From f5805543ed277adda9330215473e5687d81ec343 Mon Sep 17 00:00:00 2001 From: Sam Germain Date: Tue, 4 Jan 2022 22:52:52 -0600 Subject: [PATCH] sell_reason -> exit_reason --- docs/advanced-hyperopt.md | 2 +- docs/sql_cheatsheet.md | 4 +- docs/strategy-advanced.md | 4 +- docs/strategy-callbacks.md | 6 +- docs/strategy-customization.md | 2 +- docs/strategy_analysis_example.md | 4 +- docs/webhook-config.md | 6 +- freqtrade/data/btanalysis.py | 6 +- freqtrade/freqtradebot.py | 22 +++--- freqtrade/optimize/backtesting.py | 8 +- freqtrade/optimize/optimize_reports.py | 22 +++--- freqtrade/persistence/migrations.py | 6 +- freqtrade/persistence/models.py | 30 ++++---- freqtrade/plot/plotting.py | 4 +- .../plugins/protections/stoploss_guard.py | 6 +- freqtrade/rpc/api_server/api_schemas.py | 4 +- freqtrade/rpc/rpc.py | 22 +++--- freqtrade/rpc/telegram.py | 38 +++++----- freqtrade/strategy/interface.py | 12 +-- .../templates/strategy_analysis_example.ipynb | 4 +- .../subtemplates/strategy_methods_advanced.j2 | 4 +- tests/conftest_trades.py | 8 +- tests/conftest_trades_usdt.py | 4 +- tests/edge/test_edge.py | 12 +-- tests/optimize/__init__.py | 2 +- tests/optimize/conftest.py | 2 +- tests/optimize/test_backtest_detail.py | 76 +++++++++---------- tests/optimize/test_backtesting.py | 20 ++--- tests/optimize/test_hyperopt.py | 42 +++++----- tests/optimize/test_optimize_reports.py | 40 +++++----- tests/plugins/test_protections.py | 46 +++++------ tests/rpc/test_rpc.py | 30 ++++---- tests/rpc/test_rpc_apiserver.py | 8 +- tests/rpc/test_rpc_telegram.py | 42 +++++----- tests/rpc/test_rpc_webhook.py | 6 +- tests/strategy/test_default_strategy.py | 2 +- tests/strategy/test_interface.py | 10 +-- tests/test_freqtradebot.py | 52 ++++++------- tests/test_integration.py | 6 +- tests/test_persistence.py | 10 +-- .../testdata/backtest-result_multistrat.json | 2 +- tests/testdata/backtest-result_new.json | 2 +- tests/testdata/strategy_SampleStrategy.fthypt | 10 +-- 43 files changed, 324 insertions(+), 324 deletions(-) diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md index 9ac31bf16..193eed4c0 100644 --- a/docs/advanced-hyperopt.md +++ b/docs/advanced-hyperopt.md @@ -56,7 +56,7 @@ Currently, the arguments are: * `results`: DataFrame containing the resulting trades. The following columns are available in results (corresponds to the output-file of backtesting when used with `--export trades`): - `pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, sell_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs` + `pair, profit_ratio, profit_abs, open_date, open_rate, fee_open, close_date, close_rate, fee_close, amount, trade_duration, is_open, exit_reason, stake_amount, min_rate, max_rate, stop_loss_ratio, stop_loss_abs` * `trade_count`: Amount of trades (identical to `len(results)`) * `min_date`: Start date of the timerange used * `min_date`: End date of the timerange used diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index caa3f53a6..434607f14 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -65,7 +65,7 @@ SET is_open=0, close_rate=, close_profit = close_rate / open_rate - 1, close_profit_abs = (amount * * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))), - sell_reason= + exit_reason= WHERE id=; ``` @@ -78,7 +78,7 @@ SET is_open=0, close_rate=0.19638016, close_profit=0.0496, close_profit_abs = (amount * 0.19638016 * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))), - sell_reason='force_sell' + exit_reason='force_sell' WHERE id=31; ``` diff --git a/docs/strategy-advanced.md b/docs/strategy-advanced.md index ec91c91a7..f6517331f 100644 --- a/docs/strategy-advanced.md +++ b/docs/strategy-advanced.md @@ -49,7 +49,7 @@ from freqtrade.exchange import timeframe_to_prev_date class AwesomeStrategy(IStrategy): def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float, - rate: float, time_in_force: str, sell_reason: str, + rate: float, time_in_force: str, exit_reason: str, current_time: 'datetime', **kwargs) -> bool: # Obtain pair dataframe. dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe) @@ -125,7 +125,7 @@ def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame The provided exit-tag is then used as sell-reason - and shown as such in backtest results. !!! Note - `sell_reason` is limited to 100 characters, remaining data will be truncated. + `exit_reason` is limited to 100 characters, remaining data will be truncated. ## Strategy version diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index 4540800bd..752f3f7b8 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -539,7 +539,7 @@ class AwesomeStrategy(IStrategy): # ... populate_* methods def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, - rate: float, time_in_force: str, sell_reason: str, + rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: """ Called right before placing a regular sell order. @@ -555,7 +555,7 @@ class AwesomeStrategy(IStrategy): :param amount: Amount in quote currency. :param rate: Rate that's going to be used when using limit orders :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). - :param sell_reason: Sell reason. + :param exit_reason: Sell reason. Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', 'sell_signal', 'force_sell', 'emergency_sell'] :param current_time: datetime object, containing the current datetime @@ -563,7 +563,7 @@ class AwesomeStrategy(IStrategy): :return bool: When True is returned, then the sell-order is placed on the exchange. False aborts the process """ - if sell_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0: + if exit_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0: # Reject force-sells with negative profit # This is just a sample, please adjust to your needs # (this does not necessarily make sense, assuming you know when you're force-selling) diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index 66e2518fe..cff20d5d8 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -822,7 +822,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati !!! Note Providing invalid input to `stoploss_from_open()` may produce "CustomStoploss function did not return valid stoploss" warnings. This may happen if `current_profit` parameter is below specified `open_relative_stop`. Such situations may arise when closing trade - is blocked by `confirm_trade_exit()` method. Warnings can be solved by never blocking stop loss sells by checking `sell_reason` in + is blocked by `confirm_trade_exit()` method. Warnings can be solved by never blocking stop loss sells by checking `exit_reason` in `confirm_trade_exit()`, or by using `return stoploss_from_open(...) or 1` idiom, which will request to not change stop loss when `current_profit < open_relative_stop`. diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index 90d8d8800..03546b68e 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -129,7 +129,7 @@ print(stats['strategy_comparison']) trades = load_backtest_data(backtest_dir) # Show value-counts per pair -trades.groupby("pair")["sell_reason"].value_counts() +trades.groupby("pair")["exit_reason"].value_counts() ``` ## Plotting daily profit / equity line @@ -182,7 +182,7 @@ from freqtrade.data.btanalysis import load_trades_from_db trades = load_trades_from_db("sqlite:///tradesv3.sqlite") # Display results -trades.groupby("pair")["sell_reason"].value_counts() +trades.groupby("pair")["exit_reason"].value_counts() ``` ## Analyze the loaded trades for trade parallelism diff --git a/docs/webhook-config.md b/docs/webhook-config.md index 1266618f6..b974e0041 100644 --- a/docs/webhook-config.md +++ b/docs/webhook-config.md @@ -178,7 +178,7 @@ Possible parameters are: * `stake_currency` * `base_currency` * `fiat_currency` -* `sell_reason` +* `exit_reason` * `order_type` * `open_date` * `close_date` @@ -203,7 +203,7 @@ Possible parameters are: * `stake_currency` * `base_currency` * `fiat_currency` -* `sell_reason` +* `exit_reason` * `order_type` * `open_date` * `close_date` @@ -228,7 +228,7 @@ Possible parameters are: * `stake_currency` * `base_currency` * `fiat_currency` -* `sell_reason` +* `exit_reason` * `order_type` * `open_date` * `close_date` diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 11f21bd55..811684cad 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -17,18 +17,18 @@ logger = logging.getLogger(__name__) # Old format - maybe remove? BT_DATA_COLUMNS_OLD = ["pair", "profit_percent", "open_date", "close_date", "index", - "trade_duration", "open_rate", "close_rate", "open_at_end", "sell_reason"] + "trade_duration", "open_rate", "close_rate", "open_at_end", "exit_reason"] # Mid-term format, created by BacktestResult Named Tuple BT_DATA_COLUMNS_MID = ['pair', 'profit_percent', 'open_date', 'close_date', 'trade_duration', - 'open_rate', 'close_rate', 'open_at_end', 'sell_reason', 'fee_open', + 'open_rate', 'close_rate', 'open_at_end', 'exit_reason', 'fee_open', 'fee_close', 'amount', 'profit_abs', 'profit_ratio'] # Newest format BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date', 'open_rate', 'close_rate', 'fee_open', 'fee_close', 'trade_duration', - 'profit_ratio', 'profit_abs', 'sell_reason', + 'profit_ratio', 'profit_abs', 'exit_reason', 'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs', 'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag', 'is_short' diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index a3b2c953d..e8380fae6 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -914,7 +914,7 @@ class FreqtradeBot(LoggingMixin): trade.stoploss_order_id = None logger.error(f'Unable to place a stoploss order on exchange. {e}') logger.warning('Exiting the trade forcefully') - self.execute_trade_exit(trade, trade.stop_loss, sell_reason=SellCheckTuple( + self.execute_trade_exit(trade, trade.stop_loss, exit_reason=SellCheckTuple( sell_type=SellType.EMERGENCY_SELL)) except ExchangeError: @@ -947,7 +947,7 @@ class FreqtradeBot(LoggingMixin): # We check if stoploss order is fulfilled if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'): # TODO-lev: Update to exit reason - trade.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value + trade.exit_reason = SellType.STOPLOSS_ON_EXCHANGE.value self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order, stoploss_order=True) # Lock pair for one candle to prevent immediate rebuys @@ -1102,7 +1102,7 @@ class FreqtradeBot(LoggingMixin): try: self.execute_trade_exit( trade, order.get('price'), - sell_reason=SellCheckTuple(sell_type=SellType.EMERGENCY_SELL)) + exit_reason=SellCheckTuple(sell_type=SellType.EMERGENCY_SELL)) except DependencyException as exception: logger.warning( f'Unable to emergency sell trade {trade.pair}: {exception}') @@ -1266,7 +1266,7 @@ class FreqtradeBot(LoggingMixin): self, trade: Trade, limit: float, - sell_reason: SellCheckTuple, + exit_reason: SellCheckTuple, *, exit_tag: Optional[str] = None, ordertype: Optional[str] = None, @@ -1275,7 +1275,7 @@ class FreqtradeBot(LoggingMixin): Executes a trade exit for the given trade and limit :param trade: Trade instance :param limit: limit rate for the sell order - :param sell_reason: Reason the sell was triggered + :param exit_reason: Reason the sell was triggered :return: True if it succeeds (supported) False (not supported) """ trade.funding_fees = self.exchange.get_funding_fees( @@ -1284,7 +1284,7 @@ class FreqtradeBot(LoggingMixin): trade.open_date ) exit_type = 'sell' # TODO-lev: Update to exit - if sell_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): + if exit_reason.sell_type in (SellType.STOP_LOSS, SellType.TRAILING_STOP_LOSS): exit_type = 'stoploss' # 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}") order_type = ordertype or self.strategy.order_types[exit_type] - if sell_reason.sell_type == SellType.EMERGENCY_SELL: + if exit_reason.sell_type == SellType.EMERGENCY_SELL: # Emergency sells (default to market!) order_type = self.strategy.order_types.get("emergencysell", "market") @@ -1323,7 +1323,7 @@ class FreqtradeBot(LoggingMixin): if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)( pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit, - time_in_force=time_in_force, sell_reason=sell_reason.sell_reason, + time_in_force=time_in_force, exit_reason=exit_reason.exit_reason, current_time=datetime.now(timezone.utc)): # TODO-lev: Update to exit logger.info(f"User requested abortion of exiting {trade.pair}") return False @@ -1350,7 +1350,7 @@ class FreqtradeBot(LoggingMixin): trade.open_order_id = order['id'] trade.exit_order_status = '' trade.close_rate_requested = limit - trade.sell_reason = exit_tag or sell_reason.sell_reason + trade.exit_reason = exit_tag or exit_reason.exit_reason # Lock pair for one candle to prevent immediate re-trading self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc), @@ -1395,7 +1395,7 @@ class FreqtradeBot(LoggingMixin): 'profit_ratio': profit_ratio, 'buy_tag': trade.enter_tag, 'enter_tag': trade.enter_tag, - 'sell_reason': trade.sell_reason, + 'exit_reason': trade.exit_reason, 'open_date': trade.open_date, 'close_date': trade.close_date or datetime.utcnow(), 'stake_currency': self.config['stake_currency'], @@ -1442,7 +1442,7 @@ class FreqtradeBot(LoggingMixin): 'profit_ratio': profit_ratio, 'buy_tag': trade.enter_tag, 'enter_tag': trade.enter_tag, - 'sell_reason': trade.sell_reason, + 'exit_reason': trade.exit_reason, 'open_date': trade.open_date, 'close_date': trade.close_date or datetime.now(timezone.utc), 'stake_currency': self.config['stake_currency'], diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index a6e967068..dc2b94e1a 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -411,11 +411,11 @@ class Backtesting: pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount, rate=closerate, time_in_force=time_in_force, - sell_reason=sell.sell_reason, + exit_reason=sell.exit_reason, current_time=sell_candle_time): return None - trade.sell_reason = sell.sell_reason + trade.exit_reason = sell.exit_reason # Checks and adds an exit tag, after checking that the length of the # sell_row has the length for an exit tag column @@ -424,7 +424,7 @@ class Backtesting: and sell_row[EXIT_TAG_IDX] is not None and len(sell_row[EXIT_TAG_IDX]) > 0 ): - trade.sell_reason = sell_row[EXIT_TAG_IDX] + trade.exit_reason = sell_row[EXIT_TAG_IDX] trade.close(closerate, show_msg=False) return trade @@ -542,7 +542,7 @@ class Backtesting: sell_row = data[pair][-1] trade.close_date = sell_row[DATE_IDX].to_pydatetime() - trade.sell_reason = SellType.FORCE_SELL.value + trade.exit_reason = SellType.FORCE_SELL.value trade.close(sell_row[OPEN_IDX], show_msg=False) LocalTrade.close_bt_trade(trade) # Deepcopy object to have wallets update correctly diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 64bdd6c5e..e5abcf1d6 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -159,7 +159,7 @@ def generate_tag_metrics(tag_type: str, return [] -def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]: +def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]: """ Generate small table outlining Backtest results :param max_open_trades: Max_open_trades parameter @@ -168,8 +168,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List """ tabular_data = [] - for reason, count in results['sell_reason'].value_counts().iteritems(): - result = results.loc[results['sell_reason'] == reason] + for reason, count in results['exit_reason'].value_counts().iteritems(): + result = results.loc[results['exit_reason'] == reason] profit_mean = result['profit_ratio'].mean() profit_sum = result['profit_ratio'].sum() @@ -177,7 +177,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List tabular_data.append( { - 'sell_reason': reason, + 'exit_reason': reason, 'trades': count, 'wins': len(result[result['profit_abs'] > 0]), 'draws': len(result[result['profit_abs'] == 0]), @@ -383,7 +383,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame], enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance, results=results, skip_nan=False) - sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades, + exit_reason_stats = generate_exit_reason_stats(max_open_trades=max_open_trades, results=results) left_open_results = generate_pair_metrics(btdata, stake_currency=stake_currency, starting_balance=start_balance, @@ -407,7 +407,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame], 'worst_pair': worst_pair, 'results_per_pair': pair_results, 'results_per_enter_tag': enter_tag_results, - 'sell_reason_summary': sell_reason_stats, + 'exit_reason_summary': exit_reason_stats, 'left_open_trades': left_open_results, # 'days_breakdown_stats': days_breakdown_stats, @@ -558,10 +558,10 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") -def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str: +def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str: """ Generate small table outlining Backtest results - :param sell_reason_stats: Sell reason metrics + :param exit_reason_stats: Sell reason metrics :param stake_currency: Stakecurrency used :return: pretty printed table with tabulate as string """ @@ -576,12 +576,12 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren ] output = [[ - t['sell_reason'], t['trades'], + t['exit_reason'], t['trades'], _generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), t['profit_mean_pct'], t['profit_sum_pct'], round_coin_value(t['profit_total_abs'], stake_currency, False), t['profit_total_pct'], - ] for t in sell_reason_stats] + ] for t in exit_reason_stats] return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right") @@ -788,7 +788,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: print(' BUY TAG STATS '.center(len(table.splitlines()[0]), '=')) print(table) - table = text_table_sell_reason(sell_reason_stats=results['sell_reason_summary'], + table = text_table_exit_reason(exit_reason_stats=results['exit_reason_summary'], stake_currency=stake_currency) if isinstance(table, str) and len(table) > 0: print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py index bf6d4c256..13f0f710f 100644 --- a/freqtrade/persistence/migrations.py +++ b/freqtrade/persistence/migrations.py @@ -45,7 +45,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null') max_rate = get_column_def(cols, 'max_rate', '0.0') min_rate = get_column_def(cols, 'min_rate', 'null') - sell_reason = get_column_def(cols, 'sell_reason', 'null') + exit_reason = get_column_def(cols, 'exit_reason', 'null') strategy = get_column_def(cols, 'strategy', 'null') enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null')) @@ -98,7 +98,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col stake_amount, amount, amount_requested, open_date, close_date, open_order_id, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stoploss_order_id, stoploss_last_update, - max_rate, min_rate, sell_reason, exit_order_status, strategy, enter_tag, + max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag, timeframe, open_trade_value, close_profit_abs, trading_mode, leverage, isolated_liq, is_short, interest_rate, funding_fees @@ -114,7 +114,7 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col {initial_stop_loss} initial_stop_loss, {initial_stop_loss_pct} initial_stop_loss_pct, {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, - {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason, + {max_rate} max_rate, {min_rate} min_rate, {exit_reason} exit_reason, {exit_order_status} exit_order_status, {strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe, {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs, diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index 2c153a108..d070e068f 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -261,7 +261,7 @@ class LocalTrade(): max_rate: float = 0.0 # Lowest price reached min_rate: float = 0.0 - sell_reason: str = '' + exit_reason: str = '' exit_order_status: str = '' strategy: str = '' enter_tag: Optional[str] = None @@ -435,7 +435,7 @@ class LocalTrade(): 'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None, 'profit_abs': self.close_profit_abs, - 'sell_reason': self.sell_reason, + 'exit_reason': self.exit_reason, 'exit_order_status': self.exit_order_status, 'stop_loss_abs': self.stop_loss, 'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None, @@ -575,7 +575,7 @@ class LocalTrade(): elif order_type in ('stop_loss_limit', 'stop-loss', 'stop-loss-limit', 'stop'): self.stoploss_order_id = None self.close_rate_requested = self.stop_loss - self.sell_reason = SellType.STOPLOSS_ON_EXCHANGE.value + self.exit_reason = SellType.STOPLOSS_ON_EXCHANGE.value if self.is_open: logger.info(f'{order_type.upper()} is hit for {self}.') self.close(safe_value_fallback(order, 'average', 'price')) @@ -936,7 +936,7 @@ class Trade(_DECL_BASE, LocalTrade): max_rate = Column(Float, nullable=True, default=0.0) # Lowest price reached min_rate = Column(Float, nullable=True) - sell_reason = Column(String(100), nullable=True) + exit_reason = Column(String(100), nullable=True) exit_order_status = Column(String(100), nullable=True) strategy = Column(String(100), nullable=True) enter_tag = Column(String(100), nullable=True) @@ -1143,7 +1143,7 @@ class Trade(_DECL_BASE, LocalTrade): ] @staticmethod - def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]: + def get_exit_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]: """ Returns List of dicts containing all Trades, based on sell reason performance Can either be average for all pairs or a specific pair provided @@ -1155,30 +1155,30 @@ class Trade(_DECL_BASE, LocalTrade): filters.append(Trade.pair == pair) sell_tag_perf = Trade.query.with_entities( - Trade.sell_reason, + Trade.exit_reason, func.sum(Trade.close_profit).label('profit_sum'), func.sum(Trade.close_profit_abs).label('profit_sum_abs'), func.count(Trade.pair).label('count') ).filter(*filters)\ - .group_by(Trade.sell_reason) \ + .group_by(Trade.exit_reason) \ .order_by(desc('profit_sum_abs')) \ .all() return [ { - 'sell_reason': sell_reason if sell_reason is not None else "Other", + 'exit_reason': exit_reason if exit_reason is not None else "Other", 'profit_ratio': profit, 'profit_pct': round(profit * 100, 2), 'profit_abs': profit_abs, 'count': count } - for sell_reason, profit, profit_abs, count in sell_tag_perf + for exit_reason, profit, profit_abs, count in sell_tag_perf ] @staticmethod def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]: """ - Returns List of dicts containing all Trades, based on buy_tag + sell_reason performance + Returns List of dicts containing all Trades, based on buy_tag + exit_reason performance Can either be average for all pairs or a specific pair provided NOTE: Not supported in Backtesting. """ @@ -1190,7 +1190,7 @@ class Trade(_DECL_BASE, LocalTrade): mix_tag_perf = Trade.query.with_entities( Trade.id, Trade.enter_tag, - Trade.sell_reason, + Trade.exit_reason, func.sum(Trade.close_profit).label('profit_sum'), func.sum(Trade.close_profit_abs).label('profit_sum_abs'), func.count(Trade.pair).label('count') @@ -1200,12 +1200,12 @@ class Trade(_DECL_BASE, LocalTrade): .all() return_list: List[Dict] = [] - for id, enter_tag, sell_reason, profit, profit_abs, count in mix_tag_perf: + for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf: enter_tag = enter_tag if enter_tag is not None else "Other" - sell_reason = sell_reason if sell_reason is not None else "Other" + exit_reason = exit_reason if exit_reason is not None else "Other" - if(sell_reason is not None and enter_tag is not None): - mix_tag = enter_tag + " " + sell_reason + if(exit_reason is not None and enter_tag is not None): + mix_tag = enter_tag + " " + exit_reason i = 0 if not any(item["mix_tag"] == mix_tag for item in return_list): return_list.append({'mix_tag': mix_tag, diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 5aaa504f0..602d6f760 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -236,7 +236,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: if trades is not None and len(trades) > 0: # Create description for sell summarizing the trade trades['desc'] = trades.apply(lambda row: f"{row['profit_ratio']:.2%}, " - f"{row['sell_reason']}, " + f"{row['exit_reason']}, " f"{row['trade_duration']} min", axis=1) trade_buys = go.Scatter( @@ -535,7 +535,7 @@ def generate_profit_graph(pairs: str, data: Dict[str, pd.DataFrame], "Profit per pair", "Parallelism", "Underwater", - ]) + ]) fig['layout'].update(title="Freqtrade Profit plot") fig['layout']['yaxis1'].update(title='Price') fig['layout']['yaxis2'].update(title=f'Profit {stake_currency}') diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py index 025ba5f1f..567fd9fcc 100644 --- a/freqtrade/plugins/protections/stoploss_guard.py +++ b/freqtrade/plugins/protections/stoploss_guard.py @@ -44,8 +44,8 @@ class StoplossGuard(IProtection): # filters = [ # Trade.is_open.is_(False), # Trade.close_date > look_back_until, - # or_(Trade.sell_reason == SellType.STOP_LOSS.value, - # and_(Trade.sell_reason == SellType.TRAILING_STOP_LOSS.value, + # or_(Trade.exit_reason == SellType.STOP_LOSS.value, + # and_(Trade.exit_reason == SellType.TRAILING_STOP_LOSS.value, # Trade.close_profit < 0)) # ] # if pair: @@ -54,7 +54,7 @@ class StoplossGuard(IProtection): # TODO-lev: Liquidation price? trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until) - trades = [trade for trade in trades1 if (str(trade.sell_reason) in ( + trades = [trade for trade in trades1 if (str(trade.exit_reason) in ( SellType.TRAILING_STOP_LOSS.value, SellType.STOP_LOSS.value, SellType.STOPLOSS_ON_EXCHANGE.value) and trade.close_profit and trade.close_profit < 0)] diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 6331f14f0..b8663ee6e 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -108,7 +108,7 @@ class SellReason(BaseModel): class Stats(BaseModel): - sell_reasons: Dict[str, SellReason] + exit_reasons: Dict[str, SellReason] durations: Dict[str, Union[str, float]] @@ -212,7 +212,7 @@ class TradeSchema(BaseModel): profit_pct: Optional[float] profit_abs: Optional[float] profit_fiat: Optional[float] - sell_reason: Optional[str] + exit_reason: Optional[str] exit_order_status: Optional[str] stop_loss_abs: Optional[float] stop_loss_ratio: Optional[float] diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 6bf0c1113..0b2ea3bbc 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -416,11 +416,11 @@ class RPC: return 'draws' trades = trades = Trade.get_trades([Trade.is_open.is_(False)]) # Sell reason - sell_reasons = {} + exit_reasons = {} for trade in trades: - if trade.sell_reason not in sell_reasons: - sell_reasons[trade.sell_reason] = {'wins': 0, 'losses': 0, 'draws': 0} - sell_reasons[trade.sell_reason][trade_win_loss(trade)] += 1 + if trade.exit_reason not in exit_reasons: + exit_reasons[trade.exit_reason] = {'wins': 0, 'losses': 0, 'draws': 0} + exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1 # Duration dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []} @@ -434,7 +434,7 @@ class RPC: losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else 'N/A' durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur} - return {'sell_reasons': sell_reasons, 'durations': durations} + return {'exit_reasons': exit_reasons, 'durations': durations} def _rpc_trade_statistics( self, stake_currency: str, fiat_display_currency: str, @@ -672,12 +672,12 @@ class RPC: closing_side = "buy" if trade.is_short else "sell" current_rate = self._freqtrade.exchange.get_rate( trade.pair, refresh=False, side=closing_side) - sell_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL) + exit_reason = SellCheckTuple(sell_type=SellType.FORCE_SELL) order_type = ordertype or self._freqtrade.strategy.order_types.get( "forcesell", self._freqtrade.strategy.order_types["sell"]) self._freqtrade.execute_trade_exit( - trade, current_rate, sell_reason, ordertype=order_type) + trade, current_rate, exit_reason, ordertype=order_type) # ---- EOF def _exec_forcesell ---- if self._freqtrade.state != State.RUNNING: @@ -799,16 +799,16 @@ class RPC: """ return Trade.get_enter_tag_performance(pair) - def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]: + def _rpc_exit_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]: """ Handler for sell reason performance. Shows a performance statistic from finished trades """ - return Trade.get_sell_reason_performance(pair) + return Trade.get_exit_reason_performance(pair) def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]: """ - Handler for mix tag (enter_tag + sell_reason) performance. + Handler for mix tag (enter_tag + exit_reason) performance. Shows a performance statistic from finished trades """ mix_tags = Trade.get_mix_tag_performance(pair) @@ -872,7 +872,7 @@ class RPC: else: errors[pair] = { 'error_msg': f"Pair {pair} is not in the current blacklist." - } + } resp = self._rpc_blacklist() resp['errors'] = errors return resp diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index 86e6bfbdf..9a8ddd32b 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -156,7 +156,7 @@ class Telegram(RPCHandler): CommandHandler('delete', self._delete_trade), CommandHandler('performance', self._performance), CommandHandler(['buys', 'entries'], self._enter_tag_performance), - CommandHandler('sells', self._sell_reason_performance), + CommandHandler('sells', self._exit_reason_performance), CommandHandler('mix_tags', self._mix_tag_performance), CommandHandler('stats', self._stats), CommandHandler('daily', self._daily), @@ -186,8 +186,8 @@ class Telegram(RPCHandler): CallbackQueryHandler(self._performance, pattern='update_performance'), CallbackQueryHandler(self._enter_tag_performance, pattern='update_enter_tag_performance'), - CallbackQueryHandler(self._sell_reason_performance, - pattern='update_sell_reason_performance'), + CallbackQueryHandler(self._exit_reason_performance, + pattern='update_exit_reason_performance'), CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'), CallbackQueryHandler(self._count, pattern='update_count'), CallbackQueryHandler(self._forcebuy_inline), @@ -284,7 +284,7 @@ class Telegram(RPCHandler): f"*{'Profit' if is_fill else 'Unrealized Profit'}:* " f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n" f"*Enter Tag:* `{msg['enter_tag']}`\n" - f"*Exit Reason:* `{msg['sell_reason']}`\n" + f"*Exit Reason:* `{msg['exit_reason']}`\n" f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n" f"*Direction:* `{msg['direction']}`\n" f"{msg['leverage_text']}" @@ -355,7 +355,7 @@ class Telegram(RPCHandler): if isinstance(sell_noti, str): noti = sell_noti else: - noti = sell_noti.get(str(msg['sell_reason']), default_noti) + noti = sell_noti.get(str(msg['exit_reason']), default_noti) else: noti = self._config['telegram'] \ .get('notification_settings', {}).get(str(msg_type), default_noti) @@ -378,7 +378,7 @@ class Telegram(RPCHandler): return "\N{ROCKET}" elif float(msg['profit_percent']) >= 0.0: return "\N{EIGHT SPOKED ASTERISK}" - elif msg['sell_reason'] == "stop_loss": + elif msg['exit_reason'] == "stop_loss": return "\N{WARNING SIGN}" else: return "\N{CROSS MARK}" @@ -697,23 +697,23 @@ class Telegram(RPCHandler): 'force_sell': 'Forcesell', 'emergency_sell': 'Emergency Sell', } - sell_reasons_tabulate = [ + exit_reasons_tabulate = [ [ reason_map.get(reason, reason), sum(count.values()), count['wins'], count['losses'] - ] for reason, count in stats['sell_reasons'].items() + ] for reason, count in stats['exit_reasons'].items() ] - sell_reasons_msg = 'No trades yet.' - for reason in chunks(sell_reasons_tabulate, 25): - sell_reasons_msg = tabulate( + exit_reasons_msg = 'No trades yet.' + for reason in chunks(exit_reasons_tabulate, 25): + exit_reasons_msg = tabulate( reason, headers=['Sell Reason', 'Sells', 'Wins', 'Losses'] ) - if len(sell_reasons_tabulate) > 25: - self._send_msg(sell_reasons_msg, ParseMode.MARKDOWN) - sell_reasons_msg = '' + if len(exit_reasons_tabulate) > 25: + self._send_msg(exit_reasons_msg, ParseMode.MARKDOWN) + exit_reasons_msg = '' durations = stats['durations'] duration_msg = tabulate( @@ -725,7 +725,7 @@ class Telegram(RPCHandler): ], headers=['', 'Avg. Duration'] ) - msg = (f"""```\n{sell_reasons_msg}```\n```\n{duration_msg}```""") + msg = (f"""```\n{exit_reasons_msg}```\n```\n{duration_msg}```""") self._send_msg(msg, ParseMode.MARKDOWN) @@ -1026,7 +1026,7 @@ class Telegram(RPCHandler): self._send_msg(str(e)) @authorized_only - def _sell_reason_performance(self, update: Update, context: CallbackContext) -> None: + def _exit_reason_performance(self, update: Update, context: CallbackContext) -> None: """ Handler for /sells. Shows a performance statistic from finished trades @@ -1039,11 +1039,11 @@ class Telegram(RPCHandler): if context.args and isinstance(context.args[0], str): pair = context.args[0] - trades = self._rpc._rpc_sell_reason_performance(pair) + trades = self._rpc._rpc_exit_reason_performance(pair) output = "Sell Reason Performance:\n" for i, trade in enumerate(trades): stat_line = ( - f"{i+1}.\t {trade['sell_reason']}\t" + f"{i+1}.\t {trade['exit_reason']}\t" f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} " f"({trade['profit_ratio']:.2%}) " f"({trade['count']})\n") @@ -1055,7 +1055,7 @@ class Telegram(RPCHandler): output += stat_line self._send_msg(output, parse_mode=ParseMode.HTML, - reload_able=True, callback_path="update_sell_reason_performance", + reload_able=True, callback_path="update_exit_reason_performance", query=update.callback_query) except RPCException as e: self._send_msg(str(e)) diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 57b4f5377..5eaf69840 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -35,11 +35,11 @@ class SellCheckTuple: NamedTuple for Sell type + reason """ sell_type: SellType - sell_reason: str = '' + exit_reason: str = '' - def __init__(self, sell_type: SellType, sell_reason: str = ''): + def __init__(self, sell_type: SellType, exit_reason: str = ''): self.sell_type = sell_type - self.sell_reason = sell_reason or sell_type.value + self.exit_reason = exit_reason or sell_type.value @property def sell_flag(self): @@ -256,7 +256,7 @@ class IStrategy(ABC, HyperStrategyMixin): return True def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, - rate: float, time_in_force: str, sell_reason: str, + rate: float, time_in_force: str, exit_reason: str, current_time: datetime, **kwargs) -> bool: """ Called right before placing a regular exit order. @@ -273,7 +273,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param amount: Amount in quote currency. :param rate: Rate that's going to be used when using limit orders :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). - :param sell_reason: Exit reason. + :param exit_reason: Exit reason. Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', 'sell_signal', 'force_sell', 'emergency_sell'] :param current_time: datetime object, containing the current datetime @@ -815,7 +815,7 @@ class IStrategy(ABC, HyperStrategyMixin): logger.debug(f"{trade.pair} - Sell signal received. " f"sell_type=SellType.{sell_signal.name}" + (f", custom_reason={custom_reason}" if custom_reason else "")) - return SellCheckTuple(sell_type=sell_signal, sell_reason=custom_reason) + return SellCheckTuple(sell_type=sell_signal, exit_reason=custom_reason) # Sequence: # Exit-signal diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb index 3b937d1c5..46473228d 100644 --- a/freqtrade/templates/strategy_analysis_example.ipynb +++ b/freqtrade/templates/strategy_analysis_example.ipynb @@ -187,7 +187,7 @@ "trades = load_backtest_data(backtest_dir)\n", "\n", "# Show value-counts per pair\n", - "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" + "trades.groupby(\"pair\")[\"exit_reason\"].value_counts()" ] }, { @@ -257,7 +257,7 @@ "trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n", "\n", "# Display results\n", - "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" + "trades.groupby(\"pair\")[\"exit_reason\"].value_counts()" ] }, { diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index d41bc63c3..247159006 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -103,7 +103,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f return True def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float, - rate: float, time_in_force: str, sell_reason: str, + rate: float, time_in_force: str, exit_reason: str, current_time: 'datetime', **kwargs) -> bool: """ Called right before placing a regular sell order. @@ -120,7 +120,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: :param amount: Amount in quote currency. :param rate: Rate that's going to be used when using limit orders :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). - :param sell_reason: Sell reason. + :param exit_reason: Sell reason. Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', 'sell_signal', 'force_sell', 'emergency_sell'] :param current_time: datetime object, containing the current datetime diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py index a245033b9..13e8a0d5a 100644 --- a/tests/conftest_trades.py +++ b/tests/conftest_trades.py @@ -103,7 +103,7 @@ def mock_trade_2(fee, is_short: bool): strategy='StrategyTestV3', timeframe=5, enter_tag='TEST1', - sell_reason='sell_signal', + exit_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=is_short @@ -163,7 +163,7 @@ def mock_trade_3(fee, is_short: bool): is_open=False, strategy='StrategyTestV3', timeframe=5, - sell_reason='roi', + exit_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), is_short=is_short @@ -400,7 +400,7 @@ def short_trade(fee): open_order_id='dry_run_exit_short_12345', strategy='DefaultStrategy', timeframe=5, - sell_reason='sell_signal', # TODO-lev: Update to exit/close reason + exit_reason='sell_signal', # TODO-lev: Update to exit/close reason open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=True @@ -489,7 +489,7 @@ def leverage_trade(fee): open_order_id='dry_run_leverage_buy_12368', strategy='DefaultStrategy', timeframe=5, - sell_reason='sell_signal', + exit_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300), close_date=datetime.now(tz=timezone.utc), interest_rate=0.0005 diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py index 1a03f0381..803e093da 100644 --- a/tests/conftest_trades_usdt.py +++ b/tests/conftest_trades_usdt.py @@ -89,7 +89,7 @@ def mock_trade_usdt_2(fee): open_order_id='dry_run_sell_12345', strategy='StrategyTestV2', timeframe=5, - sell_reason='sell_signal', + exit_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), ) @@ -148,7 +148,7 @@ def mock_trade_usdt_3(fee): is_open=False, strategy='StrategyTestV2', timeframe=5, - sell_reason='roi', + exit_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), ) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 7bdc940df..5c6d1d3ad 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -95,8 +95,8 @@ tc1 = BTContainer(data=[ [6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell ], stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00, - trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2), - BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=4, close_tick=6)] + trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=2), + BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=4, close_tick=6)] ) # 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], ], stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) # 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], ], stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) # 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], ], stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) TESTS = [ @@ -162,7 +162,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res = results.iloc[c] - assert res.exit_type == trade.sell_reason + assert res.exit_type == trade.exit_reason assert res.open_date == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None) assert res.close_date == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None) diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py index 2dd1c4c54..4b62eabfd 100644 --- a/tests/optimize/__init__.py +++ b/tests/optimize/__init__.py @@ -15,7 +15,7 @@ class BTrade(NamedTuple): """ Minimalistic Trade result used for functional backtesting """ - sell_reason: SellType + exit_reason: SellType open_tick: int close_tick: int enter_tag: Optional[str] = None diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 8c7fa3ac9..6609335d0 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -44,7 +44,7 @@ def hyperopt_results(): 'profit_abs': [-0.2, 0.4, -0.2, 0.6], 'trade_duration': [10, 30, 10, 10], 'amount': [0.1, 0.1, 0.1, 0.1], - 'sell_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI], + 'exit_reason': [SellType.STOP_LOSS, SellType.ROI, SellType.STOP_LOSS, SellType.ROI], 'open_date': [ datetime(2019, 1, 1, 9, 15, 0), diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index 02211aea6..7bf08217e 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -22,7 +22,7 @@ tc0 = BTContainer(data=[ [4, 5010, 5011, 4977, 4995, 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, - trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] + trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] ) # Test 1: Stop-Loss Triggered 1% loss @@ -36,7 +36,7 @@ tc1 = BTContainer(data=[ [4, 4977, 4995, 4977, 4995, 6172, 0, 0], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) @@ -51,7 +51,7 @@ tc2 = BTContainer(data=[ [4, 4962, 4987, 4937, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.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 [6, 4950, 4975, 4950, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2), - BTrade(sell_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2), + BTrade(exit_reason=SellType.STOP_LOSS, open_tick=4, close_tick=5)] ) # Test 4: Minus 3% / recovery +15% @@ -88,7 +88,7 @@ tc4 = BTContainer(data=[ [4, 4962, 4987, 4937, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) # 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], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] ) # 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], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=2)] ) # 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], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=2)] ) @@ -144,7 +144,7 @@ tc8 = BTContainer(data=[ [3, 4850, 5050, 4650, 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, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) @@ -158,7 +158,7 @@ tc9 = BTContainer(data=[ [3, 5000, 5200, 4550, 4850, 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, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=4)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.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 @@ -206,7 +206,7 @@ tc12 = BTContainer(data=[ 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_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] ) # Test 13: Buy and sell ROI on same candle @@ -219,7 +219,7 @@ tc13 = BTContainer(data=[ [3, 4850, 5050, 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, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=1)] ) # Test 14 - Buy and Stoploss on same candle @@ -232,7 +232,7 @@ tc14 = BTContainer(data=[ [3, 4850, 5050, 4750, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=1)] ) @@ -246,8 +246,8 @@ tc15 = BTContainer(data=[ [3, 4850, 5050, 4750, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=1), - BTrade(sell_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=1), + BTrade(exit_reason=SellType.STOP_LOSS, open_tick=2, close_tick=2)] ) # 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], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] ) # 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], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] ) @@ -294,7 +294,7 @@ tc18 = BTContainer(data=[ [4, 4962, 4987, 4950, 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, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.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. @@ -309,7 +309,7 @@ tc19 = BTContainer(data=[ [4, 4962, 4987, 4950, 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, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.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. @@ -324,7 +324,7 @@ tc20 = BTContainer(data=[ [4, 4962, 4987, 4950, 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, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=2)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=2)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] ) # 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], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True, - trades=[BTrade(sell_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.STOP_LOSS, open_tick=1, close_tick=3)] ) # 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 [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True, - trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] + trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] ) # 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], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True, - trades=[BTrade(sell_reason=SellType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.ROI, open_tick=1, close_tick=3)] ) # 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 [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True, - trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] + trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=SellType.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 @@ -467,7 +467,7 @@ tc29 = BTContainer(data=[ [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] ) # 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]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True, trailing_stop_positive=0.01, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] ) # 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, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, use_custom_stoploss=True, - trades=[BTrade(sell_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] ) # 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_stop_positive=0.01, use_custom_stoploss=True, trades=[BTrade( - sell_reason=SellType.TRAILING_STOP_LOSS, + exit_reason=SellType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, enter_tag='buy_signal_01' @@ -548,7 +548,7 @@ tc34 = BTContainer(data=[ [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, leverage=5.0, - trades=[BTrade(sell_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] + trades=[BTrade(exit_reason=SellType.SELL_SIGNAL, open_tick=1, close_tick=4)] ) TESTS = [ @@ -641,7 +641,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res = results.iloc[c] - assert res.sell_reason == trade.sell_reason.value + assert res.exit_reason == trade.exit_reason.value assert res.enter_tag == trade.enter_tag assert res.open_date == _get_frame_time_from_offset(trade.open_tick) assert res.close_date == _get_frame_time_from_offset(trade.close_tick) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index 21fdf543d..781c2b126 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -628,7 +628,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None: # No data available. res = backtesting._get_sell_trade_entry(trade, row_sell) assert res is not None - assert res.sell_reason == SellType.ROI.value + assert res.exit_reason == SellType.ROI.value assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc) # 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) assert res is not None - assert res.sell_reason == SellType.ROI.value + assert res.exit_reason == SellType.ROI.value # Sell at minute 3 (not available above!) assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc) 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], 'profit_ratio': [0.0, 0.0], 'profit_abs': [0.0, 0.0], - 'sell_reason': [SellType.ROI.value, SellType.ROI.value], + 'exit_reason': [SellType.ROI.value, SellType.ROI.value], 'initial_stop_loss_abs': [0.0940005, 0.09272236], 'initial_stop_loss_ratio': [-0.1, -0.1], 'stop_loss_abs': [0.0940005, 0.09272236], @@ -1002,7 +1002,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): PropertyMock(return_value=['UNITTEST/BTC'])) mocker.patch('freqtrade.optimize.backtesting.Backtesting.backtest', backtestmock) text_table_mock = MagicMock() - sell_reason_mock = MagicMock() + exit_reason_mock = MagicMock() strattable_mock = MagicMock() strat_summary = MagicMock() @@ -1010,7 +1010,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): text_table_bt_results=text_table_mock, text_table_strategy=strattable_mock, generate_pair_metrics=MagicMock(), - generate_sell_reason_stats=sell_reason_mock, + generate_exit_reason_stats=exit_reason_mock, generate_strategy_comparison=strat_summary, generate_daily_stats=MagicMock(), ) @@ -1035,7 +1035,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): assert backtestmock.call_count == 2 assert text_table_mock.call_count == 4 assert strattable_mock.call_count == 1 - assert sell_reason_mock.call_count == 2 + assert exit_reason_mock.call_count == 2 assert strat_summary.call_count == 1 # check the logs, that will contain the backtest result @@ -1081,7 +1081,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat 'close_rate': [0.104969, 0.103541], "is_short": [False, False], - 'sell_reason': [SellType.ROI, SellType.ROI] + 'exit_reason': [SellType.ROI, SellType.ROI] }) result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'], '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], 'close_rate': [0.104969, 0.103541, 0.123541], "is_short": [False, False, False], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + 'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] }) 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], 'open_rate': [0.104445, 0.10302485], 'close_rate': [0.104969, 0.103541], - 'sell_reason': [SellType.ROI, SellType.ROI] + 'exit_reason': [SellType.ROI, SellType.ROI] }) result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'], '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], 'open_rate': [0.104445, 0.10302485, 0.122541], 'close_rate': [0.104969, 0.103541, 0.123541], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + 'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] }) backtestmock = MagicMock(side_effect=[ { diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 25a6d249e..98582eb82 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -24,25 +24,25 @@ from tests.conftest import (CURRENT_TEST_STRATEGY, get_args, log_has, log_has_re def generate_result_metrics(): return { - 'trade_count': 1, - 'total_trades': 1, - 'avg_profit': 0.1, - 'total_profit': 0.001, - 'profit': 0.01, - 'duration': 20.0, - 'wins': 1, - 'draws': 0, - 'losses': 0, - 'profit_mean': 0.01, - 'profit_total_abs': 0.001, - 'profit_total': 0.01, - 'holding_avg': timedelta(minutes=20), - 'max_drawdown': 0.001, - 'max_drawdown_abs': 0.001, - 'loss': 0.001, - 'is_initial_point': 0.001, - 'is_best': 1, - } + 'trade_count': 1, + 'total_trades': 1, + 'avg_profit': 0.1, + 'total_profit': 0.001, + 'profit': 0.01, + 'duration': 20.0, + 'wins': 1, + 'draws': 0, + 'losses': 0, + 'profit_mean': 0.01, + 'profit_total_abs': 0.001, + 'profit_total': 0.01, + 'holding_avg': timedelta(minutes=20), + 'max_drawdown': 0.001, + 'max_drawdown_abs': 0.001, + 'loss': 0.001, + 'is_initial_point': 0.001, + 'is_best': 1, + } def test_setup_hyperopt_configuration_without_arguments(mocker, default_conf, caplog) -> None: @@ -359,7 +359,7 @@ def test_hyperopt_format_results(hyperopt): "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + "exit_reason": [SellType.ROI, SellType.STOP_LOSS, SellType.ROI, SellType.FORCE_SELL] }), 'config': hyperopt.config, @@ -428,7 +428,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None: "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + "exit_reason": [SellType.ROI, SellType.STOP_LOSS, SellType.ROI, SellType.FORCE_SELL] }), 'config': hyperopt_conf, diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 2db7ef070..740193561 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -18,11 +18,11 @@ from freqtrade.optimize.optimize_reports import (_get_resample_from_period, gene generate_daily_stats, generate_edge_table, generate_pair_metrics, generate_periodic_breakdown_stats, - generate_sell_reason_stats, + generate_exit_reason_stats, generate_strategy_comparison, generate_trading_stats, show_sorted_pairlist, store_backtest_stats, text_table_bt_results, - text_table_sell_reason, text_table_strategy) + text_table_exit_reason, text_table_strategy) from freqtrade.resolvers.strategy_resolver import StrategyResolver from tests.conftest import CURRENT_TEST_STRATEGY from tests.data.test_history import _backup_file, _clean_test_file @@ -78,7 +78,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir): "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [SellType.ROI, SellType.STOP_LOSS, + "exit_reason": [SellType.ROI, SellType.STOP_LOSS, SellType.ROI, SellType.FORCE_SELL] }), 'config': default_conf, @@ -87,8 +87,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir): 'rejected_signals': 20, 'backtest_start_time': Arrow.utcnow().int_timestamp, 'backtest_end_time': Arrow.utcnow().int_timestamp, - } - } + } + } timerange = TimeRange.parse_timerange('1510688220-1510700340') min_date = Arrow.fromtimestamp(1510688220) max_date = Arrow.fromtimestamp(1510700340) @@ -127,7 +127,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir): "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [SellType.ROI, SellType.ROI, + "exit_reason": [SellType.ROI, SellType.ROI, SellType.STOP_LOSS, SellType.FORCE_SELL] }), 'config': default_conf, @@ -136,7 +136,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir): 'rejected_signals': 20, 'backtest_start_time': Arrow.utcnow().int_timestamp, 'backtest_end_time': Arrow.utcnow().int_timestamp, - } + } } stats = generate_backtest_stats(btdata, results, min_date, max_date) @@ -260,7 +260,7 @@ def test_generate_trading_stats(testdatadir): assert res['losses'] == 0 -def test_text_table_sell_reason(): +def test_text_table_exit_reason(): results = pd.DataFrame( { @@ -271,7 +271,7 @@ def test_text_table_sell_reason(): 'wins': [2, 0, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + 'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] } ) @@ -286,13 +286,13 @@ def test_text_table_sell_reason(): ' -0.2 | -5 |' ) - sell_reason_stats = generate_sell_reason_stats(max_open_trades=2, + exit_reason_stats = generate_exit_reason_stats(max_open_trades=2, results=results) - assert text_table_sell_reason(sell_reason_stats=sell_reason_stats, + assert text_table_exit_reason(exit_reason_stats=exit_reason_stats, stake_currency='BTC') == result_str -def test_generate_sell_reason_stats(): +def test_generate_exit_reason_stats(): results = pd.DataFrame( { @@ -303,23 +303,23 @@ def test_generate_sell_reason_stats(): 'wins': [2, 0, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], - 'sell_reason': [SellType.ROI.value, SellType.ROI.value, SellType.STOP_LOSS.value] + 'exit_reason': [SellType.ROI.value, SellType.ROI.value, SellType.STOP_LOSS.value] } ) - sell_reason_stats = generate_sell_reason_stats(max_open_trades=2, + exit_reason_stats = generate_exit_reason_stats(max_open_trades=2, results=results) - roi_result = sell_reason_stats[0] - assert roi_result['sell_reason'] == 'roi' + roi_result = exit_reason_stats[0] + assert roi_result['exit_reason'] == 'roi' assert roi_result['trades'] == 2 assert pytest.approx(roi_result['profit_mean']) == 0.15 assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2) assert pytest.approx(roi_result['profit_mean']) == 0.15 assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2) - stop_result = sell_reason_stats[1] + stop_result = exit_reason_stats[1] - assert stop_result['sell_reason'] == 'stop_loss' + assert stop_result['exit_reason'] == 'stop_loss' assert stop_result['trades'] == 1 assert pytest.approx(stop_result['profit_mean']) == -0.1 assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2) @@ -343,7 +343,7 @@ def test_text_table_strategy(default_conf): 'wins': [2, 0, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + 'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] } ), 'config': default_conf} results['TestStrategy2'] = {'results': pd.DataFrame( @@ -356,7 +356,7 @@ def test_text_table_strategy(default_conf): 'wins': [4, 1, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], - 'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] + 'exit_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS] } ), 'config': default_conf} diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py index a3cb29c9d..2e097726d 100644 --- a/tests/plugins/test_protections.py +++ b/tests/plugins/test_protections.py @@ -11,7 +11,7 @@ from tests.conftest import get_patched_freqtradebot, log_has_re def generate_mock_trade(pair: str, fee: float, is_open: bool, - sell_reason: str = SellType.SELL_SIGNAL, + exit_reason: str = SellType.SELL_SIGNAL, min_ago_open: int = None, min_ago_close: int = None, profit_rate: float = 0.9 ): @@ -32,7 +32,7 @@ def generate_mock_trade(pair: str, fee: float, is_open: bool, trade.recalc_open_trade_value() if not is_open: trade.close(open_rate * profit_rate) - trade.sell_reason = sell_reason + trade.exit_reason = exit_reason return trade @@ -91,7 +91,7 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog): caplog.clear() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=200, min_ago_close=30, )) @@ -100,12 +100,12 @@ def test_stoploss_guard(mocker, default_conf, fee, caplog): caplog.clear() # This trade does not count, as it's closed too long ago Trade.query.session.add(generate_mock_trade( - 'BCH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'BCH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=250, min_ago_close=100, )) Trade.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'ETH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=240, min_ago_close=30, )) # 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() Trade.query.session.add(generate_mock_trade( - 'LTC/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'LTC/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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() Trade.query.session.add(generate_mock_trade( - pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + pair, fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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() # This trade does not count, as it's closed too long ago Trade.query.session.add(generate_mock_trade( - pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + pair, fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'ETH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=240, min_ago_close=30, profit_rate=0.9, )) # 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 Trade.query.session.add(generate_mock_trade( - pair, fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + pair, fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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() Trade.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=SellType.ROI.value, + 'ETH/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, min_ago_open=205, min_ago_close=35, )) @@ -242,7 +242,7 @@ def test_LowProfitPairs(mocker, default_conf, fee, caplog): caplog.clear() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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 Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, min_ago_open=20, min_ago_close=10, profit_rate=1.15, )) assert not freqtrade.protections.stop_per_pair('XRP/BTC') assert not PairLocks.is_pair_locked('XRP/BTC') Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=1000, min_ago_close=900, profit_rate=1.1, )) Trade.query.session.add(generate_mock_trade( - 'ETH/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'ETH/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=1000, min_ago_close=900, profit_rate=1.1, )) Trade.query.session.add(generate_mock_trade( - 'NEO/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'NEO/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=1000, min_ago_close=900, profit_rate=1.1, )) # 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') Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, min_ago_open=500, min_ago_close=400, profit_rate=0.9, )) # Not locked with one trade @@ -326,7 +326,7 @@ def test_MaxDrawdown(mocker, default_conf, fee, caplog): assert not PairLocks.is_global_lock() Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.STOP_LOSS.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.STOP_LOSS.value, 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!) Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, min_ago_open=320, min_ago_close=410, profit_rate=1.5, )) 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% Trade.query.session.add(generate_mock_trade( - 'XRP/BTC', fee.return_value, False, sell_reason=SellType.ROI.value, + 'XRP/BTC', fee.return_value, False, exit_reason=SellType.ROI.value, min_ago_open=20, min_ago_close=10, profit_rate=0.8, )) assert not freqtrade.protections.stop_per_pair('XRP/BTC') diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index af041d202..468431c1a 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -64,7 +64,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_rate_requested': ANY, 'open_trade_value': 0.0010025, 'close_rate_requested': ANY, - 'sell_reason': ANY, + 'exit_reason': ANY, 'exit_order_status': ANY, 'min_rate': ANY, 'max_rate': ANY, @@ -138,7 +138,7 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_rate_requested': ANY, 'open_trade_value': ANY, 'close_rate_requested': ANY, - 'sell_reason': ANY, + 'exit_reason': ANY, 'exit_order_status': ANY, 'min_rate': ANY, 'max_rate': ANY, @@ -916,7 +916,7 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee): assert prec_satoshi(res[0]['profit_pct'], 0.5) -def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee, +def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee, limit_sell_order, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( @@ -943,23 +943,23 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f trade.close_date = datetime.utcnow() trade.is_open = False - res = rpc._rpc_sell_reason_performance(None) + res = rpc._rpc_exit_reason_performance(None) assert len(res) == 1 - assert res[0]['sell_reason'] == 'Other' + assert res[0]['exit_reason'] == 'Other' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit_pct'], 6.2) - trade.sell_reason = "TEST1" - res = rpc._rpc_sell_reason_performance(None) + trade.exit_reason = "TEST1" + res = rpc._rpc_exit_reason_performance(None) assert len(res) == 1 - assert res[0]['sell_reason'] == 'TEST1' + assert res[0]['exit_reason'] == 'TEST1' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit_pct'], 6.2) -def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee): +def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee): mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -970,21 +970,21 @@ def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee): create_mock_trades(fee) rpc = RPC(freqtradebot) - res = rpc._rpc_sell_reason_performance(None) + res = rpc._rpc_exit_reason_performance(None) assert len(res) == 2 - assert res[0]['sell_reason'] == 'sell_signal' + assert res[0]['exit_reason'] == 'sell_signal' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit_pct'], 0.5) - assert res[1]['sell_reason'] == 'roi' + assert res[1]['exit_reason'] == 'roi' assert res[1]['count'] == 1 assert prec_satoshi(res[1]['profit_pct'], 1.0) # Test for a specific pair - res = rpc._rpc_sell_reason_performance('ETC/BTC') + res = rpc._rpc_exit_reason_performance('ETC/BTC') assert len(res) == 1 assert res[0]['count'] == 1 - assert res[0]['sell_reason'] == 'sell_signal' + assert res[0]['exit_reason'] == 'sell_signal' assert prec_satoshi(res[0]['profit_pct'], 0.5) @@ -1023,7 +1023,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee, assert prec_satoshi(res[0]['profit_pct'], 6.2) trade.enter_tag = "TESTBUY" - trade.sell_reason = "TESTSELL" + trade.exit_reason = "TESTSELL" res = rpc._rpc_mix_tag_performance(None) assert len(res) == 1 diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 61f08448f..47e613f87 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -816,14 +816,14 @@ def test_api_stats(botclient, mocker, ticker, fee, markets, is_short): rc = client_get(client, f"{BASE_URI}/stats") assert_response(rc, 200) assert 'durations' in rc.json() - assert 'sell_reasons' in rc.json() + assert 'exit_reasons' in rc.json() create_mock_trades(fee, is_short=is_short) rc = client_get(client, f"{BASE_URI}/stats") assert_response(rc, 200) assert 'durations' in rc.json() - assert 'sell_reasons' in rc.json() + assert 'exit_reasons' in rc.json() assert 'wins' in rc.json()['durations'] assert 'losses' in rc.json()['durations'] @@ -955,7 +955,7 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, 'open_order_id': open_order_id, 'open_rate_requested': ANY, 'open_trade_value': open_trade_value, - 'sell_reason': None, + 'exit_reason': None, 'exit_order_status': None, 'strategy': CURRENT_TEST_STRATEGY, 'buy_tag': None, @@ -1146,7 +1146,7 @@ def test_api_forcebuy(botclient, mocker, fee): 'open_order_id': '123456', 'open_rate_requested': None, 'open_trade_value': 0.24605460, - 'sell_reason': None, + 'exit_reason': None, 'exit_order_status': None, 'strategy': CURRENT_TEST_STRATEGY, 'buy_tag': None, diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 7c9e4e64a..3915886d7 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -962,7 +962,7 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee, 'fiat_currency': 'USD', 'buy_tag': ANY, 'enter_tag': ANY, - 'sell_reason': SellType.FORCE_SELL.value, + 'exit_reason': SellType.FORCE_SELL.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -1030,7 +1030,7 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee, 'fiat_currency': 'USD', 'buy_tag': ANY, 'enter_tag': ANY, - 'sell_reason': SellType.FORCE_SELL.value, + 'exit_reason': SellType.FORCE_SELL.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -1088,7 +1088,7 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None 'fiat_currency': 'USD', 'buy_tag': ANY, 'enter_tag': ANY, - 'sell_reason': SellType.FORCE_SELL.value, + 'exit_reason': SellType.FORCE_SELL.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -1276,7 +1276,7 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee, assert "Error" in msg_mock.call_args_list[0][0][0] -def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, fee, +def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -1294,26 +1294,26 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f # Simulate fulfilled LIMIT_BUY order for trade trade.update(limit_buy_order) - trade.sell_reason = 'TESTSELL' + trade.exit_reason = 'TESTSELL' # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) trade.close_date = datetime.utcnow() trade.is_open = False context = MagicMock() - telegram._sell_reason_performance(update=update, context=context) + telegram._exit_reason_performance(update=update, context=context) assert msg_mock.call_count == 1 assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0] assert 'TESTSELL\t0.00006217 BTC (6.20%) (1)' in msg_mock.call_args_list[0][0][0] context.args = [trade.pair] - telegram._sell_reason_performance(update=update, context=context) + telegram._exit_reason_performance(update=update, context=context) assert msg_mock.call_count == 2 msg_mock.reset_mock() - mocker.patch('freqtrade.rpc.rpc.RPC._rpc_sell_reason_performance', + mocker.patch('freqtrade.rpc.rpc.RPC._rpc_exit_reason_performance', side_effect=RPCException('Error')) - telegram._sell_reason_performance(update=update, context=MagicMock()) + telegram._exit_reason_performance(update=update, context=MagicMock()) assert msg_mock.call_count == 1 assert "Error" in msg_mock.call_args_list[0][0][0] @@ -1338,7 +1338,7 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee, trade.update(limit_buy_order) trade.enter_tag = "TESTBUY" - trade.sell_reason = "TESTSELL" + trade.exit_reason = "TESTSELL" # Simulate fulfilled LIMIT_SELL order for trade trade.update(limit_sell_order) @@ -1826,7 +1826,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'stake_currency': 'ETH', 'fiat_currency': 'USD', 'enter_tag': 'buy_signal1', - 'sell_reason': SellType.STOP_LOSS.value, + 'exit_reason': SellType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(hours=-1), 'close_date': arrow.utcnow(), }) @@ -1860,7 +1860,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'profit_ratio': -0.57405275, 'stake_currency': 'ETH', 'enter_tag': 'buy_signal1', - 'sell_reason': SellType.STOP_LOSS.value, + 'exit_reason': SellType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'close_date': arrow.utcnow(), }) @@ -1939,7 +1939,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction, 'profit_ratio': -0.57405275, 'stake_currency': 'ETH', 'enter_tag': enter_signal, - 'sell_reason': SellType.STOP_LOSS.value, + 'exit_reason': SellType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'close_date': arrow.utcnow(), }) @@ -2063,7 +2063,7 @@ def test_send_msg_sell_notification_no_fiat( 'stake_currency': 'ETH', 'fiat_currency': 'USD', 'enter_tag': enter_signal, - 'sell_reason': SellType.STOP_LOSS.value, + 'exit_reason': SellType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3), 'close_date': arrow.utcnow(), }) @@ -2085,13 +2085,13 @@ def test_send_msg_sell_notification_no_fiat( @pytest.mark.parametrize('msg,expected', [ - ({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"), - ({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"), - ({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), - ({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), - ({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), - ({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"), - ({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"), + ({'profit_percent': 20.1, 'exit_reason': 'roi'}, "\N{ROCKET}"), + ({'profit_percent': 5.1, 'exit_reason': 'roi'}, "\N{ROCKET}"), + ({'profit_percent': 2.56, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': 1.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': 0.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': -5.0, 'exit_reason': 'stop_loss'}, "\N{WARNING SIGN}"), + ({'profit_percent': -2.0, 'exit_reason': 'sell_signal'}, "\N{CROSS MARK}"), ]) def test__sell_emoji(default_conf, mocker, msg, expected): del default_conf['fiat_display_currency'] diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py index 69a2d79fb..706df455b 100644 --- a/tests/rpc/test_rpc_webhook.py +++ b/tests/rpc/test_rpc_webhook.py @@ -244,7 +244,7 @@ def test_send_msg_webhook(default_conf, mocker): 'profit_amount': 0.001, 'profit_ratio': 0.20, 'stake_currency': 'BTC', - 'sell_reason': SellType.STOP_LOSS.value + 'exit_reason': SellType.STOP_LOSS.value } webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 @@ -269,7 +269,7 @@ def test_send_msg_webhook(default_conf, mocker): 'profit_amount': 0.001, 'profit_ratio': 0.20, 'stake_currency': 'BTC', - 'sell_reason': SellType.STOP_LOSS.value + 'exit_reason': SellType.STOP_LOSS.value } webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 @@ -294,7 +294,7 @@ def test_send_msg_webhook(default_conf, mocker): 'profit_amount': 0.001, 'profit_ratio': 0.20, 'stake_currency': 'BTC', - 'sell_reason': SellType.STOP_LOSS.value + 'exit_reason': SellType.STOP_LOSS.value } webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 diff --git a/tests/strategy/test_default_strategy.py b/tests/strategy/test_default_strategy.py index ff2ce10a7..aa1916c8c 100644 --- a/tests/strategy/test_default_strategy.py +++ b/tests/strategy/test_default_strategy.py @@ -46,7 +46,7 @@ def test_strategy_test_v3(result, fee, is_short, side): current_time=datetime.utcnow(), side=side) is True assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1, - rate=20000, time_in_force='gtc', sell_reason='roi', + rate=20000, time_in_force='gtc', exit_reason='roi', current_time=datetime.utcnow(), side=side) is True diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index 61a07191d..6217c6b79 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -488,7 +488,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None: low=None, high=None) assert res.sell_flag is True assert res.sell_type == SellType.CUSTOM_SELL - assert res.sell_reason == 'custom_sell' + assert res.exit_reason == 'custom_sell' strategy.custom_sell = MagicMock(return_value='hello world') @@ -497,7 +497,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None: low=None, high=None) assert res.sell_type == SellType.CUSTOM_SELL assert res.sell_flag is True - assert res.sell_reason == 'hello world' + assert res.exit_reason == 'hello world' caplog.clear() strategy.custom_sell = MagicMock(return_value='h' * 100) @@ -506,7 +506,7 @@ def test_custom_sell(default_conf, fee, caplog) -> None: low=None, high=None) assert res.sell_type == SellType.CUSTOM_SELL assert res.sell_flag is True - assert res.sell_reason == 'h' * 64 + assert res.exit_reason == 'h' * 64 assert log_has_re('Custom sell reason returned from custom_sell is too long.*', caplog) @@ -522,7 +522,7 @@ def test_leverage_callback(default_conf, side) -> None: proposed_leverage=1.0, max_leverage=5.0, side=side, - ) == 1 + ) == 1 default_conf['strategy'] = CURRENT_TEST_STRATEGY strategy = StrategyResolver.load_strategy(default_conf) @@ -533,7 +533,7 @@ def test_leverage_callback(default_conf, side) -> None: proposed_leverage=1.0, max_leverage=5.0, side=side, - ) == 3 + ) == 3 def test_analyze_ticker_default(ohlcv_history, mocker, caplog) -> None: diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 6c057f184..0c8d58d81 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -234,7 +234,7 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker, assert freqtrade.handle_trade(trade) is not ignore_strat_sl if not ignore_strat_sl: assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog) - assert trade.sell_reason == SellType.STOP_LOSS.value + assert trade.exit_reason == SellType.STOP_LOSS.value 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() freqtrade.create_stoploss_order(trade, 200) assert trade.stoploss_order_id is None - assert trade.sell_reason == SellType.EMERGENCY_SELL.value + assert trade.exit_reason == SellType.EMERGENCY_SELL.value assert log_has("Unable to place a stoploss order on exchange. ", 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 assert rpc_mock.call_count == 2 - assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == SellType.EMERGENCY_SELL.value + assert rpc_mock.call_args_list[1][0][0]['exit_reason'] == SellType.EMERGENCY_SELL.value assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' @@ -1977,7 +1977,7 @@ def test_handle_trade( assert trade.close_profit == close_profit assert trade.calc_profit() == 5.685 assert trade.close_date is not None - assert trade.sell_reason == 'sell_signal1' + assert trade.exit_reason == 'sell_signal1' @pytest.mark.parametrize("is_short", [False, True]) @@ -2855,7 +2855,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ freqtrade.execute_trade_exit( trade=trade, limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']), - sell_reason=SellCheckTuple(sell_type=SellType.ROI) + exit_reason=SellCheckTuple(sell_type=SellType.ROI) ) assert rpc_mock.call_count == 0 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( trade=trade, limit=(ticker_usdt_sell_down()['ask'] if is_short else ticker_usdt_sell_up()['bid']), - sell_reason=SellCheckTuple(sell_type=SellType.ROI) + exit_reason=SellCheckTuple(sell_type=SellType.ROI) ) 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, 'stake_currency': 'USDT', 'fiat_currency': 'USD', - 'sell_reason': SellType.ROI.value, + 'exit_reason': SellType.ROI.value, 'open_date': ANY, 'close_date': 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( trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down)()['bid'], - sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) + exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 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, 'stake_currency': 'USDT', 'fiat_currency': 'USD', - 'sell_reason': SellType.STOP_LOSS.value, + 'exit_reason': SellType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3003,7 +3003,7 @@ def test_execute_trade_exit_custom_exit_price( freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], - sell_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL) + exit_reason=SellCheckTuple(sell_type=SellType.SELL_SIGNAL) ) # 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, 'stake_currency': 'USDT', 'fiat_currency': 'USD', - 'sell_reason': SellType.SELL_SIGNAL.value, + 'exit_reason': SellType.SELL_SIGNAL.value, 'open_date': ANY, 'close_date': 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 freqtrade.execute_trade_exit( trade=trade, limit=(ticker_usdt_sell_up if is_short else ticker_usdt_sell_down())['bid'], - sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) + exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert rpc_mock.call_count == 2 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, 'stake_currency': 'USDT', 'fiat_currency': 'USD', - 'sell_reason': SellType.STOP_LOSS.value, + 'exit_reason': SellType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3134,7 +3134,7 @@ def test_execute_trade_exit_sloe_cancel_exception( trade.stoploss_order_id = "abcd" freqtrade.execute_trade_exit(trade=trade, limit=1234, - sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) + exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS)) assert create_order_mock.call_count == 2 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( trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], - sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS) + exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS) ) 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) assert trade.stoploss_order_id is None assert trade.is_open is False - assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value + assert trade.exit_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert rpc_mock.call_count == 3 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 @@ -3328,7 +3328,7 @@ def test_execute_trade_exit_market_order( freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], - sell_reason=SellCheckTuple(sell_type=SellType.ROI) + exit_reason=SellCheckTuple(sell_type=SellType.ROI) ) assert not trade.is_open @@ -3355,7 +3355,7 @@ def test_execute_trade_exit_market_order( 'profit_ratio': profit_ratio, 'stake_currency': 'USDT', 'fiat_currency': 'USD', - 'sell_reason': SellType.ROI.value, + 'exit_reason': SellType.ROI.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3392,11 +3392,11 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u fetch_ticker=ticker_usdt_sell_up ) - sell_reason = SellCheckTuple(sell_type=SellType.ROI) + exit_reason = SellCheckTuple(sell_type=SellType.ROI) assert not freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], - sell_reason=sell_reason + exit_reason=exit_reason ) assert mock_insuf.call_count == 1 @@ -3561,7 +3561,7 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_down()['ask' if is_short else 'bid'], - sell_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS) + exit_reason=SellCheckTuple(sell_type=SellType.STOP_LOSS) ) trade.close(ticker_usdt_sell_down()['bid']) 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: patch_get_signal(freqtrade, enter_long=False, exit_long=False) assert freqtrade.handle_trade(trade) is True - assert trade.sell_reason == SellType.ROI.value + assert trade.exit_reason == SellType.ROI.value @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"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000", caplog) - assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value + assert trade.exit_reason == SellType.TRAILING_STOP_LOSS.value @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"trade opened at {2.2 if is_short else 2.0}00000", caplog) - assert trade.sell_reason == SellType.TRAILING_STOP_LOSS.value + assert trade.exit_reason == SellType.TRAILING_STOP_LOSS.value @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 patch_get_signal(freqtrade) assert freqtrade.handle_trade(trade) is True - assert trade.sell_reason == SellType.ROI.value + assert trade.exit_reason == SellType.ROI.value 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, # The values of the next 2 params are irrelevant for this test limit=ticker_usdt_sell_up()['bid'], - sell_reason=SellCheckTuple(sell_type=SellType.ROI) + exit_reason=SellCheckTuple(sell_type=SellType.ROI) ) assert trade.funding_fees == pytest.approx(sum( trade.amount * diff --git a/tests/test_integration.py b/tests/test_integration.py index 1395012d3..00f3a527a 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -111,15 +111,15 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, assert wallets_mock.call_count == 4 trade = trades[0] - assert trade.sell_reason == SellType.STOPLOSS_ON_EXCHANGE.value + assert trade.exit_reason == SellType.STOPLOSS_ON_EXCHANGE.value assert not trade.is_open trade = trades[1] - assert not trade.sell_reason + assert not trade.exit_reason assert trade.is_open trade = trades[2] - assert trade.sell_reason == SellType.SELL_SIGNAL.value + assert trade.exit_reason == SellType.SELL_SIGNAL.value assert not trade.is_open diff --git a/tests/test_persistence.py b/tests/test_persistence.py index f49764360..6b05d8a2a 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -1175,7 +1175,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): stop_loss FLOAT, initial_stop_loss FLOAT, max_rate FLOAT, - sell_reason VARCHAR, + exit_reason VARCHAR, strategy VARCHAR, ticker_interval INTEGER, stoploss_order_id VARCHAR, @@ -1228,7 +1228,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert trade.min_rate is None assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 - assert trade.sell_reason is None + assert trade.exit_reason is None assert trade.strategy is None assert trade.timeframe == '5m' assert trade.stoploss_order_id == 'stop_order_id222' @@ -1587,7 +1587,7 @@ def test_to_json(default_conf, fee): 'profit_ratio': None, 'profit_pct': None, 'profit_abs': None, - 'sell_reason': None, + 'exit_reason': None, 'exit_order_status': None, 'stop_loss_abs': None, 'stop_loss_ratio': None, @@ -1672,7 +1672,7 @@ def test_to_json(default_conf, fee): 'open_order_id': None, 'open_rate_requested': None, 'open_trade_value': 12.33075, - 'sell_reason': None, + 'exit_reason': None, 'exit_order_status': None, 'strategy': None, 'buy_tag': 'buys_signal_001', @@ -2126,7 +2126,7 @@ def test_Trade_object_idem(): 'get_open_trades_without_assigned_fees', 'get_open_order_trades', 'get_trades', - 'get_sell_reason_performance', + 'get_exit_reason_performance', 'get_enter_tag_performance', 'get_mix_tag_performance', diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index 553783dfa..418ca0614 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy": {"StrategyTestV2": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2102.6072329688814, "profit_abs": 0.00399999999999999}, {"pair": "XLM/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:35:00+00:00", "trade_duration": 10, "open_rate": 3.339e-05, "close_rate": 3.489631578947368e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2994.908655286014, "profit_abs": 0.0040000000000000036}, {"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:25:00+00:00", "close_date": "2018-01-10 07:40:00+00:00", "trade_duration": 15, "open_rate": 9.696e-05, "close_rate": 0.00010133413533834584, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1031.3531353135315, "profit_abs": 0.00399999999999999}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 07:35:00+00:00", "close_date": "2018-01-10 08:35:00+00:00", "trade_duration": 60, "open_rate": 0.0943, "close_rate": 0.09477268170426063, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0604453870625663, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 07:40:00+00:00", "close_date": "2018-01-10 08:10:00+00:00", "trade_duration": 30, "open_rate": 0.02719607, "close_rate": 0.02760503345864661, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.677001860930642, "profit_abs": 0.0010000000000000009}, {"pair": "ZEC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 08:15:00+00:00", "close_date": "2018-01-10 09:55:00+00:00", "trade_duration": 100, "open_rate": 0.04634952, "close_rate": 0.046581848421052625, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.1575196463739, "profit_abs": 0.0}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 14:45:00+00:00", "close_date": "2018-01-10 15:50:00+00:00", "trade_duration": 65, "open_rate": 3.066e-05, "close_rate": 3.081368421052631e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3261.5786040443577, "profit_abs": -1.3877787807814457e-17}, {"pair": "LTC/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 16:35:00+00:00", "close_date": "2018-01-10 17:15:00+00:00", "trade_duration": 40, "open_rate": 0.0168999, "close_rate": 0.016984611278195488, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 5.917194776300452, "profit_abs": 1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 16:40:00+00:00", "close_date": "2018-01-10 17:20:00+00:00", "trade_duration": 40, "open_rate": 0.09132568, "close_rate": 0.0917834528320802, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.0949822656672252, "profit_abs": 0.0}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 18:50:00+00:00", "close_date": "2018-01-10 19:45:00+00:00", "trade_duration": 55, "open_rate": 0.08898003, "close_rate": 0.08942604518796991, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1238476768326557, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETH/BTC", "profit_percent": 0.0, "open_date": "2018-01-10 22:15:00+00:00", "close_date": "2018-01-10 23:00:00+00:00", "trade_duration": 45, "open_rate": 0.08560008, "close_rate": 0.08602915308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1682232072680307, "profit_abs": 0.0}, {"pair": "ETC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-10 22:50:00+00:00", "close_date": "2018-01-10 23:20:00+00:00", "trade_duration": 30, "open_rate": 0.00249083, "close_rate": 0.0025282860902255634, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 40.147260150231055, "profit_abs": 0.000999999999999987}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-10 23:15:00+00:00", "close_date": "2018-01-11 00:15:00+00:00", "trade_duration": 60, "open_rate": 3.022e-05, "close_rate": 3.037147869674185e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3309.0668431502318, "profit_abs": -1.3877787807814457e-17}, {"pair": "ETC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-10 23:40:00+00:00", "close_date": "2018-01-11 00:05:00+00:00", "trade_duration": 25, "open_rate": 0.002437, "close_rate": 0.0024980776942355883, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.03405826836274, "profit_abs": 0.001999999999999974}, {"pair": "ZEC/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 00:00:00+00:00", "close_date": "2018-01-11 00:35:00+00:00", "trade_duration": 35, "open_rate": 0.04771803, "close_rate": 0.04843559436090225, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.0956439316543456, "profit_abs": 0.0010000000000000009}, {"pair": "XLM/BTC", "profit_percent": -0.10448878, "open_date": "2018-01-11 03:40:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 45, "open_rate": 3.651e-05, "close_rate": 3.2859000000000005e-05, "open_at_end": false, "sell_reason": "stop_loss", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2738.9756231169545, "profit_abs": -0.01047499999999997}, {"pair": "ETH/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 03:55:00+00:00", "close_date": "2018-01-11 04:25:00+00:00", "trade_duration": 30, "open_rate": 0.08824105, "close_rate": 0.08956798308270676, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1332594070446804, "profit_abs": 0.0010000000000000009}, {"pair": "ETC/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 04:00:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 50, "open_rate": 0.00243, "close_rate": 0.002442180451127819, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 41.1522633744856, "profit_abs": -1.3877787807814457e-17}, {"pair": "ZEC/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:55:00+00:00", "trade_duration": 25, "open_rate": 0.04545064, "close_rate": 0.046589753784461146, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2.200189040242338, "profit_abs": 0.001999999999999988}, {"pair": "XLM/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:30:00+00:00", "close_date": "2018-01-11 04:50:00+00:00", "trade_duration": 20, "open_rate": 3.372e-05, "close_rate": 3.456511278195488e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2965.599051008304, "profit_abs": 0.001999999999999988}, {"pair": "XMR/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 04:55:00+00:00", "close_date": "2018-01-11 05:15:00+00:00", "trade_duration": 20, "open_rate": 0.02644, "close_rate": 0.02710265664160401, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7821482602118004, "profit_abs": 0.001999999999999988}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:20:00+00:00", "close_date": "2018-01-11 12:00:00+00:00", "trade_duration": 40, "open_rate": 0.08812, "close_rate": 0.08856170426065162, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1348161597821154, "profit_abs": 0.0}, {"pair": "XMR/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 11:35:00+00:00", "close_date": "2018-01-11 12:15:00+00:00", "trade_duration": 40, "open_rate": 0.02683577, "close_rate": 0.026970285137844607, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 3.7263696923919087, "profit_abs": 0.0}, {"pair": "ADA/BTC", "profit_percent": 0.01995012, "open_date": "2018-01-11 14:00:00+00:00", "close_date": "2018-01-11 14:25:00+00:00", "trade_duration": 25, "open_rate": 4.919e-05, "close_rate": 5.04228320802005e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2032.9335230737956, "profit_abs": 0.0020000000000000018}, {"pair": "ETH/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 19:25:00+00:00", "close_date": "2018-01-11 20:35:00+00:00", "trade_duration": 70, "open_rate": 0.08784896, "close_rate": 0.08828930566416039, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1.1383174029607181, "profit_abs": -1.3877787807814457e-17}, {"pair": "ADA/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:35:00+00:00", "close_date": "2018-01-11 23:30:00+00:00", "trade_duration": 55, "open_rate": 5.105e-05, "close_rate": 5.130588972431077e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1958.8638589618022, "profit_abs": -1.3877787807814457e-17}, {"pair": "XLM/BTC", "profit_percent": 0.00997506, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:25:00+00:00", "trade_duration": 30, "open_rate": 3.96e-05, "close_rate": 4.019548872180451e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2525.252525252525, "profit_abs": 0.0010000000000000148}, {"pair": "NXT/BTC", "profit_percent": -0.0, "open_date": "2018-01-11 22:55:00+00:00", "close_date": "2018-01-11 23:35:00+00:00", "trade_duration": 40, "open_rate": 2.885e-05, "close_rate": 2.899461152882205e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 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54, "losses": 52}]} diff --git a/tests/testdata/backtest-result_new.json b/tests/testdata/backtest-result_new.json index 84f3806ea..e4d3c9b8b 100644 --- a/tests/testdata/backtest-result_new.json +++ b/tests/testdata/backtest-result_new.json @@ -1 +1 @@ -{"strategy": {"StrategyTestV2": {"trades": [{"pair": "TRX/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:20:00+00:00", "trade_duration": 5, "open_rate": 9.64e-05, "close_rate": 0.00010074887218045112, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 1037.344398340249, "profit_abs": 0.00399999999999999}, {"pair": "ADA/BTC", "profit_percent": 0.03990025, "open_date": "2018-01-10 07:15:00+00:00", "close_date": "2018-01-10 07:30:00+00:00", "trade_duration": 15, "open_rate": 4.756e-05, "close_rate": 4.9705563909774425e-05, "open_at_end": false, "sell_reason": "roi", "fee_open": 0.0025, "fee_close": 0.0025, "amount": 2102.6072329688814, 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