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

@@ -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')