Merge branch 'develop' into feat/short

tests/strategy/strats/strategy_test_v2.py

@@ -1,9 +1,12 @@
 # pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
 
+from datetime import datetime
+
 import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.persistence import Trade
 from freqtrade.strategy import IStrategy
 
 
@@ -48,6 +51,9 @@ class StrategyTestV2(IStrategy):
         'sell': 'gtc',
     }
 
+    # By default this strategy does not use Position Adjustments
+    position_adjustment_enable = False
+
     def informative_pairs(self):
         """
         Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -154,3 +160,12 @@ class StrategyTestV2(IStrategy):
             ),
             'sell'] = 1
         return dataframe
+
+    def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
+                              current_profit: float, min_stake: float, max_stake: float, **kwargs):
+
+        if current_profit < -0.0075:
+            orders = trade.select_filled_orders('buy')
+            return round(orders[0].cost, 0)
+
+        return None

tests/strategy/strats/strategy_test_v3.py

@@ -6,6 +6,7 @@ import talib.abstract as ta
 from pandas import DataFrame
 
 import freqtrade.vendor.qtpylib.indicators as qtpylib
+from freqtrade.persistence import Trade
 from freqtrade.strategy import (BooleanParameter, DecimalParameter, IntParameter, IStrategy,
                                 RealParameter)
 
@@ -178,3 +179,12 @@ class StrategyTestV3(IStrategy):
         # Bot-logic must make sure it's an allowed leverage and eventually adjust accordingly.
 
         return 3.0
+
+    def adjust_trade_position(self, trade: Trade, current_time: datetime, current_rate: float,
+                              current_profit: float, min_stake: float, max_stake: float, **kwargs):
+
+        if current_profit < -0.0075:
+            orders = trade.select_filled_orders('buy')
+            return round(orders[0].cost, 0)
+
+        return None

tests/strategy/test_interface.py

@@ -38,6 +38,9 @@ def test_returns_latest_signal(ohlcv_history):
     mocked_history['exit_long'] = 0
     mocked_history['enter_short'] = 0
     mocked_history['exit_short'] = 0
+    # Set tags in lines that don't matter to test nan in the sell line
+    mocked_history.loc[0, 'enter_tag'] = 'wrong_line'
+    mocked_history.loc[0, 'exit_tag'] = 'wrong_line'
     mocked_history.loc[1, 'exit_long'] = 1
 
     assert _STRATEGY.get_entry_signal('ETH/BTC', '5m', mocked_history) == (None, None)