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revise logic in should_sell

This commit is contained in:
Matthias 2020-11-27 09:18:03 +01:00
parent 4aa6ebee04
commit fefb4b23d0
2 changed files with 24 additions and 31 deletions
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53
freqtrade/strategy/interface.py
View File

@ -481,46 +481,39 @@ class IStrategy(ABC):
current_profit = trade.calc_profit_ratio(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
config_ask_strategy = self.config.get('ask_strategy', {}) config_ask_strategy = self.config.get('ask_strategy', {})
roi_reached = self.min_roi_reached(trade=trade, current_profit=current_profit, # if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
current_time=date) roi_reached = (not (buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False))
and self.min_roi_reached(trade=trade, current_profit=current_profit,
current_time=date))
if stoplossflag.sell_flag: if config_ask_strategy.get('sell_profit_only', False) and trade.calc_profit(rate=rate) <= 0:
# Negative profits and sell_profit_only - ignore sell signal
sell_signal = False
else:
sell_signal = sell and not buy and config_ask_strategy.get('use_sell_signal', True)
# TODO: return here if sell-signal should be favored over ROI
# When backtesting, in the case of trailing_stop_loss, # Start evaluations
# make sure we don't make a profit higher than ROI. # Sequence:
if stoplossflag.sell_type == SellType.TRAILING_STOP_LOSS and roi_reached: # ROI (if not stoploss)
logger.debug(f"{trade.pair} - Required profit reached. sell_flag=True, " # Sell-signal
f"sell_type=SellType.ROI") # Stoploss
return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI) if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
logger.debug(f"{trade.pair} - Stoploss hit. sell_flag=True, "
f"sell_type={stoplossflag.sell_type}")
return stoplossflag
if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
# This one is noisy, commented out
# logger.debug(f"{trade.pair} - Buy signal still active. sell_flag=False")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
if roi_reached:
logger.debug(f"{trade.pair} - Required profit reached. sell_flag=True, " logger.debug(f"{trade.pair} - Required profit reached. sell_flag=True, "
f"sell_type=SellType.ROI") f"sell_type=SellType.ROI")
return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI) return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
if config_ask_strategy.get('sell_profit_only', False): if sell_signal:
# This one is noisy, commented out
# logger.debug(f"{trade.pair} - Checking if trade is profitable...")
if trade.calc_profit(rate=rate) <= 0:
# This one is noisy, commented out
# logger.debug(f"{trade.pair} - Trade is not profitable. sell_flag=False")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
if sell and not buy and config_ask_strategy.get('use_sell_signal', True):
logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, " logger.debug(f"{trade.pair} - Sell signal received. sell_flag=True, "
f"sell_type=SellType.SELL_SIGNAL") f"sell_type=SellType.SELL_SIGNAL")
return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL) return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)
if stoplossflag.sell_flag:
logger.debug(f"{trade.pair} - Stoploss hit. sell_flag=True, "
f"sell_type={stoplossflag.sell_type}")
return stoplossflag
# This one is noisy, commented out... # This one is noisy, commented out...
# logger.debug(f"{trade.pair} - No sell signal. sell_flag=False") # logger.debug(f"{trade.pair} - No sell signal. sell_flag=False")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE) return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)

2
tests/test_freqtradebot.py
View File

@ -3556,7 +3556,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_b
# Test if buy-signal is absent # Test if buy-signal is absent
patch_get_signal(freqtrade, value=(False, True)) patch_get_signal(freqtrade, value=(False, True))
assert freqtrade.handle_trade(trade) is True assert freqtrade.handle_trade(trade) is True
assert trade.sell_reason == SellType.STOP_LOSS.value assert trade.sell_reason == SellType.SELL_SIGNAL.value
def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker): def test_get_real_amount_quote(default_conf, trades_for_order, buy_order_fee, fee, caplog, mocker):