mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
sell_profit_offset -> exit_profit_offset
This commit is contained in:
parent
bba9629a2a
commit
5ce5c70be6
|
@ -17,7 +17,7 @@
|
|||
"trailing_only_offset_is_reached": false,
|
||||
"use_sell_signal": true,
|
||||
"exit_profit_only": false,
|
||||
"sell_profit_offset": 0.0,
|
||||
"exit_profit_offset": 0.0,
|
||||
"ignore_roi_if_buy_signal": false,
|
||||
"ignore_buying_expired_candle_after": 300,
|
||||
"trading_mode": "spot",
|
||||
|
|
|
@ -118,7 +118,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
|
|||
| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to sell. I.e. a value of 2 will allow the bot to pick the 2nd ask rate in [Order Book Exit](#exit-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
|
||||
| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
|
||||
| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
|
||||
| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
|
||||
| `exit_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
|
||||
| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
|
||||
| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
|
||||
| `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
|
||||
|
@ -200,7 +200,7 @@ Values set in the configuration file always overwrite values set in the strategy
|
|||
* `disable_dataframe_checks`
|
||||
* `use_sell_signal`
|
||||
* `exit_profit_only`
|
||||
* `sell_profit_offset`
|
||||
- `exit_profit_offset`
|
||||
* `ignore_roi_if_buy_signal`
|
||||
* `ignore_buying_expired_candle_after`
|
||||
* `position_adjustment_enable`
|
||||
|
|
|
@ -91,7 +91,7 @@ For example you could implement a 1:2 risk-reward ROI with `custom_exit()`.
|
|||
Using custom_exit() signals in place of stoploss though *is not recommended*. It is a inferior method to using `custom_stoploss()` in this regard - which also allows you to keep the stoploss on exchange.
|
||||
|
||||
!!! Note
|
||||
Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `exit_profit_only=True` while profit is below `sell_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
|
||||
Returning a (none-empty) `string` or `True` from this method is equal to setting sell signal on a candle at specified time. This method is not called when sell signal is set already, or if sell signals are disabled (`use_sell_signal=False` or `exit_profit_only=True` while profit is below `exit_profit_offset`). `string` max length is 64 characters. Exceeding this limit will cause the message to be truncated to 64 characters.
|
||||
|
||||
An example of how we can use different indicators depending on the current profit and also sell trades that were open longer than one day:
|
||||
|
||||
|
|
|
@ -318,3 +318,4 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None:
|
|||
def _strategy_settings(conf: Dict[str, Any]) -> None:
|
||||
|
||||
process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only')
|
||||
process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset')
|
||||
|
|
|
@ -151,7 +151,7 @@ CONF_SCHEMA = {
|
|||
'trailing_only_offset_is_reached': {'type': 'boolean'},
|
||||
'use_sell_signal': {'type': 'boolean'},
|
||||
'exit_profit_only': {'type': 'boolean'},
|
||||
'sell_profit_offset': {'type': 'number'},
|
||||
'exit_profit_offset': {'type': 'number'},
|
||||
'ignore_roi_if_buy_signal': {'type': 'boolean'},
|
||||
'ignore_buying_expired_candle_after': {'type': 'number'},
|
||||
'trading_mode': {'type': 'string', 'enum': TRADING_MODES},
|
||||
|
|
|
@ -462,7 +462,7 @@ def generate_strategy_stats(pairlist: List[str],
|
|||
'minimal_roi': config['minimal_roi'],
|
||||
'use_sell_signal': config['use_sell_signal'],
|
||||
'exit_profit_only': config['exit_profit_only'],
|
||||
'sell_profit_offset': config['sell_profit_offset'],
|
||||
'exit_profit_offset': config['exit_profit_offset'],
|
||||
'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
|
||||
**daily_stats,
|
||||
**trade_stats
|
||||
|
|
|
@ -88,7 +88,7 @@ class StrategyResolver(IResolver):
|
|||
("use_sell_signal", True),
|
||||
("exit_profit_only", False),
|
||||
("ignore_roi_if_buy_signal", False),
|
||||
("sell_profit_offset", 0.0),
|
||||
("exit_profit_offset", 0.0),
|
||||
("disable_dataframe_checks", False),
|
||||
("ignore_buying_expired_candle_after", 0),
|
||||
("position_adjustment_enable", False),
|
||||
|
@ -193,6 +193,7 @@ class StrategyResolver(IResolver):
|
|||
# TODO: Implementing one of the following methods should show a deprecation warning
|
||||
# buy_trend and sell_trend, custom_sell
|
||||
warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only')
|
||||
warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset')
|
||||
|
||||
if (
|
||||
not check_override(strategy, IStrategy, 'populate_buy_trend')
|
||||
|
|
|
@ -92,7 +92,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
|||
|
||||
use_sell_signal: bool
|
||||
exit_profit_only: bool
|
||||
sell_profit_offset: float
|
||||
exit_profit_offset: float
|
||||
ignore_roi_if_buy_signal: bool
|
||||
|
||||
# Position adjustment is disabled by default
|
||||
|
@ -881,7 +881,7 @@ class IStrategy(ABC, HyperStrategyMixin):
|
|||
current_rate = rate
|
||||
current_profit = trade.calc_profit_ratio(current_rate)
|
||||
|
||||
if (self.exit_profit_only and current_profit <= self.sell_profit_offset):
|
||||
if (self.exit_profit_only and current_profit <= self.exit_profit_offset):
|
||||
# exit_profit_only and profit doesn't reach the offset - ignore sell signal
|
||||
pass
|
||||
elif self.use_sell_signal and not enter:
|
||||
|
|
|
@ -1153,7 +1153,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
|
|||
default_conf.update({
|
||||
"use_sell_signal": True,
|
||||
"exit_profit_only": False,
|
||||
"sell_profit_offset": 0.0,
|
||||
"exit_profit_offset": 0.0,
|
||||
"ignore_roi_if_buy_signal": False,
|
||||
})
|
||||
patch_exchange(mocker)
|
||||
|
@ -1230,7 +1230,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
|
|||
default_conf.update({
|
||||
"use_sell_signal": True,
|
||||
"exit_profit_only": False,
|
||||
"sell_profit_offset": 0.0,
|
||||
"exit_profit_offset": 0.0,
|
||||
"ignore_roi_if_buy_signal": False,
|
||||
})
|
||||
patch_exchange(mocker)
|
||||
|
@ -1348,7 +1348,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
|
|||
"margin_mode": "isolated",
|
||||
"use_sell_signal": True,
|
||||
"exit_profit_only": False,
|
||||
"sell_profit_offset": 0.0,
|
||||
"exit_profit_offset": 0.0,
|
||||
"ignore_roi_if_buy_signal": False,
|
||||
"strategy": CURRENT_TEST_STRATEGY,
|
||||
})
|
||||
|
@ -1452,7 +1452,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
|
|||
default_conf.update({
|
||||
"use_sell_signal": True,
|
||||
"exit_profit_only": False,
|
||||
"sell_profit_offset": 0.0,
|
||||
"exit_profit_offset": 0.0,
|
||||
"ignore_roi_if_buy_signal": False,
|
||||
})
|
||||
patch_exchange(mocker)
|
||||
|
@ -1559,7 +1559,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
|
|||
default_conf.update({
|
||||
"use_sell_signal": True,
|
||||
"exit_profit_only": False,
|
||||
"sell_profit_offset": 0.0,
|
||||
"exit_profit_offset": 0.0,
|
||||
"ignore_roi_if_buy_signal": False,
|
||||
})
|
||||
patch_exchange(mocker)
|
||||
|
|
|
@ -3659,7 +3659,7 @@ def test_exit_profit_only(
|
|||
default_conf_usdt.update({
|
||||
'use_sell_signal': True,
|
||||
'exit_profit_only': profit_only,
|
||||
'sell_profit_offset': 0.1,
|
||||
'exit_profit_offset': 0.1,
|
||||
})
|
||||
freqtrade = FreqtradeBot(default_conf_usdt)
|
||||
patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short)
|
||||
|
@ -3679,7 +3679,7 @@ def test_exit_profit_only(
|
|||
assert freqtrade.handle_trade(trade) is handle_first
|
||||
|
||||
if handle_second:
|
||||
freqtrade.strategy.sell_profit_offset = 0.0
|
||||
freqtrade.strategy.exit_profit_offset = 0.0
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
|
||||
|
|
File diff suppressed because one or more lines are too long
2
tests/testdata/backtest-result_new.json
vendored
2
tests/testdata/backtest-result_new.json
vendored
File diff suppressed because one or more lines are too long
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
10
tests/testdata/strategy_SampleStrategy.fthypt
vendored
File diff suppressed because one or more lines are too long
Loading…
Reference in New Issue
Block a user