sell_reason -> exit_reason

This commit is contained in:
Sam Germain
2022-01-04 22:52:52 -06:00
parent c899eabe1d
commit f5805543ed
43 changed files with 324 additions and 324 deletions

View File

@@ -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

View File

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

View File

@@ -49,7 +49,7 @@ from freqtrade.exchange import timeframe_to_prev_date
class AwesomeStrategy(IStrategy):
def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
rate: float, time_in_force: str, 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

View File

@@ -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)

View File

@@ -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`.

View File

@@ -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

View File

@@ -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`