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Update force_sell to force_exit

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This commit is contained in:
Matthias 2022-04-04 16:59:27 +02:00
parent 33841da382
commit 54ad130bb9
18 changed files with 33 additions and 33 deletions
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2
config_examples/config_full.example.json
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@ -144,7 +144,7 @@
"sell": {
"roi": "off",
"emergency_sell": "off",
"force_sell": "off",
"force_exit": "off",
"sell_signal": "off",
"trailing_stop_loss": "off",
"stop_loss": "off",

2
docs/backtesting.md
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@ -280,7 +280,7 @@ A backtesting result will look like that:
| trailing_stop_loss | 205 | 150 | 0 | 55 |
| stop_loss | 166 | 0 | 0 | 166 |
| sell_signal | 56 | 36 | 0 | 20 |
| force_sell | 2 | 0 | 0 | 2 |
| force_exit | 2 | 0 | 0 | 2 |
====================================================== LEFT OPEN TRADES REPORT ======================================================
| Pair | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC | Tot Profit % | Avg Duration | Win Draw Loss Win% |
|:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:|

2
docs/sql_cheatsheet.md
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@ -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)))),
exit_reason='force_sell'
exit_reason='force_exit'
WHERE id=31;
```

6
docs/strategy-callbacks.md
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@ -564,13 +564,13 @@ class AwesomeStrategy(IStrategy):
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param exit_reason: Exit reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
'sell_signal', 'force_exit', 'emergency_sell']
:param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is placed on the exchange.
:return bool: When True is returned, then the exit-order is placed on the exchange.
False aborts the process
"""
if exit_reason == 'force_sell' and trade.calc_profit_ratio(rate) < 0:
if exit_reason == 'force_exit' 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)

2
docs/telegram-usage.md
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@ -85,7 +85,7 @@ Example configuration showing the different settings:
"sell": {
"roi": "silent",
"emergency_sell": "on",
"force_sell": "on",
"force_exit": "on",
"sell_signal": "silent",
"trailing_stop_loss": "on",
"stop_loss": "on",

2
freqtrade/constants.py
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@ -478,7 +478,7 @@ CANCEL_REASON = {
"FULLY_CANCELLED": "fully cancelled",
"ALL_CANCELLED": "cancelled (all unfilled and partially filled open orders cancelled)",
"CANCELLED_ON_EXCHANGE": "cancelled on exchange",
"FORCE_SELL": "forcesold",
"FORCE_EXIT": "forcesold",
}
# List of pairs with their timeframes

2
freqtrade/enums/exittype.py
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@ -10,7 +10,7 @@ class ExitType(Enum):
STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange"
TRAILING_STOP_LOSS = "trailing_stop_loss"
SELL_SIGNAL = "sell_signal"
FORCE_SELL = "force_sell"
FORCE_EXIT = "force_exit"
EMERGENCY_SELL = "emergency_sell"
CUSTOM_SELL = "custom_sell"
NONE = ""

2
freqtrade/optimize/backtesting.py
View File

@ -812,7 +812,7 @@ class Backtesting:
sell_row = data[pair][-1]
trade.close_date = sell_row[DATE_IDX].to_pydatetime()
trade.exit_reason = ExitType.FORCE_SELL.value
trade.exit_reason = ExitType.FORCE_EXIT.value
trade.close(sell_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade)
# Deepcopy object to have wallets update correctly

6
freqtrade/rpc/rpc.py
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@ -697,17 +697,17 @@ class RPC:
if order['side'] == trade.enter_side:
fully_canceled = self._freqtrade.handle_cancel_enter(
trade, order, CANCEL_REASON['FORCE_SELL'])
trade, order, CANCEL_REASON['FORCE_EXIT'])
if order['side'] == trade.exit_side:
# Cancel order - so it is placed anew with a fresh price.
self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_SELL'])
self._freqtrade.handle_cancel_exit(trade, order, CANCEL_REASON['FORCE_EXIT'])
if not fully_canceled:
# Get current rate and execute sell
current_rate = self._freqtrade.exchange.get_rate(
trade.pair, side='exit', is_short=trade.is_short, refresh=True)
exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_SELL)
exit_check = ExitCheckTuple(exit_type=ExitType.FORCE_EXIT)
order_type = ordertype or self._freqtrade.strategy.order_types.get(
"forceexit", self._freqtrade.strategy.order_types["exit"])

2
freqtrade/rpc/telegram.py
View File

@ -769,7 +769,7 @@ class Telegram(RPCHandler):
'trailing_stop_loss': 'Trail. Stop',
'stoploss_on_exchange': 'Stoploss',
'sell_signal': 'Sell Signal',
'force_sell': 'Forcesell',
'force_exit': 'Force Exit',
'emergency_sell': 'Emergency Sell',
}
exit_reasons_tabulate = [

4
freqtrade/strategy/interface.py
View File

@ -308,10 +308,10 @@ class IStrategy(ABC, HyperStrategyMixin):
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param exit_reason: Exit reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
'sell_signal', 'force_exit', 'emergency_sell']
:param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True, then the sell-order/exit_short-order is placed on the exchange.
:return bool: When True, then the exit-order is placed on the exchange.
False aborts the process
"""
return True

6
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -162,10 +162,10 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param exit_reason: Exit reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
'sell_signal', 'force_exit', 'emergency_sell']
:param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is placed on the exchange.
:return bool: When True is returned, then the exit-order is placed on the exchange.
False aborts the process
"""
return True
@ -206,7 +206,7 @@ def check_exit_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -
:param trade: trade object.
:param order: Order dictionary as returned from CCXT.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is cancelled.
:return bool: When True is returned, then the exit-order is cancelled.
"""
return False

4
tests/optimize/test_backtest_detail.py
View File

@ -723,7 +723,7 @@ tc45 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_exit_signal=True,
custom_exit_price=6052,
trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4)]
trades=[BTrade(exit_reason=ExitType.FORCE_EXIT, open_tick=1, close_tick=4)]
)
# Test 46: (Short of tc45) Custom short exit price above below candles
@ -738,7 +738,7 @@ tc46 = BTContainer(data=[
stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0,
use_exit_signal=True,
custom_exit_price=4700,
trades=[BTrade(exit_reason=ExitType.FORCE_SELL, open_tick=1, close_tick=4, is_short=True)]
trades=[BTrade(exit_reason=ExitType.FORCE_EXIT, open_tick=1, close_tick=4, is_short=True)]
)
# Test 47: Colliding long and short signal

4
tests/optimize/test_hyperopt.py
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@ -358,7 +358,7 @@ def test_hyperopt_format_results(hyperopt):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': hyperopt.config,
'locks': [],
@ -429,7 +429,7 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': hyperopt_conf,
'locks': [],

4
tests/optimize/test_optimize_reports.py
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@ -77,7 +77,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.STOP_LOSS,
ExitType.ROI, ExitType.FORCE_SELL]
ExitType.ROI, ExitType.FORCE_EXIT]
}),
'config': default_conf,
'locks': [],
@ -129,7 +129,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
"is_short": [False, False, False, False],
"stake_amount": [0.01, 0.01, 0.01, 0.01],
"exit_reason": [ExitType.ROI, ExitType.ROI,
ExitType.STOP_LOSS, ExitType.FORCE_SELL]
ExitType.STOP_LOSS, ExitType.FORCE_EXIT]
}),
'config': default_conf,
'locks': [],

12
tests/rpc/test_rpc_telegram.py
View File

@ -1059,8 +1059,8 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee,
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'exit_reason': ExitType.FORCE_SELL.value,
'sell_reason': ExitType.FORCE_EXIT.value,
'exit_reason': ExitType.FORCE_EXIT.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@ -1128,8 +1128,8 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee,
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'exit_reason': ExitType.FORCE_SELL.value,
'sell_reason': ExitType.FORCE_EXIT.value,
'exit_reason': ExitType.FORCE_EXIT.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,
@ -1187,8 +1187,8 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None
'fiat_currency': 'USD',
'buy_tag': ANY,
'enter_tag': ANY,
'sell_reason': ExitType.FORCE_SELL.value,
'exit_reason': ExitType.FORCE_SELL.value,
'sell_reason': ExitType.FORCE_EXIT.value,
'exit_reason': ExitType.FORCE_EXIT.value,
'open_date': ANY,
'close_date': ANY,
'close_rate': ANY,

2
tests/testdata/backtest-result_multistrat.json vendored
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2
tests/testdata/backtest-result_new.json vendored
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