair)
@ -3616,7 +3616,7 @@ def test_ignore_roi_if_enter_signal(default_conf_usdt, limit_order, limit_order_
else: else:
patch_get_signal(freqtrade, enter_long=False, exit_long=False) patch_get_signal(freqtrade, enter_long=False, exit_long=False)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.exit_reason == SellType.ROI.value assert trade.exit_reason == ExitType.ROI.value
@pytest.mark.parametrize("is_short,val1,val2", [ @pytest.mark.parametrize("is_short,val1,val2", [
@ -3678,7 +3678,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open,
f"stoploss is {(2.0 * val1 * stop_multi):6f}, " f"stoploss is {(2.0 * val1 * stop_multi):6f}, "
f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000", f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000",
caplog) caplog)
assert trade.exit_reason == SellType.TRAILING_STOP_LOSS.value assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [ @pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [
@ -3782,7 +3782,7 @@ def test_trailing_stop_loss_positive(
f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, " f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, "
f"trade opened at {2.2 if is_short else 2.0}00000", f"trade opened at {2.2 if is_short else 2.0}00000",
caplog) caplog)
assert trade.exit_reason == SellType.TRAILING_STOP_LOSS.value assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value
@pytest.mark.parametrize("is_short", [False, True]) @pytest.mark.parametrize("is_short", [False, True])
@ -3824,7 +3824,7 @@ def test_disable_ignore_roi_if_enter_signal(default_conf_usdt, limit_order, limi
# Test if buy-signal is absent # Test if buy-signal is absent
patch_get_signal(freqtrade) patch_get_signal(freqtrade)
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.exit_reason == SellType.ROI.value assert trade.exit_reason == ExitType.ROI.value
def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog,
@ -4920,7 +4920,7 @@ def test_update_funding_fees(
trade=trade, trade=trade,
# The values of the next 2 params are irrelevant for this test # The values of the next 2 params are irrelevant for this test
limit=ticker_usdt_sell_up()['bid'], limit=ticker_usdt_sell_up()['bid'],
exit_reason=SellCheckTuple(sell_type=SellType.ROI) exit_reason=SellCheckTuple(sell_type=ExitType.ROI)
) )
assert trade.funding_fees == pytest.approx(sum( assert trade.funding_fees == pytest.approx(sum(
trade.amount * trade.amount *

20
tests/test_integration.py
View File

@ -2,7 +2,7 @@ from unittest.mock import MagicMock
import pytest import pytest
from freqtrade.enums import SellType from freqtrade.enums import ExitType
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.rpc.rpc import RPC from freqtrade.rpc.rpc import RPC
from freqtrade.strategy.interface import SellCheckTuple from freqtrade.strategy.interface import SellCheckTuple
@ -52,8 +52,8 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open]) side_effect=[stoploss_order_closed, stoploss_order_open, stoploss_order_open])
# Sell 3rd trade (not called for the first trade) # Sell 3rd trade (not called for the first trade)
should_sell_mock = MagicMock(side_effect=[ should_sell_mock = MagicMock(side_effect=[
SellCheckTuple(sell_type=SellType.NONE), SellCheckTuple(sell_type=ExitType.NONE),
SellCheckTuple(sell_type=SellType.SELL_SIGNAL)] SellCheckTuple(sell_type=ExitType.SELL_SIGNAL)]
) )
cancel_order_mock = MagicMock() cancel_order_mock = MagicMock()
mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss)
@ -111,7 +111,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
assert wallets_mock.call_count == 4 assert wallets_mock.call_count == 4
trade = trades[0] trade = trades[0]
assert trade.exit_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value
assert not trade.is_open assert not trade.is_open
trade = trades[1] trade = trades[1]
@ -119,7 +119,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee,
assert trade.is_open assert trade.is_open
trade = trades[2] trade = trades[2]
assert trade.exit_reason == SellType.SELL_SIGNAL.value assert trade.exit_reason == ExitType.SELL_SIGNAL.value
assert not trade.is_open assert not trade.is_open
@ -157,11 +157,11 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, limit_buy_order, moc
_notify_exit=MagicMock(), _notify_exit=MagicMock(),
) )
should_sell_mock = MagicMock(side_effect=[ should_sell_mock = MagicMock(side_effect=[
SellCheckTuple(sell_type=SellType.NONE), SellCheckTuple(sell_type=ExitType.NONE),
SellCheckTuple(sell_type=SellType.SELL_SIGNAL), SellCheckTuple(sell_type=ExitType.SELL_SIGNAL),
SellCheckTuple(sell_type=SellType.NONE), SellCheckTuple(sell_type=ExitType.NONE),
SellCheckTuple(sell_type=SellType.NONE), SellCheckTuple(sell_type=ExitType.NONE),
SellCheckTuple(sell_type=SellType.NONE)] SellCheckTuple(sell_type=ExitType.NONE)]
) )
mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock) mocker.patch("freqtrade.strategy.interface.IStrategy.should_exit", should_sell_mock)