diff --git a/README.md b/README.md index 02eb47e00..679dbcab0 100644 --- a/README.md +++ b/README.md @@ -129,6 +129,7 @@ Telegram is not mandatory. However, this is a great way to control your bot. Mor - `/status |[table]`: Lists all or specific open trades. - `/profit []`: Lists cumulative profit from all finished trades, over the last n days. - `/forceexit |all`: Instantly exits the given trade (Ignoring `minimum_roi`). +- `/fx |all`: Alias to `/forceexit` - `/performance`: Show performance of each finished trade grouped by pair - `/balance`: Show account balance per currency. - `/daily `: Shows profit or loss per day, over the last n days. diff --git a/config_examples/config_binance.example.json b/config_examples/config_binance.example.json index 8e622eeae..ad8862afa 100644 --- a/config_examples/config_binance.example.json +++ b/config_examples/config_binance.example.json @@ -90,7 +90,7 @@ }, "bot_name": "freqtrade", "initial_state": "running", - "forcebuy_enable": false, + "force_enter_enable": false, "internals": { "process_throttle_secs": 5 } diff --git a/config_examples/config_bittrex.example.json b/config_examples/config_bittrex.example.json index d40ea6c5a..a0a5071dd 100644 --- a/config_examples/config_bittrex.example.json +++ b/config_examples/config_bittrex.example.json @@ -87,7 +87,7 @@ }, "bot_name": "freqtrade", "initial_state": "running", - "forcebuy_enable": false, + "force_entry_enable": false, "internals": { "process_throttle_secs": 5 } diff --git a/config_examples/config_ftx.example.json b/config_examples/config_ftx.example.json index f86da8ea0..c49898277 100644 --- a/config_examples/config_ftx.example.json +++ b/config_examples/config_ftx.example.json @@ -89,7 +89,7 @@ }, "bot_name": "freqtrade", "initial_state": "running", - "forcebuy_enable": false, + "force_entry_enable": false, "internals": { "process_throttle_secs": 5 } diff --git a/config_examples/config_full.example.json b/config_examples/config_full.example.json index 540e83af6..915db6c44 100644 --- a/config_examples/config_full.example.json +++ b/config_examples/config_full.example.json @@ -15,10 +15,10 @@ "trailing_stop_positive": 0.005, "trailing_stop_positive_offset": 0.0051, "trailing_only_offset_is_reached": false, - "use_sell_signal": true, - "sell_profit_only": false, - "sell_profit_offset": 0.0, - "ignore_roi_if_buy_signal": false, + "use_exit_signal": true, + "exit_profit_only": false, + "exit_profit_offset": 0.0, + "ignore_roi_if_entry_signal": false, "ignore_buying_expired_candle_after": 300, "trading_mode": "spot", "margin_mode": "", @@ -54,9 +54,9 @@ "order_types": { "entry": "limit", "exit": "limit", - "emergencyexit": "market", - "forceexit": "market", - "forceentry": "market", + "emergency_exit": "market", + "force_exit": "market", + "force_entry": "market", "stoploss": "market", "stoploss_on_exchange": false, "stoploss_on_exchange_interval": 60, @@ -139,21 +139,21 @@ "status": "on", "warning": "on", "startup": "on", - "buy": "on", - "buy_fill": "on", - "sell": { + "entry": "on", + "entry_fill": "on", + "exit": { "roi": "off", - "emergency_sell": "off", - "force_sell": "off", - "sell_signal": "off", + "emergency_exit": "off", + "force_exit": "off", + "exit_signal": "off", "trailing_stop_loss": "off", "stop_loss": "off", "stoploss_on_exchange": "off", - "custom_sell": "off" + "custom_exit": "off" }, - "sell_fill": "on", - "buy_cancel": "on", - "sell_cancel": "on", + "exit_fill": "on", + "entry_cancel": "on", + "exit_cancel": "on", "protection_trigger": "off", "protection_trigger_global": "on" }, @@ -174,7 +174,7 @@ "bot_name": "freqtrade", "db_url": "sqlite:///tradesv3.sqlite", "initial_state": "running", - "forcebuy_enable": false, + "force_entry_enable": false, "internals": { "process_throttle_secs": 5, "heartbeat_interval": 60 diff --git a/config_examples/config_kraken.example.json b/config_examples/config_kraken.example.json index 69b00719a..c55dea6ba 100644 --- a/config_examples/config_kraken.example.json +++ b/config_examples/config_kraken.example.json @@ -95,7 +95,7 @@ }, "bot_name": "freqtrade", "initial_state": "running", - "forcebuy_enable": false, + "force_entry_enable": false, "internals": { "process_throttle_secs": 5 }, diff --git a/docs/advanced-hyperopt.md b/docs/advanced-hyperopt.md index 9dbb86b2d..7f1bd0fed 100644 --- a/docs/advanced-hyperopt.md +++ b/docs/advanced-hyperopt.md @@ -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 diff --git a/docs/backtesting.md b/docs/backtesting.md index f42221f8c..5d836d01b 100644 --- a/docs/backtesting.md +++ b/docs/backtesting.md @@ -279,8 +279,8 @@ 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 | +| exit_signal | 56 | 36 | 0 | 20 | +| 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% | |:---------|-------:|---------------:|---------------:|-----------------:|---------------:|:---------------|--------------------:| @@ -345,9 +345,9 @@ The column `Avg Profit %` shows the average profit for all trades made while the The column `Tot Profit %` shows instead the total profit % in relation to the starting balance. In the above results, we have a starting balance of 0.01 BTC and an absolute profit of 0.00762792 BTC - so the `Tot Profit %` will be `(0.00762792 / 0.01) * 100 ~= 76.2%`. -Your strategy performance is influenced by your buy strategy, your sell strategy, and also by the `minimal_roi` and `stop_loss` you have set. +Your strategy performance is influenced by your buy strategy, your exit strategy, and also by the `minimal_roi` and `stop_loss` you have set. -For example, if your `minimal_roi` is only `"0": 0.01` you cannot expect the bot to make more profit than 1% (because it will sell every time a trade reaches 1%). +For example, if your `minimal_roi` is only `"0": 0.01` you cannot expect the bot to make more profit than 1% (because it will exit every time a trade reaches 1%). ```json "minimal_roi": { @@ -362,11 +362,11 @@ Hence, keep in mind that your performance is an integral mix of all different el ### Exit reasons table The 2nd table contains a recap of exit reasons. -This table can tell you which area needs some additional work (e.g. all or many of the `sell_signal` trades are losses, so you should work on improving the sell signal, or consider disabling it). +This table can tell you which area needs some additional work (e.g. all or many of the `exit_signal` trades are losses, so you should work on improving the exit signal, or consider disabling it). ### Left open trades table -The 3rd table contains all trades the bot had to `forceexit` at the end of the backtesting period to present you the full picture. +The 3rd table contains all trades the bot had to `force_exit` at the end of the backtesting period to present you the full picture. This is necessary to simulate realistic behavior, since the backtest period has to end at some point, while realistically, you could leave the bot running forever. These trades are also included in the first table, but are also shown separately in this table for clarity. @@ -492,24 +492,24 @@ Since backtesting lacks some detailed information about what happens within a ca - Buys happen at open-price - All orders are filled at the requested price (no slippage, no unfilled orders) -- Sell-signal sells happen at open-price of the consecutive candle -- Sell-signal is favored over Stoploss, because sell-signals are assumed to trigger on candle's open +- Exit-signal exits happen at open-price of the consecutive candle +- Exit-signal is favored over Stoploss, because exit-signals are assumed to trigger on candle's open - ROI - - sells are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the sell will be at 2%) - - sells are never "below the candle", so a ROI of 2% may result in a sell at 2.4% if low was at 2.4% profit - - Forcesells caused by `=-1` ROI entries use low as sell value, unless N falls on the candle open (e.g. `120: -1` for 1h candles) -- Stoploss sells happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price -- Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` sell reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes + - exits are compared to high - but the ROI value is used (e.g. ROI = 2%, high=5% - so the exit will be at 2%) + - exits are never "below the candle", so a ROI of 2% may result in a exit at 2.4% if low was at 2.4% profit + - Forceexits caused by `=-1` ROI entries use low as exit value, unless N falls on the candle open (e.g. `120: -1` for 1h candles) +- Stoploss exits happen exactly at stoploss price, even if low was lower, but the loss will be `2 * fees` higher than the stoploss price +- Stoploss is evaluated before ROI within one candle. So you can often see more trades with the `stoploss` exit reason comparing to the results obtained with the same strategy in the Dry Run/Live Trade modes - Low happens before high for stoploss, protecting capital first - Trailing stoploss - Trailing Stoploss is only adjusted if it's below the candle's low (otherwise it would be triggered) - On trade entry candles that trigger trailing stoploss, the "minimum offset" (`stop_positive_offset`) is assumed (instead of high) - and the stop is calculated from this point - High happens first - adjusting stoploss - - Low uses the adjusted stoploss (so sells with large high-low difference are backtested correctly) + - Low uses the adjusted stoploss (so exits with large high-low difference are backtested correctly) - ROI applies before trailing-stop, ensuring profits are "top-capped" at ROI if both ROI and trailing stop applies -- Sell-reason does not explain if a trade was positive or negative, just what triggered the sell (this can look odd if negative ROI values are used) +- Exit-reason does not explain if a trade was positive or negative, just what triggered the exit (this can look odd if negative ROI values are used) - Evaluation sequence (if multiple signals happen on the same candle) - - Sell-signal + - Exit-signal - ROI (if not stoploss) - Stoploss diff --git a/docs/configuration.md b/docs/configuration.md index 9ed45fff3..49a59c070 100644 --- a/docs/configuration.md +++ b/docs/configuration.md @@ -92,7 +92,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `dry_run_wallet` | Define the starting amount in stake currency for the simulated wallet used by the bot running in Dry Run mode.
*Defaults to `1000`.*
**Datatype:** Float | `cancel_open_orders_on_exit` | Cancel open orders when the `/stop` RPC command is issued, `Ctrl+C` is pressed or the bot dies unexpectedly. When set to `true`, this allows you to use `/stop` to cancel unfilled and partially filled orders in the event of a market crash. It does not impact open positions.
*Defaults to `false`.*
**Datatype:** Boolean | `process_only_new_candles` | Enable processing of indicators only when new candles arrive. If false each loop populates the indicators, this will mean the same candle is processed many times creating system load but can be useful of your strategy depends on tick data not only candle. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean -| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to sell a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict +| `minimal_roi` | **Required.** Set the threshold as ratio the bot will use to exit a trade. [More information below](#understand-minimal_roi). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict | `stoploss` | **Required.** Value as ratio of the stoploss used by the bot. More details in the [stoploss documentation](stoploss.md). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Float (as ratio) | `trailing_stop` | Enables trailing stoploss (based on `stoploss` in either configuration or strategy file). More details in the [stoploss documentation](stoploss.md#trailing-stop-loss). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Boolean | `trailing_stop_positive` | Changes stoploss once profit has been reached. More details in the [stoploss documentation](stoploss.md#trailing-stop-loss-custom-positive-loss). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Float @@ -105,7 +105,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `unfilledtimeout.entry` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled entry order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Integer | `unfilledtimeout.exit` | **Required.** How long (in minutes or seconds) the bot will wait for an unfilled exit order to complete, after which the order will be cancelled and repeated at current (new) price, as long as there is a signal. [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Integer | `unfilledtimeout.unit` | Unit to use in unfilledtimeout setting. Note: If you set unfilledtimeout.unit to "seconds", "internals.process_throttle_secs" must be inferior or equal to timeout [Strategy Override](#parameters-in-the-strategy).
*Defaults to `minutes`.*
**Datatype:** String -| `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency sell is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0`.*
**Datatype:** Integer +| `unfilledtimeout.exit_timeout_count` | How many times can exit orders time out. Once this number of timeouts is reached, an emergency exit is triggered. 0 to disable and allow unlimited order cancels. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0`.*
**Datatype:** Integer | `entry_pricing.price_side` | Select the side of the spread the bot should look at to get the entry rate. [More information below](#buy-price-side).
*Defaults to `same`.*
**Datatype:** String (either `ask`, `bid`, `same` or `other`). | `entry_pricing.price_last_balance` | **Required.** Interpolate the bidding price. More information [below](#entry-price-without-orderbook-enabled). | `entry_pricing.use_order_book` | Enable entering using the rates in [Order Book Entry](#entry-price-with-orderbook-enabled).
*Defaults to `True`.*
**Datatype:** Boolean @@ -115,11 +115,11 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `exit_pricing.price_side` | Select the side of the spread the bot should look at to get the exit rate. [More information below](#exit-price-side).
*Defaults to `same`.*
**Datatype:** String (either `ask`, `bid`, `same` or `other`). | `exit_pricing.price_last_balance` | Interpolate the exiting price. More information [below](#exit-price-without-orderbook-enabled). | `exit_pricing.use_order_book` | Enable exiting of open trades using [Order Book Exit](#exit-price-with-orderbook-enabled).
*Defaults to `True`.*
**Datatype:** Boolean -| `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)
*Defaults to `1`.*
**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).
*Defaults to `true`.*
**Datatype:** Boolean -| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean -| `sell_profit_offset` | Sell-signal is only active above this value. Only active in combination with `sell_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**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).
*Defaults to `false`.*
**Datatype:** Boolean +| `exit_pricing.order_book_top` | Bot will use the top N rate in Order Book "price_side" to exit. 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)
*Defaults to `1`.*
**Datatype:** Positive Integer +| `use_exit_signal` | Use exit signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `true`.*
**Datatype:** Boolean +| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean +| `exit_profit_offset` | Exit-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `0.0`.*
**Datatype:** Float (as ratio) +| `ignore_roi_if_entry_signal` | Do not exit if the entry signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `false`.*
**Datatype:** Boolean | `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used.
**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).
**Datatype:** Dict | `order_time_in_force` | Configure time in force for entry and exit orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy).
**Datatype:** Dict @@ -150,10 +150,12 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `telegram.balance_dust_level` | Dust-level (in stake currency) - currencies with a balance below this will not be shown by `/balance`.
**Datatype:** float | `webhook.enabled` | Enable usage of Webhook notifications
**Datatype:** Boolean | `webhook.url` | URL for the webhook. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String -| `webhook.webhookbuy` | Payload to send on buy. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String -| `webhook.webhookbuycancel` | Payload to send on buy order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String -| `webhook.webhooksell` | Payload to send on sell. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String -| `webhook.webhooksellcancel` | Payload to send on sell order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String +| `webhook.webhookentry` | Payload to send on entry. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String +| `webhook.webhookentrycancel` | Payload to send on entry order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String +| `webhook.webhookentryfill` | Payload to send on entry order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String +| `webhook.webhookexit` | Payload to send on exit. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String +| `webhook.webhookexitcancel` | Payload to send on exit order cancel. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String +| `webhook.webhookexitfill` | Payload to send on exit order filled. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String | `webhook.webhookstatus` | Payload to send on status calls. Only required if `webhook.enabled` is `true`. See the [webhook documentation](webhook-config.md) for more details.
**Datatype:** String | `api_server.enabled` | Enable usage of API Server. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** Boolean | `api_server.listen_ip_address` | Bind IP address. See the [API Server documentation](rest-api.md) for more details.
**Datatype:** IPv4 @@ -164,7 +166,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi | `bot_name` | Name of the bot. Passed via API to a client - can be shown to distinguish / name bots.
*Defaults to `freqtrade`*
**Datatype:** String | `db_url` | Declares database URL to use. NOTE: This defaults to `sqlite:///tradesv3.dryrun.sqlite` if `dry_run` is `true`, and to `sqlite:///tradesv3.sqlite` for production instances.
**Datatype:** String, SQLAlchemy connect string | `initial_state` | Defines the initial application state. If set to stopped, then the bot has to be explicitly started via `/start` RPC command.
*Defaults to `stopped`.*
**Datatype:** Enum, either `stopped` or `running` -| `forcebuy_enable` | Enables the RPC Commands to force a buy. More information below.
**Datatype:** Boolean +| `force_entry_enable` | Enables the RPC Commands to force a Trade entry. More information below.
**Datatype:** Boolean | `disable_dataframe_checks` | Disable checking the OHLCV dataframe returned from the strategy methods for correctness. Only use when intentionally changing the dataframe and understand what you are doing. [Strategy Override](#parameters-in-the-strategy).
*Defaults to `False`*.
**Datatype:** Boolean | `strategy` | **Required** Defines Strategy class to use. Recommended to be set via `--strategy NAME`.
**Datatype:** ClassName | `strategy_path` | Adds an additional strategy lookup path (must be a directory).
**Datatype:** String @@ -196,10 +198,10 @@ Values set in the configuration file always overwrite values set in the strategy * `order_time_in_force` * `unfilledtimeout` * `disable_dataframe_checks` -* `use_sell_signal` -* `sell_profit_only` -* `sell_profit_offset` -* `ignore_roi_if_buy_signal` +- `use_exit_signal` +* `exit_profit_only` +- `exit_profit_offset` +- `ignore_roi_if_entry_signal` * `ignore_buying_expired_candle_after` * `position_adjustment_enable` * `max_entry_position_adjustment` @@ -328,10 +330,10 @@ See the example below: ```json "minimal_roi": { - "40": 0.0, # Sell after 40 minutes if the profit is not negative - "30": 0.01, # Sell after 30 minutes if there is at least 1% profit - "20": 0.02, # Sell after 20 minutes if there is at least 2% profit - "0": 0.04 # Sell immediately if there is at least 4% profit + "40": 0.0, # Exit after 40 minutes if the profit is not negative + "30": 0.01, # Exit after 30 minutes if there is at least 1% profit + "20": 0.02, # Exit after 20 minutes if there is at least 2% profit + "0": 0.04 # Exit immediately if there is at least 4% profit }, ``` @@ -340,14 +342,14 @@ This parameter can be set in either Strategy or Configuration file. If you use i `minimal_roi` value from the strategy file. If it is not set in either Strategy or Configuration, a default of 1000% `{"0": 10}` is used, and minimal ROI is disabled unless your trade generates 1000% profit. -!!! Note "Special case to forcesell after a specific time" - A special case presents using `"": -1` as ROI. This forces the bot to sell a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-sell. +!!! Note "Special case to forceexit after a specific time" + A special case presents using `"": -1` as ROI. This forces the bot to exit a trade after N Minutes, no matter if it's positive or negative, so represents a time-limited force-exit. -### Understand forcebuy_enable +### Understand force_entry_enable -The `forcebuy_enable` configuration parameter enables the usage of forcebuy commands via Telegram and REST API. +The `force_entry_enable` configuration parameter enables the usage of force-enter (`/forcelong`, `/forceshort`) commands via Telegram and REST API. For security reasons, it's disabled by default, and freqtrade will show a warning message on startup if enabled. -For example, you can send `/forcebuy ETH/BTC` to the bot, which will result in freqtrade buying the pair and holds it until a regular sell-signal (ROI, stoploss, /forcesell) appears. +For example, you can send `/forceenter ETH/BTC` to the bot, which will result in freqtrade buying the pair and holds it until a regular exit-signal (ROI, stoploss, /forceexit) appears. This can be dangerous with some strategies, so use with care. @@ -374,18 +376,17 @@ For example, if your strategy is using a 1h timeframe, and you only want to buy ### Understand order_types -The `order_types` configuration parameter maps actions (`entry`, `exit`, `stoploss`, `emergencyexit`, `forceexit`, `forceentry`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds. +The `order_types` configuration parameter maps actions (`entry`, `exit`, `stoploss`, `emergency_exit`, `force_exit`, `force_entry`) to order-types (`market`, `limit`, ...) as well as configures stoploss to be on the exchange and defines stoploss on exchange update interval in seconds. -This allows to buy using limit orders, sell using -limit-orders, and create stoplosses using market orders. It also allows to set the -stoploss "on exchange" which means stoploss order would be placed immediately once -the buy order is fulfilled. +This allows to enter using limit orders, exit using limit-orders, and create stoplosses using market orders. +It also allows to set the +stoploss "on exchange" which means stoploss order would be placed immediately once the buy order is fulfilled. `order_types` set in the configuration file overwrites values set in the strategy as a whole, so you need to configure the whole `order_types` dictionary in one place. If this is configured, the following 4 values (`entry`, `exit`, `stoploss` and `stoploss_on_exchange`) need to be present, otherwise, the bot will fail to start. -For information on (`emergencyexit`,`forceexit`, `forceentry`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md) +For information on (`emergency_exit`,`force_exit`, `force_entry`, `stoploss_on_exchange`,`stoploss_on_exchange_interval`,`stoploss_on_exchange_limit_ratio`) please see stop loss documentation [stop loss on exchange](stoploss.md) Syntax for Strategy: @@ -393,9 +394,9 @@ Syntax for Strategy: order_types = { "entry": "limit", "exit": "limit", - "emergencyexit": "market", - "forceentry": "market", - "forceexit": "market", + "emergency_exit": "market", + "force_entry": "market", + "force_exit": "market", "stoploss": "market", "stoploss_on_exchange": False, "stoploss_on_exchange_interval": 60, @@ -409,9 +410,9 @@ Configuration: "order_types": { "entry": "limit", "exit": "limit", - "emergencyexit": "market", - "forceentry": "market", - "forceexit": "market", + "emergency_exit": "market", + "force_entry": "market", + "force_exit": "market", "stoploss": "market", "stoploss_on_exchange": false, "stoploss_on_exchange_interval": 60 @@ -434,7 +435,7 @@ Configuration: If `stoploss_on_exchange` is enabled and the stoploss is cancelled manually on the exchange, then the bot will create a new stoploss order. !!! Warning "Warning: stoploss_on_exchange failures" - If stoploss on exchange creation fails for some reason, then an "emergency exit" is initiated. By default, this will sell the asset using a market order. The order-type for the emergency-sell can be changed by setting the `emergencyexit` value in the `order_types` dictionary - however, this is not advised. + If stoploss on exchange creation fails for some reason, then an "emergency exit" is initiated. By default, this will exit the trade using a market order. The order-type for the emergency-exit can be changed by setting the `emergency_exit` value in the `order_types` dictionary - however, this is not advised. ### Understand order_time_in_force diff --git a/docs/deprecated.md b/docs/deprecated.md index b50eab679..beceb12ab 100644 --- a/docs/deprecated.md +++ b/docs/deprecated.md @@ -38,7 +38,7 @@ The old section of configuration parameters (`"pairlist"`) has been deprecated i Since only quoteVolume can be compared between assets, the other options (bidVolume, askVolume) have been deprecated in 2020.4, and have been removed in 2020.9. -### Using order book steps for sell price +### Using order book steps for exit price Using `order_book_min` and `order_book_max` used to allow stepping the orderbook and trying to find the next ROI slot - trying to place sell-orders early. As this does however increase risk and provides no benefit, it's been removed for maintainability purposes in 2021.7. @@ -57,7 +57,20 @@ While we may drop support for the current interface sometime in the future, we w Please follow the [Strategy migration](strategy_migration.md) guide to migrate your strategy to the new format to start using the new functionalities. -### webhooks - `buy_tag` has been renamed to `enter_tag` +### webhooks - changes with 2022.4 + +#### `buy_tag` has been renamed to `enter_tag` This should apply only to your strategy and potentially to webhooks. We will keep a compatibility layer for 1-2 versions (so both `buy_tag` and `enter_tag` will still work), but support for this in webhooks will disappear after that. + +#### Naming changes + +Webhook terminology changed from "sell" to "exit", and from "buy" to "entry". + +* `webhookbuy` -> `webhookentry` +* `webhookbuyfill` -> `webhookentryfill` +* `webhookbuycancel` -> `webhookentrycancel` +* `webhooksell` -> `webhookexit` +* `webhooksellfill` -> `webhookexitfill` +* `webhooksellcancel` -> `webhookexitcancel` diff --git a/docs/developer.md b/docs/developer.md index ee4bac5c2..2a7955953 100644 --- a/docs/developer.md +++ b/docs/developer.md @@ -220,13 +220,13 @@ Protections can have 2 different ways to stop trading for a limited : ##### Protections - per pair Protections that implement the per pair approach must set `has_local_stop=True`. -The method `stop_per_pair()` will be called whenever a trade closed (sell order completed). +The method `stop_per_pair()` will be called whenever a trade closed (exit order completed). ##### Protections - global protection These Protections should do their evaluation across all pairs, and consequently will also lock all pairs from trading (called a global PairLock). Global protection must set `has_global_stop=True` to be evaluated for global stops. -The method `global_stop()` will be called whenever a trade closed (sell order completed). +The method `global_stop()` will be called whenever a trade closed (exit order completed). ##### Protections - calculating lock end time @@ -264,7 +264,7 @@ Additional tests / steps to complete: * Check if balance shows correctly (*) * Create market order (*) * Create limit order (*) -* Complete trade (buy + sell) (*) +* Complete trade (enter + exit) (*) * Compare result calculation between exchange and bot * Ensure fees are applied correctly (check the database against the exchange) diff --git a/docs/rest-api.md b/docs/rest-api.md index 25e7ee205..1ec9b6c12 100644 --- a/docs/rest-api.md +++ b/docs/rest-api.md @@ -147,8 +147,8 @@ python3 scripts/rest_client.py --config rest_config.json [optional par | `profit` | Display a summary of your profit/loss from close trades and some stats about your performance. | `forceexit ` | Instantly exits the given trade (Ignoring `minimum_roi`). | `forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`). -| `forceenter [rate]` | Instantly enters the given pair. Rate is optional. (`forcebuy_enable` must be set to True) -| `forceenter [rate]` | Instantly longs or shorts the given pair. Rate is optional. (`forcebuy_enable` must be set to True) +| `forceenter [rate]` | Instantly enters the given pair. Rate is optional. (`force_entry_enable` must be set to True) +| `forceenter [rate]` | Instantly longs or shorts the given pair. Rate is optional. (`force_entry_enable` must be set to True) | `performance` | Show performance of each finished trade grouped by pair. | `balance` | Show account balance per currency. | `daily ` | Shows profit or loss per day, over the last n days (n defaults to 7). @@ -223,8 +223,8 @@ forceenter :param side: 'long' or 'short' :param price: Optional - price to buy -forcesell - Force-sell a trade. +forceexit + Force-exit a trade. :param tradeid: Id of the trade (can be received via status command) diff --git a/docs/sql_cheatsheet.md b/docs/sql_cheatsheet.md index 0e2abc239..49372b002 100644 --- a/docs/sql_cheatsheet.md +++ b/docs/sql_cheatsheet.md @@ -52,11 +52,11 @@ SELECT * FROM trades; ## Fix trade still open after a manual exit on the exchange !!! Warning - Manually selling a pair on the exchange will not be detected by the bot and it will try to sell anyway. Whenever possible, forceexit should be used to accomplish the same thing. + Manually selling a pair on the exchange will not be detected by the bot and it will try to sell anyway. Whenever possible, /forceexit should be used to accomplish the same thing. It is strongly advised to backup your database file before making any manual changes. !!! Note - This should not be necessary after /forceexit, as forceexit orders are closed automatically by the bot on the next iteration. + This should not be necessary after /forceexit, as force_exit orders are closed automatically by the bot on the next iteration. ```sql UPDATE trades @@ -65,7 +65,7 @@ SET is_open=0, close_rate=, close_profit = close_rate / open_rate - 1, close_profit_abs = (amount * * (1 - fee_close) - (amount * (open_rate * (1 - fee_open)))), - sell_reason= + exit_reason= WHERE id=; ``` @@ -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_exit' WHERE id=31; ``` diff --git a/docs/stoploss.md b/docs/stoploss.md index 2d95813ac..573fdbd6c 100644 --- a/docs/stoploss.md +++ b/docs/stoploss.md @@ -17,7 +17,7 @@ Those stoploss modes can be *on exchange* or *off exchange*. These modes can be configured with these values: ``` python - 'emergencyexit': 'market', + 'emergency_exit': 'market', 'stoploss_on_exchange': False 'stoploss_on_exchange_interval': 60, 'stoploss_on_exchange_limit_ratio': 0.99 @@ -52,17 +52,17 @@ The bot cannot do these every 5 seconds (at each iteration), otherwise it would So this parameter will tell the bot how often it should update the stoploss order. The default value is 60 (1 minute). This same logic will reapply a stoploss order on the exchange should you cancel it accidentally. -### forceexit +### force_exit -`forceexit` is an optional value, which defaults to the same value as `exit` and is used when sending a `/forceexit` command from Telegram or from the Rest API. +`force_exit` is an optional value, which defaults to the same value as `exit` and is used when sending a `/forceexit` command from Telegram or from the Rest API. -### forceentry +### force_entry -`forceentry` is an optional value, which defaults to the same value as `entry` and is used when sending a `/forceentry` command from Telegram or from the Rest API. +`force_entry` is an optional value, which defaults to the same value as `entry` and is used when sending a `/forceentry` command from Telegram or from the Rest API. -### emergencyexit +### emergency_exit -`emergencyexit` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails. +`emergency_exit` is an optional value, which defaults to `market` and is used when creating stop loss on exchange orders fails. The below is the default which is used if not changed in strategy or configuration file. Example from strategy file: @@ -71,7 +71,7 @@ Example from strategy file: order_types = { "entry": "limit", "exit": "limit", - "emergencyexit": "market", + "emergency_exit": "market", "stoploss": "market", "stoploss_on_exchange": True, "stoploss_on_exchange_interval": 60, diff --git a/docs/strategy-callbacks.md b/docs/strategy-callbacks.md index dfd29d544..678899cc6 100644 --- a/docs/strategy-callbacks.md +++ b/docs/strategy-callbacks.md @@ -84,16 +84,16 @@ Freqtrade will fall back to the `proposed_stake` value should your code raise an Called for open trade every throttling iteration (roughly every 5 seconds) until a trade is closed. -Allows to define custom sell signals, indicating that specified position should be sold. This is very useful when we need to customize sell conditions for each individual trade, or if you need trade data to make an exit decision. +Allows to define custom exit signals, indicating that specified position should be sold. This is very useful when we need to customize exit conditions for each individual trade, or if you need trade data to make an exit decision. 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 `sell_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 exit signal on a candle at specified time. This method is not called when exit signal is set already, or if exit signals are disabled (`use_exit_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: +An example of how we can use different indicators depending on the current profit and also exit trades that were open longer than one day: ``` python class AwesomeStrategy(IStrategy): @@ -365,7 +365,7 @@ class AwesomeStrategy(IStrategy): # ... populate_* methods def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, - entry_tag: Optional[str], **kwargs) -> float: + entry_tag: Optional[str], side: str, **kwargs) -> float: dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe) @@ -393,7 +393,7 @@ class AwesomeStrategy(IStrategy): !!! Warning "Backtesting" Custom prices are supported in backtesting (starting with 2021.12), and orders will fill if the price falls within the candle's low/high range. Orders that don't fill immediately are subject to regular timeout handling, which happens once per (detail) candle. - `custom_exit_price()` is only called for sells of type Sell_signal and Custom sell. All other sell-types will use regular backtesting prices. + `custom_exit_price()` is only called for sells of type exit_signal and Custom exit. All other exit-types will use regular backtesting prices. ## Custom order timeout rules @@ -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'] + 'exit_signal', 'force_exit', 'emergency_exit'] :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) @@ -665,7 +665,7 @@ class DigDeeperStrategy(IStrategy): if last_candle['close'] < previous_candle['close']: return None - filled_entries = trade.select_filled_orders(trade.enter_side) + filled_entries = trade.select_filled_orders(trade.entry_side) count_of_entries = trade.nr_of_successful_entries # Allow up to 3 additional increasingly larger buys (4 in total) # Initial buy is 1x diff --git a/docs/strategy-customization.md b/docs/strategy-customization.md index d413c60ef..6947380dd 100644 --- a/docs/strategy-customization.md +++ b/docs/strategy-customization.md @@ -99,7 +99,7 @@ With this section, you have a new column in your dataframe, which has `1` assign ### Customize Indicators -Buy and sell strategies need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file. +Buy and sell signals need indicators. You can add more indicators by extending the list contained in the method `populate_indicators()` from your strategy file. You should only add the indicators used in either `populate_entry_trend()`, `populate_exit_trend()`, or to populate another indicator, otherwise performance may suffer. @@ -263,8 +263,8 @@ def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFram ### Exit signal rules -Edit the method `populate_exit_trend()` into your strategy file to update your sell strategy. -Please note that the sell-signal is only used if `use_sell_signal` is set to true in the configuration. +Edit the method `populate_exit_trend()` into your strategy file to update your exit strategy. +Please note that the exit-signal is only used if `use_exit_signal` is set to true in the configuration. It's important to always return the dataframe without removing/modifying the columns `"open", "high", "low", "close", "volume"`, otherwise these fields would contain something unexpected. @@ -275,7 +275,7 @@ Sample from `user_data/strategies/sample_strategy.py`: ```python def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Based on TA indicators, populates the sell signal for the given dataframe + Based on TA indicators, populates the exit signal for the given dataframe :param dataframe: DataFrame populated with indicators :param metadata: Additional information, like the currently traded pair :return: DataFrame with buy column @@ -319,7 +319,7 @@ def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame ### Minimal ROI -This dict defines the minimal Return On Investment (ROI) a trade should reach before selling, independent from the sell signal. +This dict defines the minimal Return On Investment (ROI) a trade should reach before exiting, independent from the exit signal. It is of the following format, with the dict key (left side of the colon) being the minutes passed since the trade opened, and the value (right side of the colon) being the percentage. @@ -334,10 +334,10 @@ minimal_roi = { The above configuration would therefore mean: -- Sell whenever 4% profit was reached -- Sell when 2% profit was reached (in effect after 20 minutes) -- Sell when 1% profit was reached (in effect after 30 minutes) -- Sell when trade is non-loosing (in effect after 40 minutes) +- Exit whenever 4% profit was reached +- Exit when 2% profit was reached (in effect after 20 minutes) +- Exit when 1% profit was reached (in effect after 30 minutes) +- Exit when trade is non-loosing (in effect after 40 minutes) The calculation does include fees. @@ -349,7 +349,7 @@ minimal_roi = { } ``` -While technically not completely disabled, this would sell once the trade reaches 10000% Profit. +While technically not completely disabled, this would exit once the trade reaches 10000% Profit. To use times based on candle duration (timeframe), the following snippet can be handy. This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...) @@ -385,7 +385,7 @@ For the full documentation on stoploss features, look at the dedicated [stoploss This is the set of candles the bot should download and use for the analysis. Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work. -Please note that the same buy/sell signals may work well with one timeframe, but not with the others. +Please note that the same entry/exit signals may work well with one timeframe, but not with the others. This setting is accessible within the strategy methods as the `self.timeframe` attribute. @@ -898,7 +898,7 @@ 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`. @@ -1088,7 +1088,7 @@ The following lists some common patterns which should be avoided to prevent frus ### Colliding signals -When conflicting signals collide (e.g. both `'enter_long'` and `'exit_long'` are 1), freqtrade will do nothing and ignore the entry signal. This will avoid trades that buy, and sell immediately. Obviously, this can potentially lead to missed entries. +When conflicting signals collide (e.g. both `'enter_long'` and `'exit_long'` are 1), freqtrade will do nothing and ignore the entry signal. This will avoid trades that enter, and exit immediately. Obviously, this can potentially lead to missed entries. The following rules apply, and entry signals will be ignored if more than one of the 3 signals is set: diff --git a/docs/strategy_analysis_example.md b/docs/strategy_analysis_example.md index f2ee9c4e4..2fa84a6df 100644 --- a/docs/strategy_analysis_example.md +++ b/docs/strategy_analysis_example.md @@ -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 diff --git a/docs/strategy_migration.md b/docs/strategy_migration.md index 1ceb98fa5..eb1729ba7 100644 --- a/docs/strategy_migration.md +++ b/docs/strategy_migration.md @@ -9,6 +9,8 @@ You can use the quick summary as checklist. Please refer to the detailed section ## Quick summary / migration checklist +Note : `force_exit`, `force_enter`, `emergency_exit` are changed to `force_exit`, `force_enter`, `emergency_exit` respectively. + * Strategy methods: * [`populate_buy_trend()` -> `populate_entry_trend()`](#populate_buy_trend) * [`populate_sell_trend()` -> `populate_exit_trend()`](#populate_sell_trend) @@ -18,13 +20,19 @@ You can use the quick summary as checklist. Please refer to the detailed section * New `side` argument to callbacks without trade object * [`custom_stake_amount`](#custom-stake-amount) * [`confirm_trade_entry`](#confirm_trade_entry) + * [`custom_entry_price`](#custom_entry_price) * [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit) * Dataframe columns: * [`buy` -> `enter_long`](#populate_buy_trend) * [`sell` -> `exit_long`](#populate_sell_trend) * [`buy_tag` -> `enter_tag` (used for both long and short trades)](#populate_buy_trend) * [New column `enter_short` and corresponding new column `exit_short`](#populate_sell_trend) -* trade-object now has the following new properties: `is_short`, `enter_side`, `exit_side` and `trade_direction`. +* trade-object now has the following new properties: + * `is_short` + * `entry_side` + * `exit_side` + * `trade_direction` + * renamed: `sell_reason` -> `exit_reason` * [Renamed `trade.nr_of_successful_buys` to `trade.nr_of_successful_entries` (mostly relevant for `adjust_trade_position()`)](#adjust-trade-position-changes) * Introduced new [`leverage` callback](strategy-callbacks.md#leverage-callback). * Informative pairs can now pass a 3rd element in the Tuple, defining the candle type. @@ -35,6 +43,32 @@ You can use the quick summary as checklist. Please refer to the detailed section * `order_time_in_force` buy -> entry, sell -> exit. * `order_types` buy -> entry, sell -> exit. * `unfilledtimeout` buy -> entry, sell -> exit. +* Terminology changes + * Sell reasons changed to reflect the new naming of "exit" instead of sells. Be careful in your strategy if you're using `exit_reason` checks and eventually update your strategy. + * `sell_signal` -> `exit_signal` + * `custom_sell` -> `custom_exit` + * `force_sell` -> `force_exit` + * `emergency_sell` -> `emergency_exit` + * Webhook terminology changed from "sell" to "exit", and from "buy" to entry + * `webhookbuy` -> `webhookentry` + * `webhookbuyfill` -> `webhookentryfill` + * `webhookbuycancel` -> `webhookentrycancel` + * `webhooksell` -> `webhookexit` + * `webhooksellfill` -> `webhookexitfill` + * `webhooksellcancel` -> `webhookexitcancel` + * Telegram notification settings + * `buy` -> `entry` + * `buy_fill` -> `entry_fill` + * `buy_cancel` -> `entry_cancel` + * `sell` -> `exit` + * `sell_fill` -> `exit_fill` + * `sell_cancel` -> `exit_cancel` + * Strategy/config settings: + * `use_sell_signal` -> `use_exit_signal` + * `sell_profit_only` -> `exit_profit_only` + * `sell_profit_offset` -> `exit_profit_offset` + * `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal` + * `forcebuy_enable` -> `force_entry_enable` ## Extensive explanation @@ -222,6 +256,26 @@ class AwesomeStrategy(IStrategy): return True ``` +### `custom_entry_price` + +New string argument `side` - which can be either `"long"` or `"short"`. + +``` python hl_lines="3" +class AwesomeStrategy(IStrategy): + def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, + entry_tag: Optional[str], **kwargs) -> float: + return proposed_rate +``` + +After: + +``` python hl_lines="3" +class AwesomeStrategy(IStrategy): + def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, + entry_tag: Optional[str], side: str, **kwargs) -> float: + return proposed_rate +``` + ### Adjust trade position changes While adjust-trade-position itself did not change, you should no longer use `trade.nr_of_successful_buys` - and instead use `trade.nr_of_successful_entries`, which will also include short entries. @@ -283,6 +337,7 @@ After: #### `order_types` `order_types` have changed all wordings from `buy` to `entry` - and `sell` to `exit`. +And two words are joined with `_`. ``` python hl_lines="2-6" order_types = { @@ -303,15 +358,40 @@ After: order_types = { "entry": "limit", "exit": "limit", - "emergencyexit": "market", - "forceexit": "market", - "forceentry": "market", + "emergency_exit": "market", + "force_exit": "market", + "force_entry": "market", "stoploss": "market", "stoploss_on_exchange": false, "stoploss_on_exchange_interval": 60 } ``` +#### Strategy level settings + +* `use_sell_signal` -> `use_exit_signal` +* `sell_profit_only` -> `exit_profit_only` +* `sell_profit_offset` -> `exit_profit_offset` +* `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal` + +``` python hl_lines="2-5" + # These values can be overridden in the config. + use_sell_signal = True + sell_profit_only = True + sell_profit_offset: 0.01 + ignore_roi_if_buy_signal = False +``` + +After: + +``` python hl_lines="2-5" + # These values can be overridden in the config. + use_exit_signal = True + exit_profit_only = True + exit_profit_offset: 0.01 + ignore_roi_if_entry_signal = False +``` + #### `unfilledtimeout` `unfilledtimeout` have changed all wordings from `buy` to `entry` - and `sell` to `exit`. diff --git a/docs/telegram-usage.md b/docs/telegram-usage.md index 3de3c8846..a5709059a 100644 --- a/docs/telegram-usage.md +++ b/docs/telegram-usage.md @@ -81,21 +81,21 @@ Example configuration showing the different settings: "status": "silent", "warning": "on", "startup": "off", - "buy": "silent", - "sell": { + "entry": "silent", + "exit": { "roi": "silent", - "emergency_sell": "on", - "force_sell": "on", - "sell_signal": "silent", + "emergency_exit": "on", + "force_exit": "on", + "exit_signal": "silent", "trailing_stop_loss": "on", "stop_loss": "on", "stoploss_on_exchange": "on", - "custom_sell": "silent" + "custom_exit": "silent" }, - "buy_cancel": "silent", - "sell_cancel": "on", - "buy_fill": "off", - "sell_fill": "off", + "entry_cancel": "silent", + "exit_cancel": "on", + "entry_fill": "off", + "exit_fill": "off", "protection_trigger": "off", "protection_trigger_global": "on" }, @@ -104,8 +104,8 @@ Example configuration showing the different settings: }, ``` -`buy` notifications are sent when the order is placed, while `buy_fill` notifications are sent when the order is filled on the exchange. -`sell` notifications are sent when the order is placed, while `sell_fill` notifications are sent when the order is filled on the exchange. +`entry` notifications are sent when the order is placed, while `entry_fill` notifications are sent when the order is filled on the exchange. +`exit` notifications are sent when the order is placed, while `exit_fill` notifications are sent when the order is filled on the exchange. `*_fill` notifications are off by default and must be explicitly enabled. `protection_trigger` notifications are sent when a protection triggers and `protection_trigger_global` notifications trigger when global protections are triggered. @@ -173,14 +173,17 @@ official commands. You can ask at any moment for help with `/help`. | `/profit []` | Display a summary of your profit/loss from close trades and some stats about your performance, over the last n days (all trades by default) | `/forceexit ` | Instantly exits the given trade (Ignoring `minimum_roi`). | `/forceexit all` | Instantly exits all open trades (Ignoring `minimum_roi`). -| `/forcelong [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`forcebuy_enable` must be set to True) -| `/forceshort [rate]` | Instantly shorts the given pair. Rate is optional and only applies to limit orders. This will only work on non-spot markets. (`forcebuy_enable` must be set to True) +| `/fx` | alias for `/forceexit` +| `/forcelong [rate]` | Instantly buys the given pair. Rate is optional and only applies to limit orders. (`force_entry_enable` must be set to True) +| `/forceshort [rate]` | Instantly shorts the given pair. Rate is optional and only applies to limit orders. This will only work on non-spot markets. (`force_entry_enable` must be set to True) | `/performance` | Show performance of each finished trade grouped by pair | `/balance` | Show account balance per currency | `/daily ` | Shows profit or loss per day, over the last n days (n defaults to 7) | `/weekly ` | Shows profit or loss per week, over the last n weeks (n defaults to 8) | `/monthly ` | Shows profit or loss per month, over the last n months (n defaults to 6) -| `/stats` | Shows Wins / losses by Sell reason as well as Avg. holding durations for buys and sells +| `/stats` | Shows Wins / losses by Exit reason as well as Avg. holding durations for buys and sells +| `/exits` | Shows Wins / losses by Exit reason as well as Avg. holding durations for buys and sells +| `/entries` | Shows Wins / losses by Exit reason as well as Avg. holding durations for buys and sells | `/whitelist` | Show the current whitelist | `/blacklist [pair]` | Show the current blacklist, or adds a pair to the blacklist. | `/edge` | Show validated pairs by Edge if it is enabled. @@ -283,13 +286,13 @@ Starting capital is either taken from the `available_capital` setting, or calcul > **BINANCE:** Long ETH/BTC with limit `0.03400000` (`1.000000 ETH`, `225.290 USD`) Omitting the pair will open a query asking for the pair to trade (based on the current whitelist). -Trades crated through `/forceentry` will have the buy-tag of `forceentry`. +Trades created through `/forcelong` will have the buy-tag of `force_entry`. ![Telegram force-buy screenshot](assets/telegram_forcebuy.png) -Note that for this to work, `forcebuy_enable` needs to be set to true. +Note that for this to work, `force_entry_enable` needs to be set to true. -[More details](configuration.md#understand-forcebuy_enable) +[More details](configuration.md#understand-force_entry_enable) ### /performance diff --git a/docs/webhook-config.md b/docs/webhook-config.md index 1266618f6..5f5933b47 100644 --- a/docs/webhook-config.md +++ b/docs/webhook-config.md @@ -10,33 +10,33 @@ Sample configuration (tested using IFTTT). "webhook": { "enabled": true, "url": "https://maker.ifttt.com/trigger//with/key//", - "webhookbuy": { + "webhookentry": { "value1": "Buying {pair}", "value2": "limit {limit:8f}", "value3": "{stake_amount:8f} {stake_currency}" }, - "webhookbuycancel": { + "webhookentrycancel": { "value1": "Cancelling Open Buy Order for {pair}", "value2": "limit {limit:8f}", "value3": "{stake_amount:8f} {stake_currency}" }, - "webhookbuyfill": { + "webhookentryfill": { "value1": "Buy Order for {pair} filled", "value2": "at {open_rate:8f}", "value3": "" }, - "webhooksell": { - "value1": "Selling {pair}", + "webhookexit": { + "value1": "Exiting {pair}", "value2": "limit {limit:8f}", "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})" }, - "webhooksellcancel": { - "value1": "Cancelling Open Sell Order for {pair}", + "webhookexitcancel": { + "value1": "Cancelling Open Exit Order for {pair}", "value2": "limit {limit:8f}", "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})" }, - "webhooksellfill": { - "value1": "Sell Order for {pair} filled", + "webhookexitfill": { + "value1": "Exit Order for {pair} filled", "value2": "at {close_rate:8f}.", "value3": "" }, @@ -96,9 +96,9 @@ Optional parameters are available to enable automatic retries for webhook messag Different payloads can be configured for different events. Not all fields are necessary, but you should configure at least one of the dicts, otherwise the webhook will never be called. -### Webhookbuy +### Webhookentry -The fields in `webhook.webhookbuy` are filled when the bot executes a long/short. Parameters are filled using string.format. +The fields in `webhook.webhookentry` are filled when the bot executes a long/short. Parameters are filled using string.format. Possible parameters are: * `trade_id` @@ -118,9 +118,9 @@ Possible parameters are: * `current_rate` * `enter_tag` -### Webhookbuycancel +### Webhookentrycancel -The fields in `webhook.webhookbuycancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format. +The fields in `webhook.webhookentrycancel` are filled when the bot cancels a long/short order. Parameters are filled using string.format. Possible parameters are: * `trade_id` @@ -139,9 +139,9 @@ Possible parameters are: * `current_rate` * `enter_tag` -### Webhookbuyfill +### Webhookentryfill -The fields in `webhook.webhookbuyfill` are filled when the bot filled a long/short order. Parameters are filled using string.format. +The fields in `webhook.webhookentryfill` are filled when the bot filled a long/short order. Parameters are filled using string.format. Possible parameters are: * `trade_id` @@ -160,8 +160,9 @@ Possible parameters are: * `current_rate` * `enter_tag` -### Webhooksell -The fields in `webhook.webhooksell` are filled when the bot sells a trade. Parameters are filled using string.format. +### Webhookexit + +The fields in `webhook.webhookexit` are filled when the bot exits a trade. Parameters are filled using string.format. Possible parameters are: * `trade_id` @@ -178,14 +179,14 @@ Possible parameters are: * `stake_currency` * `base_currency` * `fiat_currency` -* `sell_reason` +* `exit_reason` * `order_type` * `open_date` * `close_date` -### Webhooksellfill +### Webhookexitfill -The fields in `webhook.webhooksellfill` are filled when the bot fills a sell order (closes a Trae). Parameters are filled using string.format. +The fields in `webhook.webhookexitfill` are filled when the bot fills a exit order (closes a Trade). Parameters are filled using string.format. Possible parameters are: * `trade_id` @@ -203,14 +204,14 @@ Possible parameters are: * `stake_currency` * `base_currency` * `fiat_currency` -* `sell_reason` +* `exit_reason` * `order_type` * `open_date` * `close_date` -### Webhooksellcancel +### Webhookexitcancel -The fields in `webhook.webhooksellcancel` are filled when the bot cancels a sell order. Parameters are filled using string.format. +The fields in `webhook.webhookexitcancel` are filled when the bot cancels a exit order. Parameters are filled using string.format. Possible parameters are: * `trade_id` @@ -228,7 +229,7 @@ Possible parameters are: * `stake_currency` * `base_currency` * `fiat_currency` -* `sell_reason` +* `exit_reason` * `order_type` * `open_date` * `close_date` diff --git a/freqtrade/commands/build_config_commands.py b/freqtrade/commands/build_config_commands.py index b401f52c7..be881c8ed 100644 --- a/freqtrade/commands/build_config_commands.py +++ b/freqtrade/commands/build_config_commands.py @@ -202,6 +202,8 @@ def ask_user_config() -> Dict[str, Any]: if not answers: # Interrupted questionary sessions return an empty dict. raise OperationalException("User interrupted interactive questions.") + # Ensure default is set for non-futures exchanges + answers['trading_mode'] = answers.get('trading_mode', "spot") answers['margin_mode'] = ( 'isolated' if answers.get('trading_mode') == 'futures' diff --git a/freqtrade/configuration/config_validation.py b/freqtrade/configuration/config_validation.py index 09e7b3335..6e4a4b0ef 100644 --- a/freqtrade/configuration/config_validation.py +++ b/freqtrade/configuration/config_validation.py @@ -94,8 +94,8 @@ def _validate_unlimited_amount(conf: Dict[str, Any]) -> None: :raise: OperationalException if config validation failed """ if (not conf.get('edge', {}).get('enabled') - and conf.get('max_open_trades') == float('inf') - and conf.get('stake_amount') == constants.UNLIMITED_STAKE_AMOUNT): + and conf.get('max_open_trades') == float('inf') + and conf.get('stake_amount') == constants.UNLIMITED_STAKE_AMOUNT): raise OperationalException("`max_open_trades` and `stake_amount` cannot both be unlimited.") @@ -154,9 +154,9 @@ def _validate_edge(conf: Dict[str, Any]) -> None: if not conf.get('edge', {}).get('enabled'): return - if not conf.get('use_sell_signal', True): + if not conf.get('use_exit_signal', True): raise OperationalException( - "Edge requires `use_sell_signal` to be True, otherwise no sells will happen." + "Edge requires `use_exit_signal` to be True, otherwise no sells will happen." ) @@ -219,6 +219,7 @@ def validate_migrated_strategy_settings(conf: Dict[str, Any]) -> None: _validate_order_types(conf) _validate_unfilledtimeout(conf) _validate_pricing_rules(conf) + _strategy_settings(conf) def _validate_time_in_force(conf: Dict[str, Any]) -> None: @@ -243,7 +244,9 @@ def _validate_time_in_force(conf: Dict[str, Any]) -> None: def _validate_order_types(conf: Dict[str, Any]) -> None: order_types = conf.get('order_types', {}) - if any(x in order_types for x in ['buy', 'sell', 'emergencysell', 'forcebuy', 'forcesell']): + old_order_types = ['buy', 'sell', 'emergencysell', 'forcebuy', + 'forcesell', 'emergencyexit', 'forceexit', 'forceentry'] + if any(x in order_types for x in old_order_types): if conf.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT: raise OperationalException( "Please migrate your order_types settings to use the new wording.") @@ -255,9 +258,12 @@ def _validate_order_types(conf: Dict[str, Any]) -> None: for o, n in [ ('buy', 'entry'), ('sell', 'exit'), - ('emergencysell', 'emergencyexit'), - ('forcesell', 'forceexit'), - ('forcebuy', 'forceentry'), + ('emergencysell', 'emergency_exit'), + ('forcesell', 'force_exit'), + ('forcebuy', 'force_entry'), + ('emergencyexit', 'emergency_exit'), + ('forceexit', 'force_exit'), + ('forceentry', 'force_entry'), ]: process_deprecated_setting(conf, 'order_types', o, 'order_types', n) @@ -312,3 +318,12 @@ def _validate_pricing_rules(conf: Dict[str, Any]) -> None: else: process_deprecated_setting(conf, 'ask_strategy', obj, 'exit_pricing', obj) del conf['ask_strategy'] + + +def _strategy_settings(conf: Dict[str, Any]) -> None: + + process_deprecated_setting(conf, None, 'use_sell_signal', None, 'use_exit_signal') + process_deprecated_setting(conf, None, 'sell_profit_only', None, 'exit_profit_only') + process_deprecated_setting(conf, None, 'sell_profit_offset', None, 'exit_profit_offset') + process_deprecated_setting(conf, None, 'ignore_roi_if_buy_signal', + None, 'ignore_roi_if_entry_signal') diff --git a/freqtrade/configuration/configuration.py b/freqtrade/configuration/configuration.py index aa8f51a1d..331901920 100644 --- a/freqtrade/configuration/configuration.py +++ b/freqtrade/configuration/configuration.py @@ -12,7 +12,7 @@ from freqtrade.configuration.check_exchange import check_exchange from freqtrade.configuration.deprecated_settings import process_temporary_deprecated_settings from freqtrade.configuration.directory_operations import create_datadir, create_userdata_dir from freqtrade.configuration.environment_vars import enironment_vars_to_dict -from freqtrade.configuration.load_config import load_config_file, load_file +from freqtrade.configuration.load_config import load_file, load_from_files from freqtrade.enums import NON_UTIL_MODES, TRADING_MODES, CandleType, RunMode, TradingMode from freqtrade.exceptions import OperationalException from freqtrade.loggers import setup_logging @@ -55,45 +55,28 @@ class Configuration: :param files: List of file paths :return: configuration dictionary """ + # Keep this method as staticmethod, so it can be used from interactive environments c = Configuration({'config': files}, RunMode.OTHER) return c.get_config() - def load_from_files(self, files: List[str]) -> Dict[str, Any]: - - # Keep this method as staticmethod, so it can be used from interactive environments - config: Dict[str, Any] = {} - - if not files: - return deepcopy(constants.MINIMAL_CONFIG) - - # We expect here a list of config filenames - for path in files: - logger.info(f'Using config: {path} ...') - - # Merge config options, overwriting old values - config = deep_merge_dicts(load_config_file(path), config) - - # Load environment variables - env_data = enironment_vars_to_dict() - config = deep_merge_dicts(env_data, config) - - config['config_files'] = files - # Normalize config - if 'internals' not in config: - config['internals'] = {} - - if 'pairlists' not in config: - config['pairlists'] = [] - - return config - def load_config(self) -> Dict[str, Any]: """ Extract information for sys.argv and load the bot configuration :return: Configuration dictionary """ # Load all configs - config: Dict[str, Any] = self.load_from_files(self.args.get("config", [])) + config: Dict[str, Any] = load_from_files(self.args.get("config", [])) + + # Load environment variables + env_data = enironment_vars_to_dict() + config = deep_merge_dicts(env_data, config) + + # Normalize config + if 'internals' not in config: + config['internals'] = {} + + if 'pairlists' not in config: + config['pairlists'] = [] # Keep a copy of the original configuration file config['original_config'] = deepcopy(config) @@ -164,8 +147,8 @@ class Configuration: config.update({'db_url': self.args['db_url']}) logger.info('Parameter --db-url detected ...') - if config.get('forcebuy_enable', False): - logger.warning('`forcebuy` RPC message enabled.') + if config.get('force_entry_enable', False): + logger.warning('`force_entry_enable` RPC message enabled.') # Support for sd_notify if 'sd_notify' in self.args and self.args['sd_notify']: @@ -433,8 +416,9 @@ class Configuration: logstring='Detected --new-pairs-days: {}') self._args_to_config(config, argname='trading_mode', logstring='Detected --trading-mode: {}') - config['candle_type_def'] = CandleType.get_default(config.get('trading_mode', 'spot')) - config['trading_mode'] = TradingMode(config.get('trading_mode', 'spot')) + config['candle_type_def'] = CandleType.get_default( + config.get('trading_mode', 'spot') or 'spot') + config['trading_mode'] = TradingMode(config.get('trading_mode', 'spot') or 'spot') self._args_to_config(config, argname='candle_types', logstring='Detected --candle-types: {}') diff --git a/freqtrade/configuration/deprecated_settings.py b/freqtrade/configuration/deprecated_settings.py index aa65e713a..70d29e2bd 100644 --- a/freqtrade/configuration/deprecated_settings.py +++ b/freqtrade/configuration/deprecated_settings.py @@ -12,14 +12,15 @@ logger = logging.getLogger(__name__) def check_conflicting_settings(config: Dict[str, Any], - section_old: str, name_old: str, + section_old: Optional[str], name_old: str, section_new: Optional[str], name_new: str) -> None: section_new_config = config.get(section_new, {}) if section_new else config - section_old_config = config.get(section_old, {}) + section_old_config = config.get(section_old, {}) if section_old else config if name_new in section_new_config and name_old in section_old_config: new_name = f"{section_new}.{name_new}" if section_new else f"{name_new}" + old_name = f"{section_old}.{name_old}" if section_old else f"{name_old}" raise OperationalException( - f"Conflicting settings `{new_name}` and `{section_old}.{name_old}` " + f"Conflicting settings `{new_name}` and `{old_name}` " "(DEPRECATED) detected in the configuration file. " "This deprecated setting will be removed in the next versions of Freqtrade. " f"Please delete it from your configuration and use the `{new_name}` " @@ -47,17 +48,18 @@ def process_removed_setting(config: Dict[str, Any], def process_deprecated_setting(config: Dict[str, Any], - section_old: str, name_old: str, + section_old: Optional[str], name_old: str, section_new: Optional[str], name_new: str ) -> None: check_conflicting_settings(config, section_old, name_old, section_new, name_new) - section_old_config = config.get(section_old, {}) + section_old_config = config.get(section_old, {}) if section_old else config if name_old in section_old_config: + section_1 = f"{section_old}.{name_old}" if section_old else f"{name_old}" section_2 = f"{section_new}.{name_new}" if section_new else f"{name_new}" logger.warning( "DEPRECATED: " - f"The `{section_old}.{name_old}` setting is deprecated and " + f"The `{section_1}` setting is deprecated and " "will be removed in the next versions of Freqtrade. " f"Please use the `{section_2}` setting in your configuration instead." ) @@ -72,25 +74,51 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None: # Kept for future deprecated / moved settings # check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal', # 'experimental', 'use_sell_signal') - process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal', - None, 'use_sell_signal') - process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only', - None, 'sell_profit_only') - process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset', - None, 'sell_profit_offset') - process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', - None, 'ignore_roi_if_buy_signal') + process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after', None, 'ignore_buying_expired_candle_after') - # Legacy way - having them in experimental ... - process_removed_setting(config, 'experimental', 'use_sell_signal', - None, 'use_sell_signal') - process_removed_setting(config, 'experimental', 'sell_profit_only', - None, 'sell_profit_only') - process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal', - None, 'ignore_roi_if_buy_signal') + process_deprecated_setting(config, None, 'forcebuy_enable', None, 'force_entry_enable') + # New settings + if config.get('telegram'): + process_deprecated_setting(config['telegram'], 'notification_settings', 'sell', + 'notification_settings', 'exit') + process_deprecated_setting(config['telegram'], 'notification_settings', 'sell_fill', + 'notification_settings', 'exit_fill') + process_deprecated_setting(config['telegram'], 'notification_settings', 'sell_cancel', + 'notification_settings', 'exit_cancel') + process_deprecated_setting(config['telegram'], 'notification_settings', 'buy', + 'notification_settings', 'entry') + process_deprecated_setting(config['telegram'], 'notification_settings', 'buy_fill', + 'notification_settings', 'entry_fill') + process_deprecated_setting(config['telegram'], 'notification_settings', 'buy_cancel', + 'notification_settings', 'entry_cancel') + if config.get('webhook'): + process_deprecated_setting(config, 'webhook', 'webhookbuy', 'webhook', 'webhookentry') + process_deprecated_setting(config, 'webhook', 'webhookbuycancel', + 'webhook', 'webhookentrycancel') + process_deprecated_setting(config, 'webhook', 'webhookbuyfill', + 'webhook', 'webhookentryfill') + process_deprecated_setting(config, 'webhook', 'webhooksell', 'webhook', 'webhookexit') + process_deprecated_setting(config, 'webhook', 'webhooksellcancel', + 'webhook', 'webhookexitcancel') + process_deprecated_setting(config, 'webhook', 'webhooksellfill', + 'webhook', 'webhookexitfill') + + # Legacy way - having them in experimental ... + + process_removed_setting(config, 'experimental', 'use_sell_signal', None, 'use_exit_signal') + process_removed_setting(config, 'experimental', 'sell_profit_only', None, 'exit_profit_only') + process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal', + None, 'ignore_roi_if_entry_signal') + + process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'exit_sell_signal') + process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'exit_profit_only') + process_removed_setting(config, 'ask_strategy', 'sell_profit_offset', + None, 'exit_profit_offset') + process_removed_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal', + None, 'ignore_roi_if_entry_signal') if (config.get('edge', {}).get('enabled', False) and 'capital_available_percentage' in config.get('edge', {})): raise OperationalException( diff --git a/freqtrade/configuration/load_config.py b/freqtrade/configuration/load_config.py index 27190d259..254ce3126 100644 --- a/freqtrade/configuration/load_config.py +++ b/freqtrade/configuration/load_config.py @@ -4,12 +4,15 @@ This module contain functions to load the configuration file import logging import re import sys +from copy import deepcopy from pathlib import Path -from typing import Any, Dict +from typing import Any, Dict, List import rapidjson +from freqtrade.constants import MINIMAL_CONFIG from freqtrade.exceptions import OperationalException +from freqtrade.misc import deep_merge_dicts logger = logging.getLogger(__name__) @@ -70,3 +73,21 @@ def load_config_file(path: str) -> Dict[str, Any]: ) return config + + +def load_from_files(files: List[str]) -> Dict[str, Any]: + + config: Dict[str, Any] = {} + + if not files: + return deepcopy(MINIMAL_CONFIG) + + # We expect here a list of config filenames + for path in files: + logger.info(f'Using config: {path} ...') + # Merge config options, overwriting old values + config = deep_merge_dicts(load_config_file(path), config) + + config['config_files'] = files + + return config diff --git a/freqtrade/constants.py b/freqtrade/constants.py index a06e2771f..8067c1f6a 100644 --- a/freqtrade/constants.py +++ b/freqtrade/constants.py @@ -3,7 +3,7 @@ """ bot constants """ -from typing import List, Tuple +from typing import List, Literal, Tuple from freqtrade.enums import CandleType @@ -86,8 +86,8 @@ SUPPORTED_FIAT = [ "AUD", "BRL", "CAD", "CHF", "CLP", "CNY", "CZK", "DKK", "EUR", "GBP", "HKD", "HUF", "IDR", "ILS", "INR", "JPY", "KRW", "MXN", "MYR", "NOK", "NZD", "PHP", "PKR", "PLN", - "RUB", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", "USD", - "BTC", "ETH", "XRP", "LTC", "BCH" + "RUB", "UAH", "SEK", "SGD", "THB", "TRY", "TWD", "ZAR", + "USD", "BTC", "ETH", "XRP", "LTC", "BCH" ] MINIMAL_CONFIG = { @@ -149,10 +149,10 @@ CONF_SCHEMA = { 'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1}, 'trailing_only_offset_is_reached': {'type': 'boolean'}, - 'use_sell_signal': {'type': 'boolean'}, - 'sell_profit_only': {'type': 'boolean'}, - 'sell_profit_offset': {'type': 'number'}, - 'ignore_roi_if_buy_signal': {'type': 'boolean'}, + 'use_exit_signal': {'type': 'boolean'}, + 'exit_profit_only': {'type': 'boolean'}, + 'exit_profit_offset': {'type': 'number'}, + 'ignore_roi_if_entry_signal': {'type': 'boolean'}, 'ignore_buying_expired_candle_after': {'type': 'number'}, 'trading_mode': {'type': 'string', 'enum': TRADING_MODES}, 'margin_mode': {'type': 'string', 'enum': MARGIN_MODES}, @@ -216,9 +216,9 @@ CONF_SCHEMA = { 'properties': { 'entry': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, 'exit': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, - 'forceexit': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, - 'forceentry': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, - 'emergencyexit': { + 'force_exit': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, + 'force_entry': {'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES}, + 'emergency_exit': { 'type': 'string', 'enum': ORDERTYPE_POSSIBILITIES, 'default': 'market'}, @@ -285,21 +285,21 @@ CONF_SCHEMA = { 'status': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'warning': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, 'startup': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, - 'buy': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, - 'buy_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, - 'buy_fill': {'type': 'string', - 'enum': TELEGRAM_SETTING_OPTIONS, - 'default': 'off' - }, - 'sell': { + 'entry': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, + 'entry_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, + 'entry_fill': {'type': 'string', + 'enum': TELEGRAM_SETTING_OPTIONS, + 'default': 'off' + }, + 'exit': { 'type': ['string', 'object'], 'additionalProperties': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS } }, - 'sell_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, - 'sell_fill': { + 'exit_cancel': {'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS}, + 'exit_fill': { 'type': 'string', 'enum': TELEGRAM_SETTING_OPTIONS, 'default': 'off' @@ -327,12 +327,12 @@ CONF_SCHEMA = { 'format': {'type': 'string', 'enum': WEBHOOK_FORMAT_OPTIONS, 'default': 'form'}, 'retries': {'type': 'integer', 'minimum': 0}, 'retry_delay': {'type': 'number', 'minimum': 0}, - 'webhookbuy': {'type': 'object'}, - 'webhookbuycancel': {'type': 'object'}, - 'webhookbuyfill': {'type': 'object'}, - 'webhooksell': {'type': 'object'}, - 'webhooksellcancel': {'type': 'object'}, - 'webhooksellfill': {'type': 'object'}, + 'webhookentry': {'type': 'object'}, + 'webhookentrycancel': {'type': 'object'}, + 'webhookentryfill': {'type': 'object'}, + 'webhookexit': {'type': 'object'}, + 'webhookexitcancel': {'type': 'object'}, + 'webhookexitfill': {'type': 'object'}, 'webhookstatus': {'type': 'object'}, }, }, @@ -358,7 +358,7 @@ CONF_SCHEMA = { 'export': {'type': 'string', 'enum': EXPORT_OPTIONS, 'default': 'trades'}, 'disableparamexport': {'type': 'boolean'}, 'initial_state': {'type': 'string', 'enum': ['running', 'stopped']}, - 'forcebuy_enable': {'type': 'boolean'}, + 'force_entry_enable': {'type': 'boolean'}, 'disable_dataframe_checks': {'type': 'boolean'}, 'internals': { 'type': 'object', @@ -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 @@ -487,3 +487,6 @@ ListPairsWithTimeframes = List[PairWithTimeframe] # Type for trades list TradeList = List[List] + +LongShort = Literal['long', 'short'] +EntryExit = Literal['entry', 'exit'] diff --git a/freqtrade/data/btanalysis.py b/freqtrade/data/btanalysis.py index 4df8b2838..c8654cfda 100644 --- a/freqtrade/data/btanalysis.py +++ b/freqtrade/data/btanalysis.py @@ -22,7 +22,7 @@ logger = logging.getLogger(__name__) BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date', 'open_rate', 'close_rate', 'fee_open', 'fee_close', 'trade_duration', - 'profit_ratio', 'profit_abs', 'sell_reason', + 'profit_ratio', 'profit_abs', 'exit_reason', 'initial_stop_loss_abs', 'initial_stop_loss_ratio', 'stop_loss_abs', 'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag', 'is_short' diff --git a/freqtrade/edge/edge_positioning.py b/freqtrade/edge/edge_positioning.py index 8116949cf..2fe41a17b 100644 --- a/freqtrade/edge/edge_positioning.py +++ b/freqtrade/edge/edge_positioning.py @@ -470,7 +470,7 @@ class Edge: if len(ohlc_columns) - 1 < exit_index: break - exit_type = ExitType.SELL_SIGNAL + exit_type = ExitType.EXIT_SIGNAL exit_price = ohlc_columns[exit_index, 0] trade = {'pair': pair, diff --git a/freqtrade/enums/exittype.py b/freqtrade/enums/exittype.py index 36d2a4f9e..b2c5b62ea 100644 --- a/freqtrade/enums/exittype.py +++ b/freqtrade/enums/exittype.py @@ -3,16 +3,16 @@ from enum import Enum class ExitType(Enum): """ - Enum to distinguish between sell reasons + Enum to distinguish between exit reasons """ ROI = "roi" STOP_LOSS = "stop_loss" STOPLOSS_ON_EXCHANGE = "stoploss_on_exchange" TRAILING_STOP_LOSS = "trailing_stop_loss" - SELL_SIGNAL = "sell_signal" - FORCE_SELL = "force_sell" - EMERGENCY_SELL = "emergency_sell" - CUSTOM_SELL = "custom_sell" + EXIT_SIGNAL = "exit_signal" + FORCE_EXIT = "force_exit" + EMERGENCY_EXIT = "emergency_exit" + CUSTOM_EXIT = "custom_exit" NONE = "" def __str__(self): diff --git a/freqtrade/enums/rpcmessagetype.py b/freqtrade/enums/rpcmessagetype.py index 661f9ce5c..584a011c2 100644 --- a/freqtrade/enums/rpcmessagetype.py +++ b/freqtrade/enums/rpcmessagetype.py @@ -6,19 +6,13 @@ class RPCMessageType(Enum): WARNING = 'warning' STARTUP = 'startup' - BUY = 'buy' - BUY_FILL = 'buy_fill' - BUY_CANCEL = 'buy_cancel' + ENTRY = 'entry' + ENTRY_FILL = 'entry_fill' + ENTRY_CANCEL = 'entry_cancel' - SHORT = 'short' - SHORT_FILL = 'short_fill' - SHORT_CANCEL = 'short_cancel' - - # TODO: The below messagetypes should be renamed to "exit"! - # Careful - has an impact on webhooks, therefore needs proper communication - SELL = 'sell' - SELL_FILL = 'sell_fill' - SELL_CANCEL = 'sell_cancel' + EXIT = 'exit' + EXIT_FILL = 'exit_fill' + EXIT_CANCEL = 'exit_cancel' PROTECTION_TRIGGER = 'protection_trigger' PROTECTION_TRIGGER_GLOBAL = 'protection_trigger_global' diff --git a/freqtrade/exchange/common.py b/freqtrade/exchange/common.py index 997c16ff1..4355662a8 100644 --- a/freqtrade/exchange/common.py +++ b/freqtrade/exchange/common.py @@ -102,7 +102,7 @@ def calculate_backoff(retrycount, max_retries): def retrier_async(f): async def wrapper(*args, **kwargs): count = kwargs.pop('count', API_RETRY_COUNT) - kucoin = args[0].name == "Kucoin" # Check if the exchange is KuCoin. + kucoin = args[0].name == "KuCoin" # Check if the exchange is KuCoin. try: return await f(*args, **kwargs) except TemporaryError as ex: diff --git a/freqtrade/exchange/exchange.py b/freqtrade/exchange/exchange.py index 09ada4452..609dbb83e 100644 --- a/freqtrade/exchange/exchange.py +++ b/freqtrade/exchange/exchange.py @@ -20,7 +20,7 @@ from ccxt.base.decimal_to_precision import (ROUND_DOWN, ROUND_UP, TICK_SIZE, TRU from pandas import DataFrame from freqtrade.constants import (DEFAULT_AMOUNT_RESERVE_PERCENT, NON_OPEN_EXCHANGE_STATES, - ListPairsWithTimeframes, PairWithTimeframe) + EntryExit, ListPairsWithTimeframes, PairWithTimeframe) from freqtrade.data.converter import ohlcv_to_dataframe, trades_dict_to_list from freqtrade.enums import OPTIMIZE_MODES, CandleType, MarginMode, TradingMode from freqtrade.exceptions import (DDosProtection, ExchangeError, InsufficientFundsError, @@ -1429,7 +1429,7 @@ class Exchange: raise OperationalException(e) from e def get_rate(self, pair: str, refresh: bool, - side: Literal['entry', 'exit'], is_short: bool) -> float: + side: EntryExit, is_short: bool) -> float: """ Calculates bid/ask target bid rate - between current ask price and last price diff --git a/freqtrade/freqtradebot.py b/freqtrade/freqtradebot.py index 9a07020ad..6e1a0b208 100644 --- a/freqtrade/freqtradebot.py +++ b/freqtrade/freqtradebot.py @@ -7,12 +7,13 @@ import traceback from datetime import datetime, time, timezone from math import isclose from threading import Lock -from typing import Any, Dict, List, Literal, Optional, Tuple +from typing import Any, Dict, List, Optional, Tuple from schedule import Scheduler from freqtrade import __version__, constants from freqtrade.configuration import validate_config_consistency +from freqtrade.constants import LongShort from freqtrade.data.converter import order_book_to_dataframe from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge @@ -190,7 +191,7 @@ class FreqtradeBot(LoggingMixin): # Check and handle any timed out open orders self.check_handle_timedout() - # Protect from collisions with forceexit. + # Protect from collisions with force_exit. # Without this, freqtrade my try to recreate stoploss_on_exchange orders # while exiting is in process, since telegram messages arrive in an different thread. with self._exit_lock: @@ -329,12 +330,12 @@ class FreqtradeBot(LoggingMixin): trades: List[Trade] = Trade.get_open_trades_without_assigned_fees() for trade in trades: - if trade.is_open and not trade.fee_updated(trade.enter_side): - order = trade.select_order(trade.enter_side, False) - open_order = trade.select_order(trade.enter_side, True) + if trade.is_open and not trade.fee_updated(trade.entry_side): + order = trade.select_order(trade.entry_side, False) + open_order = trade.select_order(trade.entry_side, True) if order and open_order is None: logger.info( - f"Updating {trade.enter_side}-fee on trade {trade}" + f"Updating {trade.entry_side}-fee on trade {trade}" f"for order {order.order_id}." ) self.update_trade_state(trade, order.order_id, send_msg=False) @@ -363,7 +364,7 @@ class FreqtradeBot(LoggingMixin): if fo and fo['status'] == 'open': # Assume this as the open order trade.open_order_id = order.order_id - elif order.ft_order_side == trade.enter_side: + elif order.ft_order_side == trade.entry_side: if fo and fo['status'] == 'open': trade.open_order_id = order.order_id if fo: @@ -548,9 +549,9 @@ class FreqtradeBot(LoggingMixin): order_book_bids = order_book_data_frame['b_size'].sum() order_book_asks = order_book_data_frame['a_size'].sum() - enter_side = order_book_bids if side == SignalDirection.LONG else order_book_asks + entry_side = order_book_bids if side == SignalDirection.LONG else order_book_asks exit_side = order_book_asks if side == SignalDirection.LONG else order_book_bids - bids_ask_delta = enter_side / exit_side + bids_ask_delta = entry_side / exit_side bids = f"Bids: {order_book_bids}" asks = f"Asks: {order_book_asks}" @@ -590,7 +591,7 @@ class FreqtradeBot(LoggingMixin): time_in_force = self.strategy.order_time_in_force['entry'] [side, name] = ['sell', 'Short'] if is_short else ['buy', 'Long'] - trade_side: Literal['long', 'short'] = 'short' if is_short else 'long' + trade_side: LongShort = 'short' if is_short else 'long' pos_adjust = trade is not None enter_limit_requested, stake_amount, leverage = self.get_valid_enter_price_and_stake( @@ -746,7 +747,7 @@ class FreqtradeBot(LoggingMixin): def get_valid_enter_price_and_stake( self, pair: str, price: Optional[float], stake_amount: float, - trade_side: Literal['long', 'short'], + trade_side: LongShort, entry_tag: Optional[str], trade: Optional[Trade] ) -> Tuple[float, float, float]: @@ -760,7 +761,9 @@ class FreqtradeBot(LoggingMixin): custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price, default_retval=proposed_enter_rate)( pair=pair, current_time=datetime.now(timezone.utc), - proposed_rate=proposed_enter_rate, entry_tag=entry_tag) + proposed_rate=proposed_enter_rate, entry_tag=entry_tag, + side=trade_side, + ) enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate) @@ -816,10 +819,7 @@ class FreqtradeBot(LoggingMixin): """ Sends rpc notification when a entry order occurred. """ - if fill: - msg_type = RPCMessageType.SHORT_FILL if trade.is_short else RPCMessageType.BUY_FILL - else: - msg_type = RPCMessageType.SHORT if trade.is_short else RPCMessageType.BUY + msg_type = RPCMessageType.ENTRY_FILL if fill else RPCMessageType.ENTRY open_rate = safe_value_fallback(order, 'average', 'price') if open_rate is None: open_rate = trade.open_rate @@ -858,10 +858,10 @@ class FreqtradeBot(LoggingMixin): """ current_rate = self.exchange.get_rate( trade.pair, side='entry', is_short=trade.is_short, refresh=False) - msg_type = RPCMessageType.SHORT_CANCEL if trade.is_short else RPCMessageType.BUY_CANCEL + msg = { 'trade_id': trade.id, - 'type': msg_type, + 'type': RPCMessageType.ENTRY_CANCEL, 'buy_tag': trade.enter_tag, 'enter_tag': trade.enter_tag, 'exchange': self.exchange.name.capitalize(), @@ -926,8 +926,8 @@ class FreqtradeBot(LoggingMixin): exit_tag = None exit_signal_type = "exit_short" if trade.is_short else "exit_long" - if (self.config.get('use_sell_signal', True) or - self.config.get('ignore_roi_if_buy_signal', False)): + if (self.config.get('use_exit_signal', True) or + self.config.get('ignore_roi_if_entry_signal', False)): analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair, self.strategy.timeframe) @@ -978,7 +978,7 @@ class FreqtradeBot(LoggingMixin): logger.error(f'Unable to place a stoploss order on exchange. {e}') logger.warning('Exiting the trade forcefully') self.execute_trade_exit(trade, trade.stop_loss, exit_check=ExitCheckTuple( - exit_type=ExitType.EMERGENCY_SELL)) + exit_type=ExitType.EMERGENCY_EXIT)) except ExchangeError: trade.stoploss_order_id = None @@ -1010,7 +1010,7 @@ class FreqtradeBot(LoggingMixin): # We check if stoploss order is fulfilled if stoploss_order and stoploss_order['status'] in ('closed', 'triggered'): - trade.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value + trade.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value self.update_trade_state(trade, trade.stoploss_order_id, stoploss_order, stoploss_order=True) # Lock pair for one candle to prevent immediate rebuys @@ -1136,7 +1136,7 @@ class FreqtradeBot(LoggingMixin): continue fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order) - is_entering = order['side'] == trade.enter_side + is_entering = order['side'] == trade.entry_side not_closed = order['status'] == 'open' or fully_cancelled max_timeouts = self.config.get('unfilledtimeout', {}).get('exit_timeout_count', 0) @@ -1159,7 +1159,7 @@ class FreqtradeBot(LoggingMixin): try: self.execute_trade_exit( trade, order.get('price'), - exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_SELL)) + exit_check=ExitCheckTuple(exit_type=ExitType.EMERGENCY_EXIT)) except DependencyException as exception: logger.warning( f'Unable to emergency sell trade {trade.pair}: {exception}') @@ -1177,7 +1177,7 @@ class FreqtradeBot(LoggingMixin): logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc()) continue - if order['side'] == trade.enter_side: + if order['side'] == trade.entry_side: self.handle_cancel_enter(trade, order, constants.CANCEL_REASON['ALL_CANCELLED']) elif order['side'] == trade.exit_side: @@ -1216,7 +1216,7 @@ class FreqtradeBot(LoggingMixin): corder = order reason = constants.CANCEL_REASON['CANCELLED_ON_EXCHANGE'] - side = trade.enter_side.capitalize() + side = trade.entry_side.capitalize() logger.info('%s order %s for %s.', side, reason, trade) # Using filled to determine the filled amount @@ -1247,7 +1247,7 @@ class FreqtradeBot(LoggingMixin): self.update_trade_state(trade, trade.open_order_id, corder) trade.open_order_id = None - logger.info(f'Partial {trade.enter_side} order timeout for {trade}.') + logger.info(f'Partial {trade.entry_side} order timeout for {trade}.') reason += f", {constants.CANCEL_REASON['PARTIALLY_FILLED']}" self.wallets.update() @@ -1286,7 +1286,7 @@ class FreqtradeBot(LoggingMixin): trade.close_date = None trade.is_open = True trade.open_order_id = None - trade.sell_reason = None + trade.exit_reason = None cancelled = True else: # TODO: figure out how to handle partially complete sell orders @@ -1377,9 +1377,9 @@ class FreqtradeBot(LoggingMixin): trade = self.cancel_stoploss_on_exchange(trade) order_type = ordertype or self.strategy.order_types[exit_type] - if exit_check.exit_type == ExitType.EMERGENCY_SELL: + if exit_check.exit_type == ExitType.EMERGENCY_EXIT: # Emergency sells (default to market!) - order_type = self.strategy.order_types.get("emergencyexit", "market") + order_type = self.strategy.order_types.get("emergency_exit", "market") amount = self._safe_exit_amount(trade.pair, trade.amount) time_in_force = self.strategy.order_time_in_force['exit'] @@ -1414,9 +1414,9 @@ class FreqtradeBot(LoggingMixin): trade.orders.append(order_obj) trade.open_order_id = order['id'] - trade.sell_order_status = '' + trade.exit_order_status = '' trade.close_rate_requested = limit - trade.sell_reason = exit_tag or exit_check.exit_reason + trade.exit_reason = exit_tag or exit_check.exit_reason # Lock pair for one candle to prevent immediate re-trading self.strategy.lock_pair(trade.pair, datetime.now(timezone.utc), @@ -1443,8 +1443,8 @@ class FreqtradeBot(LoggingMixin): gain = "profit" if profit_ratio > 0 else "loss" msg = { - 'type': (RPCMessageType.SELL_FILL if fill - else RPCMessageType.SELL), + 'type': (RPCMessageType.EXIT_FILL if fill + else RPCMessageType.EXIT), 'trade_id': trade.id, 'exchange': trade.exchange.capitalize(), 'pair': trade.pair, @@ -1461,7 +1461,8 @@ class FreqtradeBot(LoggingMixin): 'profit_ratio': profit_ratio, 'buy_tag': trade.enter_tag, 'enter_tag': trade.enter_tag, - 'sell_reason': trade.sell_reason, + 'sell_reason': trade.exit_reason, # Deprecated + 'exit_reason': trade.exit_reason, 'open_date': trade.open_date, 'close_date': trade.close_date or datetime.utcnow(), 'stake_currency': self.config['stake_currency'], @@ -1480,10 +1481,10 @@ class FreqtradeBot(LoggingMixin): """ Sends rpc notification when a sell cancel occurred. """ - if trade.sell_order_status == reason: + if trade.exit_order_status == reason: return else: - trade.sell_order_status = reason + trade.exit_order_status = reason profit_rate = trade.close_rate if trade.close_rate else trade.close_rate_requested profit_trade = trade.calc_profit(rate=profit_rate) @@ -1493,7 +1494,7 @@ class FreqtradeBot(LoggingMixin): gain = "profit" if profit_ratio > 0 else "loss" msg = { - 'type': RPCMessageType.SELL_CANCEL, + 'type': RPCMessageType.EXIT_CANCEL, 'trade_id': trade.id, 'exchange': trade.exchange.capitalize(), 'pair': trade.pair, @@ -1509,7 +1510,8 @@ class FreqtradeBot(LoggingMixin): 'profit_ratio': profit_ratio, 'buy_tag': trade.enter_tag, 'enter_tag': trade.enter_tag, - 'sell_reason': trade.sell_reason, + 'sell_reason': trade.exit_reason, # Deprecated + 'exit_reason': trade.exit_reason, 'open_date': trade.open_date, 'close_date': trade.close_date or datetime.now(timezone.utc), 'stake_currency': self.config['stake_currency'], @@ -1575,7 +1577,7 @@ class FreqtradeBot(LoggingMixin): if order['status'] in constants.NON_OPEN_EXCHANGE_STATES: # If a entry order was closed, force update on stoploss on exchange - if order.get('side', None) == trade.enter_side: + if order.get('side', None) == trade.entry_side: trade = self.cancel_stoploss_on_exchange(trade) # TODO: Margin will need to use interest_rate as well. # interest_rate = self.exchange.get_interest_rate() diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 9784d426c..4bb10d39c 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -14,7 +14,7 @@ from pandas import DataFrame from freqtrade import constants from freqtrade.configuration import TimeRange, validate_config_consistency -from freqtrade.constants import DATETIME_PRINT_FORMAT +from freqtrade.constants import DATETIME_PRINT_FORMAT, LongShort from freqtrade.data import history from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe from freqtrade.data.converter import trim_dataframe, trim_dataframes @@ -349,20 +349,20 @@ class Backtesting: data[pair] = df_analyzed[headers].values.tolist() if not df_analyzed.empty else [] return data - def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple, + def _get_close_rate(self, row: Tuple, trade: LocalTrade, sell: ExitCheckTuple, trade_dur: int) -> float: """ Get close rate for backtesting result """ # Special handling if high or low hit STOP_LOSS or ROI if sell.exit_type in (ExitType.STOP_LOSS, ExitType.TRAILING_STOP_LOSS): - return self._get_close_rate_for_stoploss(sell_row, trade, sell, trade_dur) + return self._get_close_rate_for_stoploss(row, trade, sell, trade_dur) elif sell.exit_type == (ExitType.ROI): - return self._get_close_rate_for_roi(sell_row, trade, sell, trade_dur) + return self._get_close_rate_for_roi(row, trade, sell, trade_dur) else: - return sell_row[OPEN_IDX] + return row[OPEN_IDX] - def _get_close_rate_for_stoploss(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple, + def _get_close_rate_for_stoploss(self, row: Tuple, trade: LocalTrade, sell: ExitCheckTuple, trade_dur: int) -> float: # our stoploss was already lower than candle high, # possibly due to a cancelled trade exit. @@ -371,11 +371,11 @@ class Backtesting: leverage = trade.leverage or 1.0 side_1 = -1 if is_short else 1 if is_short: - if trade.stop_loss < sell_row[LOW_IDX]: - return sell_row[OPEN_IDX] + if trade.stop_loss < row[LOW_IDX]: + return row[OPEN_IDX] else: - if trade.stop_loss > sell_row[HIGH_IDX]: - return sell_row[OPEN_IDX] + if trade.stop_loss > row[HIGH_IDX]: + return row[OPEN_IDX] # Special case: trailing triggers within same candle as trade opened. Assume most # pessimistic price movement, which is moving just enough to arm stoploss and @@ -388,29 +388,28 @@ class Backtesting: and self.strategy.trailing_stop_positive ): # Worst case: price reaches stop_positive_offset and dives down. - stop_rate = (sell_row[OPEN_IDX] * + stop_rate = (row[OPEN_IDX] * (1 + side_1 * abs(self.strategy.trailing_stop_positive_offset) - side_1 * abs(self.strategy.trailing_stop_positive / leverage))) else: # Worst case: price ticks tiny bit above open and dives down. - stop_rate = sell_row[OPEN_IDX] * (1 - - side_1 * abs(trade.stop_loss_pct / leverage)) + stop_rate = row[OPEN_IDX] * (1 - side_1 * abs(trade.stop_loss_pct / leverage)) if is_short: - assert stop_rate > sell_row[LOW_IDX] + assert stop_rate > row[LOW_IDX] else: - assert stop_rate < sell_row[HIGH_IDX] + assert stop_rate < row[HIGH_IDX] # Limit lower-end to candle low to avoid sells below the low. # This still remains "worst case" - but "worst realistic case". if is_short: - return min(sell_row[HIGH_IDX], stop_rate) + return min(row[HIGH_IDX], stop_rate) else: - return max(sell_row[LOW_IDX], stop_rate) + return max(row[LOW_IDX], stop_rate) # Set close_rate to stoploss return trade.stop_loss - def _get_close_rate_for_roi(self, sell_row: Tuple, trade: LocalTrade, sell: ExitCheckTuple, + def _get_close_rate_for_roi(self, row: Tuple, trade: LocalTrade, sell: ExitCheckTuple, trade_dur: int) -> float: is_short = trade.is_short or False leverage = trade.leverage or 1.0 @@ -421,38 +420,38 @@ class Backtesting: # When forceselling with ROI=-1, the roi time will always be equal to trade_dur. # If that entry is a multiple of the timeframe (so on candle open) # - we'll use open instead of close - return sell_row[OPEN_IDX] + return row[OPEN_IDX] # - (Expected abs profit - open_rate - open_fee) / (fee_close -1) roi_rate = trade.open_rate * roi / leverage open_fee_rate = side_1 * trade.open_rate * (1 + side_1 * trade.fee_open) close_rate = -(roi_rate + open_fee_rate) / (trade.fee_close - side_1 * 1) if is_short: - is_new_roi = sell_row[OPEN_IDX] < close_rate + is_new_roi = row[OPEN_IDX] < close_rate else: - is_new_roi = sell_row[OPEN_IDX] > close_rate + is_new_roi = row[OPEN_IDX] > close_rate if (trade_dur > 0 and trade_dur == roi_entry and roi_entry % self.timeframe_min == 0 and is_new_roi): # new ROI entry came into effect. # use Open rate if open_rate > calculated sell rate - return sell_row[OPEN_IDX] + return row[OPEN_IDX] if (trade_dur == 0 and ( ( is_short # Red candle (for longs) - and sell_row[OPEN_IDX] < sell_row[CLOSE_IDX] # Red candle - and trade.open_rate > sell_row[OPEN_IDX] # trade-open above open_rate - and close_rate < sell_row[CLOSE_IDX] # closes below close + and row[OPEN_IDX] < row[CLOSE_IDX] # Red candle + and trade.open_rate > row[OPEN_IDX] # trade-open above open_rate + and close_rate < row[CLOSE_IDX] # closes below close ) or ( not is_short # green candle (for shorts) - and sell_row[OPEN_IDX] > sell_row[CLOSE_IDX] # green candle - and trade.open_rate < sell_row[OPEN_IDX] # trade-open below open_rate - and close_rate > sell_row[CLOSE_IDX] # closes above close + and row[OPEN_IDX] > row[CLOSE_IDX] # green candle + and trade.open_rate < row[OPEN_IDX] # trade-open below open_rate + and close_rate > row[CLOSE_IDX] # closes above close ) )): # ROI on opening candles with custom pricing can only @@ -464,11 +463,11 @@ class Backtesting: # Use the maximum between close_rate and low as we # cannot sell outside of a candle. # Applies when a new ROI setting comes in place and the whole candle is above that. - return min(max(close_rate, sell_row[LOW_IDX]), sell_row[HIGH_IDX]) + return min(max(close_rate, row[LOW_IDX]), row[HIGH_IDX]) else: # This should not be reached... - return sell_row[OPEN_IDX] + return row[OPEN_IDX] def _get_adjust_trade_entry_for_candle(self, trade: LocalTrade, row: Tuple ) -> LocalTrade: @@ -498,7 +497,7 @@ class Backtesting: return row[LOW_IDX] <= rate <= row[HIGH_IDX] def _get_sell_trade_entry_for_candle(self, trade: LocalTrade, - sell_row: Tuple) -> Optional[LocalTrade]: + row: Tuple) -> Optional[LocalTrade]: # Check if we need to adjust our current positions if self.strategy.position_adjustment_enable: @@ -507,15 +506,15 @@ class Backtesting: entry_count = trade.nr_of_successful_entries check_adjust_entry = (entry_count <= self.strategy.max_entry_position_adjustment) if check_adjust_entry: - trade = self._get_adjust_trade_entry_for_candle(trade, sell_row) + trade = self._get_adjust_trade_entry_for_candle(trade, row) - sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime() - enter = sell_row[SHORT_IDX] if trade.is_short else sell_row[LONG_IDX] - exit_ = sell_row[ESHORT_IDX] if trade.is_short else sell_row[ELONG_IDX] + sell_candle_time: datetime = row[DATE_IDX].to_pydatetime() + enter = row[SHORT_IDX] if trade.is_short else row[LONG_IDX] + exit_ = row[ESHORT_IDX] if trade.is_short else row[ELONG_IDX] sell = self.strategy.should_exit( - trade, sell_row[OPEN_IDX], sell_candle_time, # type: ignore + trade, row[OPEN_IDX], sell_candle_time, # type: ignore enter=enter, exit_=exit_, - low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX] + low=row[LOW_IDX], high=row[HIGH_IDX] ) if sell.exit_flag: @@ -523,13 +522,13 @@ class Backtesting: trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60) try: - closerate = self._get_close_rate(sell_row, trade, sell, trade_dur) + closerate = self._get_close_rate(row, trade, sell, trade_dur) except ValueError: return None # call the custom exit price,with default value as previous closerate current_profit = trade.calc_profit_ratio(closerate) order_type = self.strategy.order_types['exit'] - if sell.exit_type in (ExitType.SELL_SIGNAL, ExitType.CUSTOM_SELL): + if sell.exit_type in (ExitType.EXIT_SIGNAL, ExitType.CUSTOM_EXIT): # Custom exit pricing only for sell-signals if order_type == 'limit': closerate = strategy_safe_wrapper(self.strategy.custom_exit_price, @@ -540,9 +539,9 @@ class Backtesting: # We can't place orders lower than current low. # freqtrade does not support this in live, and the order would fill immediately if trade.is_short: - closerate = min(closerate, sell_row[HIGH_IDX]) + closerate = min(closerate, row[HIGH_IDX]) else: - closerate = max(closerate, sell_row[LOW_IDX]) + closerate = max(closerate, row[LOW_IDX]) # Confirm trade exit: time_in_force = self.strategy.order_time_in_force['exit'] @@ -555,16 +554,16 @@ class Backtesting: current_time=sell_candle_time): return None - trade.sell_reason = sell.exit_reason + trade.exit_reason = sell.exit_reason # Checks and adds an exit tag, after checking that the length of the - # sell_row has the length for an exit tag column + # row has the length for an exit tag column if( - len(sell_row) > EXIT_TAG_IDX - and sell_row[EXIT_TAG_IDX] is not None - and len(sell_row[EXIT_TAG_IDX]) > 0 + len(row) > EXIT_TAG_IDX + and row[EXIT_TAG_IDX] is not None + and len(row[EXIT_TAG_IDX]) > 0 ): - trade.sell_reason = sell_row[EXIT_TAG_IDX] + trade.exit_reason = row[EXIT_TAG_IDX] self.order_id_counter += 1 order = Order( @@ -592,8 +591,8 @@ class Backtesting: return None - def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]: - sell_candle_time: datetime = sell_row[DATE_IDX].to_pydatetime() + def _get_sell_trade_entry(self, trade: LocalTrade, row: Tuple) -> Optional[LocalTrade]: + sell_candle_time: datetime = row[DATE_IDX].to_pydatetime() if self.trading_mode == TradingMode.FUTURES: trade.funding_fees = self.exchange.calculate_funding_fees( @@ -614,13 +613,13 @@ class Backtesting: ].copy() if len(detail_data) == 0: # Fall back to "regular" data if no detail data was found for this candle - return self._get_sell_trade_entry_for_candle(trade, sell_row) - detail_data.loc[:, 'enter_long'] = sell_row[LONG_IDX] - detail_data.loc[:, 'exit_long'] = sell_row[ELONG_IDX] - detail_data.loc[:, 'enter_short'] = sell_row[SHORT_IDX] - detail_data.loc[:, 'exit_short'] = sell_row[ESHORT_IDX] - detail_data.loc[:, 'enter_tag'] = sell_row[ENTER_TAG_IDX] - detail_data.loc[:, 'exit_tag'] = sell_row[EXIT_TAG_IDX] + return self._get_sell_trade_entry_for_candle(trade, row) + detail_data.loc[:, 'enter_long'] = row[LONG_IDX] + detail_data.loc[:, 'exit_long'] = row[ELONG_IDX] + detail_data.loc[:, 'enter_short'] = row[SHORT_IDX] + detail_data.loc[:, 'exit_short'] = row[ESHORT_IDX] + detail_data.loc[:, 'enter_tag'] = row[ENTER_TAG_IDX] + detail_data.loc[:, 'exit_tag'] = row[EXIT_TAG_IDX] headers = ['date', 'open', 'high', 'low', 'close', 'enter_long', 'exit_long', 'enter_short', 'exit_short', 'enter_tag', 'exit_tag'] for det_row in detail_data[headers].values.tolist(): @@ -631,11 +630,11 @@ class Backtesting: return None else: - return self._get_sell_trade_entry_for_candle(trade, sell_row) + return self._get_sell_trade_entry_for_candle(trade, row) def get_valid_price_and_stake( self, pair: str, row: Tuple, propose_rate: float, stake_amount: Optional[float], - direction: str, current_time: datetime, entry_tag: Optional[str], + direction: LongShort, current_time: datetime, entry_tag: Optional[str], trade: Optional[LocalTrade], order_type: str ) -> Tuple[float, float, float, float]: @@ -643,7 +642,9 @@ class Backtesting: propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price, default_retval=propose_rate)( pair=pair, current_time=current_time, - proposed_rate=propose_rate, entry_tag=entry_tag) # default value is the open rate + proposed_rate=propose_rate, entry_tag=entry_tag, + side=direction, + ) # default value is the open rate # We can't place orders higher than current high (otherwise it'd be a stop limit buy) # which freqtrade does not support in live. if direction == "short": @@ -694,7 +695,7 @@ class Backtesting: return propose_rate, stake_amount_val, leverage, min_stake_amount - def _enter_trade(self, pair: str, row: Tuple, direction: str, + def _enter_trade(self, pair: str, row: Tuple, direction: LongShort, stake_amount: Optional[float] = None, trade: Optional[LocalTrade] = None) -> Optional[LocalTrade]: @@ -772,8 +773,8 @@ class Backtesting: ft_pair=trade.pair, order_id=str(self.order_id_counter), symbol=trade.pair, - ft_order_side=trade.enter_side, - side=trade.enter_side, + ft_order_side=trade.entry_side, + side=trade.entry_side, order_type=order_type, status="open", order_date=current_time, @@ -810,7 +811,7 @@ class Backtesting: sell_row = data[pair][-1] trade.close_date = sell_row[DATE_IDX].to_pydatetime() - trade.sell_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 @@ -827,7 +828,7 @@ class Backtesting: self.rejected_trades += 1 return False - def check_for_trade_entry(self, row) -> Optional[str]: + def check_for_trade_entry(self, row) -> Optional[LongShort]: enter_long = row[LONG_IDX] == 1 exit_long = row[ELONG_IDX] == 1 enter_short = self._can_short and row[SHORT_IDX] == 1 @@ -855,7 +856,7 @@ class Backtesting: timedout = self.strategy.ft_check_timed_out(trade, order, current_time) if timedout: - if order.side == trade.enter_side: + if order.side == trade.entry_side: self.timedout_entry_orders += 1 if trade.nr_of_successful_entries == 0: # Remove trade due to entry timeout expiration. @@ -970,7 +971,7 @@ class Backtesting: for trade in list(open_trades[pair]): # 3. Process entry orders. - order = trade.select_order(trade.enter_side, is_open=True) + order = trade.select_order(trade.entry_side, is_open=True) if order and self._get_order_filled(order.price, row): order.close_bt_order(current_time) trade.open_order_id = None diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index de1817eed..eb8f7ec94 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -114,8 +114,8 @@ class Hyperopt: self.position_stacking = self.config.get('position_stacking', False) if HyperoptTools.has_space(self.config, 'sell'): - # Make sure use_sell_signal is enabled - self.config['use_sell_signal'] = True + # Make sure use_exit_signal is enabled + self.config['use_exit_signal'] = True self.print_all = self.config.get('print_all', False) self.hyperopt_table_header = 0 diff --git a/freqtrade/optimize/optimize_reports.py b/freqtrade/optimize/optimize_reports.py index 97cadd683..c08fa07a1 100644 --- a/freqtrade/optimize/optimize_reports.py +++ b/freqtrade/optimize/optimize_reports.py @@ -166,7 +166,7 @@ def generate_tag_metrics(tag_type: str, return [] -def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]: +def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]: """ Generate small table outlining Backtest results :param max_open_trades: Max_open_trades parameter @@ -175,8 +175,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List """ tabular_data = [] - for reason, count in results['sell_reason'].value_counts().iteritems(): - result = results.loc[results['sell_reason'] == reason] + for reason, count in results['exit_reason'].value_counts().iteritems(): + result = results.loc[results['exit_reason'] == reason] profit_mean = result['profit_ratio'].mean() profit_sum = result['profit_ratio'].sum() @@ -184,7 +184,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List tabular_data.append( { - 'sell_reason': reason, + 'exit_reason': reason, 'trades': count, 'wins': len(result[result['profit_abs'] > 0]), 'draws': len(result[result['profit_abs'] == 0]), @@ -382,7 +382,7 @@ def generate_strategy_stats(pairlist: List[str], enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance, results=results, skip_nan=False) - exit_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades, + exit_reason_stats = generate_exit_reason_stats(max_open_trades=max_open_trades, results=results) left_open_results = generate_pair_metrics(pairlist, stake_currency=stake_currency, starting_balance=start_balance, @@ -406,7 +406,7 @@ def generate_strategy_stats(pairlist: List[str], 'worst_pair': worst_pair, 'results_per_pair': pair_results, 'results_per_enter_tag': enter_tag_results, - 'sell_reason_summary': exit_reason_stats, + 'exit_reason_summary': exit_reason_stats, 'left_open_trades': left_open_results, # 'days_breakdown_stats': days_breakdown_stats, @@ -460,10 +460,10 @@ def generate_strategy_stats(pairlist: List[str], 'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False), 'use_custom_stoploss': config.get('use_custom_stoploss', False), 'minimal_roi': config['minimal_roi'], - 'use_sell_signal': config['use_sell_signal'], - 'sell_profit_only': config['sell_profit_only'], - 'sell_profit_offset': config['sell_profit_offset'], - 'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'], + 'use_exit_signal': config['use_exit_signal'], + 'exit_profit_only': config['exit_profit_only'], + 'exit_profit_offset': config['exit_profit_offset'], + 'ignore_roi_if_entry_signal': config['ignore_roi_if_entry_signal'], **daily_stats, **trade_stats } @@ -572,7 +572,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") -def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str: +def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str: """ Generate small table outlining Backtest results :param sell_reason_stats: Exit reason metrics @@ -590,12 +590,12 @@ def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren ] output = [[ - t['sell_reason'], t['trades'], + t.get('exit_reason', t.get('sell_reason')), t['trades'], _generate_wins_draws_losses(t['wins'], t['draws'], t['losses']), t['profit_mean_pct'], t['profit_sum_pct'], round_coin_value(t['profit_total_abs'], stake_currency, False), t['profit_total_pct'], - ] for t in sell_reason_stats] + ] for t in exit_reason_stats] return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right") @@ -813,7 +813,8 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency: print(' ENTER TAG STATS '.center(len(table.splitlines()[0]), '=')) print(table) - table = text_table_exit_reason(sell_reason_stats=results['sell_reason_summary'], + exit_reasons = results.get('exit_reason_summary', results.get('sell_reason_summary')) + table = text_table_exit_reason(exit_reason_stats=exit_reasons, stake_currency=stake_currency) if isinstance(table, str) and len(table) > 0: print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '=')) diff --git a/freqtrade/persistence/migrations.py b/freqtrade/persistence/migrations.py index a84503c74..9521eae69 100644 --- a/freqtrade/persistence/migrations.py +++ b/freqtrade/persistence/migrations.py @@ -74,7 +74,7 @@ def migrate_trades_and_orders_table( stoploss_last_update = get_column_def(cols, 'stoploss_last_update', 'null') max_rate = get_column_def(cols, 'max_rate', '0.0') min_rate = get_column_def(cols, 'min_rate', 'null') - sell_reason = get_column_def(cols, 'sell_reason', 'null') + exit_reason = get_column_def(cols, 'sell_reason', get_column_def(cols, 'exit_reason', 'null')) strategy = get_column_def(cols, 'strategy', 'null') enter_tag = get_column_def(cols, 'buy_tag', get_column_def(cols, 'enter_tag', 'null')) @@ -104,7 +104,8 @@ def migrate_trades_and_orders_table( close_profit_abs = get_column_def( cols, 'close_profit_abs', f"(amount * close_rate * (1 - {fee_close})) - {open_trade_value}") - sell_order_status = get_column_def(cols, 'sell_order_status', 'null') + exit_order_status = get_column_def(cols, 'exit_order_status', + get_column_def(cols, 'sell_order_status', 'null')) amount_requested = get_column_def(cols, 'amount_requested', 'amount') # Schema migration necessary @@ -136,7 +137,7 @@ def migrate_trades_and_orders_table( stake_amount, amount, amount_requested, open_date, close_date, open_order_id, stop_loss, stop_loss_pct, initial_stop_loss, initial_stop_loss_pct, stoploss_order_id, stoploss_last_update, - max_rate, min_rate, sell_reason, sell_order_status, strategy, enter_tag, + max_rate, min_rate, exit_reason, exit_order_status, strategy, enter_tag, timeframe, open_trade_value, close_profit_abs, trading_mode, leverage, liquidation_price, is_short, interest_rate, funding_fees @@ -152,8 +153,14 @@ def migrate_trades_and_orders_table( {initial_stop_loss} initial_stop_loss, {initial_stop_loss_pct} initial_stop_loss_pct, {stoploss_order_id} stoploss_order_id, {stoploss_last_update} stoploss_last_update, - {max_rate} max_rate, {min_rate} min_rate, {sell_reason} sell_reason, - {sell_order_status} sell_order_status, + {max_rate} max_rate, {min_rate} min_rate, + case when {exit_reason} == 'sell_signal' then 'exit_signal' + when {exit_reason} == 'custom_sell' then 'custom_exit' + when {exit_reason} == 'force_sell' then 'force_exit' + when {exit_reason} == 'emergency_sell' then 'emergency_exit' + else {exit_reason} + end exit_reason, + {exit_order_status} exit_order_status, {strategy} strategy, {enter_tag} enter_tag, {timeframe} timeframe, {open_trade_value} open_trade_value, {close_profit_abs} close_profit_abs, {trading_mode} trading_mode, {leverage} leverage, {liquidation_price} liquidation_price, @@ -234,7 +241,7 @@ def check_migrate(engine, decl_base, previous_tables) -> None: # Migrates both trades and orders table! # if ('orders' not in previous_tables # or not has_column(cols_orders, 'leverage')): - if not has_column(cols, 'liquidation_price'): + if not has_column(cols, 'exit_order_status'): logger.info(f"Running database migration for trades - " f"backup: {table_back_name}, {order_table_bak_name}") migrate_trades_and_orders_table( diff --git a/freqtrade/persistence/models.py b/freqtrade/persistence/models.py index a23c8e43e..3cd9cbd67 100644 --- a/freqtrade/persistence/models.py +++ b/freqtrade/persistence/models.py @@ -316,8 +316,8 @@ class LocalTrade(): max_rate: float = 0.0 # Lowest price reached min_rate: float = 0.0 - sell_reason: str = '' - sell_order_status: str = '' + exit_reason: str = '' + exit_order_status: str = '' strategy: str = '' enter_tag: Optional[str] = None timeframe: Optional[int] = None @@ -372,6 +372,12 @@ class LocalTrade(): @property def enter_side(self) -> str: + """ DEPRECATED, please use entry_side instead""" + # TODO: Please remove me after 2022.5 + return self.entry_side + + @property + def entry_side(self) -> str: if self.is_short: return "sell" else: @@ -412,7 +418,7 @@ class LocalTrade(): def to_json(self) -> Dict[str, Any]: filled_orders = self.select_filled_orders() - orders = [order.to_json(self.enter_side) for order in filled_orders] + orders = [order.to_json(self.entry_side) for order in filled_orders] return { 'trade_id': self.id, @@ -459,8 +465,9 @@ class LocalTrade(): 'profit_pct': round(self.close_profit * 100, 2) if self.close_profit else None, 'profit_abs': self.close_profit_abs, - 'sell_reason': self.sell_reason, - 'sell_order_status': self.sell_order_status, + 'sell_reason': self.exit_reason, # Deprecated + 'exit_reason': self.exit_reason, + 'exit_order_status': self.exit_order_status, 'stop_loss_abs': self.stop_loss, 'stop_loss_ratio': self.stop_loss_pct if self.stop_loss_pct else None, 'stop_loss_pct': (self.stop_loss_pct * 100) if self.stop_loss_pct else None, @@ -600,7 +607,7 @@ class LocalTrade(): logger.info(f'Updating trade (id={self.id}) ...') - if order.ft_order_side == self.enter_side: + if order.ft_order_side == self.entry_side: # Update open rate and actual amount self.open_rate = order.safe_price self.amount = order.safe_amount_after_fee @@ -618,7 +625,7 @@ class LocalTrade(): elif order.ft_order_side == 'stoploss': self.stoploss_order_id = None self.close_rate_requested = self.stop_loss - self.sell_reason = ExitType.STOPLOSS_ON_EXCHANGE.value + self.exit_reason = ExitType.STOPLOSS_ON_EXCHANGE.value if self.is_open: logger.info(f'{order.order_type.upper()} is hit for {self}.') self.close(order.safe_price) @@ -636,7 +643,7 @@ class LocalTrade(): self.close_profit = self.calc_profit_ratio() self.close_profit_abs = self.calc_profit() self.is_open = False - self.sell_order_status = 'closed' + self.exit_order_status = 'closed' self.open_order_id = None if show_msg: logger.info( @@ -649,7 +656,7 @@ class LocalTrade(): """ Update Fee parameters. Only acts once per side """ - if self.enter_side == side and self.fee_open_currency is None: + if self.entry_side == side and self.fee_open_currency is None: self.fee_open_cost = fee_cost self.fee_open_currency = fee_currency if fee_rate is not None: @@ -666,7 +673,7 @@ class LocalTrade(): """ Verify if this side (buy / sell) has already been updated """ - if self.enter_side == side: + if self.entry_side == side: return self.fee_open_currency is not None elif self.exit_side == side: return self.fee_close_currency is not None @@ -839,7 +846,7 @@ class LocalTrade(): def recalc_trade_from_orders(self): # We need at least 2 entry orders for averaging amounts and rates. # TODO: this condition could probably be removed - if len(self.select_filled_orders(self.enter_side)) < 2: + if len(self.select_filled_orders(self.entry_side)) < 2: self.stake_amount = self.amount * self.open_rate / self.leverage # Just in case, still recalc open trade value @@ -850,7 +857,7 @@ class LocalTrade(): total_stake = 0.0 for o in self.orders: if (o.ft_is_open or - (o.ft_order_side != self.enter_side) or + (o.ft_order_side != self.entry_side) or (o.status not in NON_OPEN_EXCHANGE_STATES)): continue @@ -918,7 +925,7 @@ class LocalTrade(): :return: int count of entry orders that have been filled for this trade. """ - return len(self.select_filled_orders(self.enter_side)) + return len(self.select_filled_orders(self.entry_side)) @property def nr_of_successful_exits(self) -> int: @@ -947,6 +954,11 @@ class LocalTrade(): """ return len(self.select_filled_orders('sell')) + @property + def sell_reason(self) -> str: + """ DEPRECATED! Please use exit_reason instead.""" + return self.exit_reason + @staticmethod def get_trades_proxy(*, pair: str = None, is_open: bool = None, open_date: datetime = None, close_date: datetime = None, @@ -1076,8 +1088,8 @@ class Trade(_DECL_BASE, LocalTrade): max_rate = Column(Float, nullable=True, default=0.0) # Lowest price reached min_rate = Column(Float, nullable=True) - sell_reason = Column(String(100), nullable=True) - sell_order_status = Column(String(100), nullable=True) + exit_reason = Column(String(100), nullable=True) + exit_order_status = Column(String(100), nullable=True) strategy = Column(String(100), nullable=True) enter_tag = Column(String(100), nullable=True) timeframe = Column(Integer, nullable=True) @@ -1283,9 +1295,9 @@ class Trade(_DECL_BASE, LocalTrade): ] @staticmethod - def get_sell_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]: + def get_exit_reason_performance(pair: Optional[str]) -> List[Dict[str, Any]]: """ - Returns List of dicts containing all Trades, based on sell reason performance + Returns List of dicts containing all Trades, based on exit reason performance Can either be average for all pairs or a specific pair provided NOTE: Not supported in Backtesting. """ @@ -1295,30 +1307,30 @@ class Trade(_DECL_BASE, LocalTrade): filters.append(Trade.pair == pair) sell_tag_perf = Trade.query.with_entities( - Trade.sell_reason, + Trade.exit_reason, func.sum(Trade.close_profit).label('profit_sum'), func.sum(Trade.close_profit_abs).label('profit_sum_abs'), func.count(Trade.pair).label('count') ).filter(*filters)\ - .group_by(Trade.sell_reason) \ + .group_by(Trade.exit_reason) \ .order_by(desc('profit_sum_abs')) \ .all() return [ { - 'sell_reason': sell_reason if sell_reason is not None else "Other", + 'exit_reason': exit_reason if exit_reason is not None else "Other", 'profit_ratio': profit, 'profit_pct': round(profit * 100, 2), 'profit_abs': profit_abs, 'count': count } - for sell_reason, profit, profit_abs, count in sell_tag_perf + for exit_reason, profit, profit_abs, count in sell_tag_perf ] @staticmethod def get_mix_tag_performance(pair: Optional[str]) -> List[Dict[str, Any]]: """ - Returns List of dicts containing all Trades, based on buy_tag + sell_reason performance + Returns List of dicts containing all Trades, based on entry_tag + exit_reason performance Can either be average for all pairs or a specific pair provided NOTE: Not supported in Backtesting. """ @@ -1330,7 +1342,7 @@ class Trade(_DECL_BASE, LocalTrade): mix_tag_perf = Trade.query.with_entities( Trade.id, Trade.enter_tag, - Trade.sell_reason, + Trade.exit_reason, func.sum(Trade.close_profit).label('profit_sum'), func.sum(Trade.close_profit_abs).label('profit_sum_abs'), func.count(Trade.pair).label('count') @@ -1340,12 +1352,12 @@ class Trade(_DECL_BASE, LocalTrade): .all() return_list: List[Dict] = [] - for id, enter_tag, sell_reason, profit, profit_abs, count in mix_tag_perf: + for id, enter_tag, exit_reason, profit, profit_abs, count in mix_tag_perf: enter_tag = enter_tag if enter_tag is not None else "Other" - sell_reason = sell_reason if sell_reason is not None else "Other" + exit_reason = exit_reason if exit_reason is not None else "Other" - if(sell_reason is not None and enter_tag is not None): - mix_tag = enter_tag + " " + sell_reason + if(exit_reason is not None and enter_tag is not None): + mix_tag = enter_tag + " " + exit_reason i = 0 if not any(item["mix_tag"] == mix_tag for item in return_list): return_list.append({'mix_tag': mix_tag, diff --git a/freqtrade/plot/plotting.py b/freqtrade/plot/plotting.py index 5ef955354..747248be7 100644 --- a/freqtrade/plot/plotting.py +++ b/freqtrade/plot/plotting.py @@ -240,7 +240,7 @@ def plot_trades(fig, trades: pd.DataFrame) -> make_subplots: trades['desc'] = trades.apply( lambda row: f"{row['profit_ratio']:.2%}, " + (f"{row['enter_tag']}, " if row['enter_tag'] is not None else "") + - f"{row['sell_reason']}, " + + f"{row['exit_reason']}, " + f"{row['trade_duration']} min", axis=1) trade_buys = go.Scatter( diff --git a/freqtrade/plugins/protections/stoploss_guard.py b/freqtrade/plugins/protections/stoploss_guard.py index 7a29c20b1..8d7fb2a0e 100644 --- a/freqtrade/plugins/protections/stoploss_guard.py +++ b/freqtrade/plugins/protections/stoploss_guard.py @@ -41,19 +41,9 @@ class StoplossGuard(IProtection): Evaluate recent trades """ look_back_until = date_now - timedelta(minutes=self._lookback_period) - # filters = [ - # Trade.is_open.is_(False), - # Trade.close_date > look_back_until, - # or_(Trade.sell_reason == ExitType.STOP_LOSS.value, - # and_(Trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value, - # Trade.close_profit < 0)) - # ] - # if pair: - # filters.append(Trade.pair == pair) - # trades = Trade.get_trades(filters).all() trades1 = Trade.get_trades_proxy(pair=pair, is_open=False, close_date=look_back_until) - trades = [trade for trade in trades1 if (str(trade.sell_reason) in ( + trades = [trade for trade in trades1 if (str(trade.exit_reason) in ( ExitType.TRAILING_STOP_LOSS.value, ExitType.STOP_LOSS.value, ExitType.STOPLOSS_ON_EXCHANGE.value) and trade.close_profit and trade.close_profit < 0)] diff --git a/freqtrade/resolvers/strategy_resolver.py b/freqtrade/resolvers/strategy_resolver.py index 87a9cc4b3..76515026c 100644 --- a/freqtrade/resolvers/strategy_resolver.py +++ b/freqtrade/resolvers/strategy_resolver.py @@ -85,10 +85,10 @@ class StrategyResolver(IResolver): ("protections", None), ("startup_candle_count", None), ("unfilledtimeout", None), - ("use_sell_signal", True), - ("sell_profit_only", False), - ("ignore_roi_if_buy_signal", False), - ("sell_profit_offset", 0.0), + ("use_exit_signal", True), + ("exit_profit_only", False), + ("ignore_roi_if_entry_signal", False), + ("exit_profit_offset", 0.0), ("disable_dataframe_checks", False), ("ignore_buying_expired_candle_after", 0), ("position_adjustment_enable", False), @@ -173,6 +173,12 @@ class StrategyResolver(IResolver): def validate_strategy(strategy: IStrategy) -> IStrategy: if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT: # Require new method + warn_deprecated_setting(strategy, 'sell_profit_only', 'exit_profit_only', True) + warn_deprecated_setting(strategy, 'sell_profit_offset', 'exit_profit_offset', True) + warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal', True) + warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', + 'ignore_roi_if_entry_signal', True) + if not check_override(strategy, IStrategy, 'populate_entry_trend'): raise OperationalException("`populate_entry_trend` must be implemented.") if not check_override(strategy, IStrategy, 'populate_exit_trend'): @@ -187,9 +193,16 @@ class StrategyResolver(IResolver): if check_override(strategy, IStrategy, 'custom_sell'): raise OperationalException( "Please migrate your implementation of `custom_sell` to `custom_exit`.") + else: # 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') + warn_deprecated_setting(strategy, 'use_sell_signal', 'use_exit_signal') + warn_deprecated_setting(strategy, 'ignore_roi_if_buy_signal', + 'ignore_roi_if_entry_signal') + if ( not check_override(strategy, IStrategy, 'populate_buy_trend') and not check_override(strategy, IStrategy, 'populate_entry_trend') @@ -262,6 +275,15 @@ class StrategyResolver(IResolver): ) +def warn_deprecated_setting(strategy: IStrategy, old: str, new: str, error=False): + if hasattr(strategy, old): + errormsg = f"DEPRECATED: Using '{old}' moved to '{new}'." + if error: + raise OperationalException(errormsg) + logger.warning(errormsg) + setattr(strategy, new, getattr(strategy, f'{old}')) + + def check_override(object, parentclass, attribute): """ Checks if a object overrides the parent class attribute. diff --git a/freqtrade/rpc/api_server/api_schemas.py b/freqtrade/rpc/api_server/api_schemas.py index 11baa9560..03049e0f4 100644 --- a/freqtrade/rpc/api_server/api_schemas.py +++ b/freqtrade/rpc/api_server/api_schemas.py @@ -113,7 +113,7 @@ class SellReason(BaseModel): class Stats(BaseModel): - sell_reasons: Dict[str, SellReason] + exit_reasons: Dict[str, SellReason] durations: Dict[str, Optional[float]] @@ -140,9 +140,9 @@ class UnfilledTimeout(BaseModel): class OrderTypes(BaseModel): entry: OrderTypeValues exit: OrderTypeValues - emergencyexit: Optional[OrderTypeValues] - forceexit: Optional[OrderTypeValues] - forceentry: Optional[OrderTypeValues] + emergency_exit: Optional[OrderTypeValues] + force_exit: Optional[OrderTypeValues] + force_entry: Optional[OrderTypeValues] stoploss: OrderTypeValues stoploss_on_exchange: bool stoploss_on_exchange_interval: Optional[int] @@ -174,7 +174,7 @@ class ShowConfig(BaseModel): timeframe_min: int exchange: str strategy: Optional[str] - forcebuy_enabled: bool + force_entry_enable: bool exit_pricing: Dict[str, Any] entry_pricing: Dict[str, Any] bot_name: str @@ -235,8 +235,9 @@ class TradeSchema(BaseModel): profit_pct: Optional[float] profit_abs: Optional[float] profit_fiat: Optional[float] - sell_reason: Optional[str] - sell_order_status: Optional[str] + sell_reason: Optional[str] # Deprecated + exit_reason: Optional[str] + exit_order_status: Optional[str] stop_loss_abs: Optional[float] stop_loss_ratio: Optional[float] stop_loss_pct: Optional[float] diff --git a/freqtrade/rpc/api_server/api_v1.py b/freqtrade/rpc/api_server/api_v1.py index 61c5243aa..69338d665 100644 --- a/freqtrade/rpc/api_server/api_v1.py +++ b/freqtrade/rpc/api_server/api_v1.py @@ -135,13 +135,13 @@ def show_config(rpc: Optional[RPC] = Depends(get_rpc_optional), config=Depends(g return resp -# /forcebuy is deprecated with short addition. use ForceEntry instead +# /forcebuy is deprecated with short addition. use /forceentry instead @router.post('/forceenter', response_model=ForceEnterResponse, tags=['trading']) @router.post('/forcebuy', response_model=ForceEnterResponse, tags=['trading']) -def forceentry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)): +def force_entry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)): ordertype = payload.ordertype.value if payload.ordertype else None stake_amount = payload.stakeamount if payload.stakeamount else None - entry_tag = payload.entry_tag if payload.entry_tag else 'forceentry' + entry_tag = payload.entry_tag if payload.entry_tag else 'force_entry' trade = rpc._rpc_force_entry(payload.pair, payload.price, order_side=payload.side, order_type=ordertype, stake_amount=stake_amount, @@ -154,11 +154,12 @@ def forceentry(payload: ForceEnterPayload, rpc: RPC = Depends(get_rpc)): {"status": f"Error entering {payload.side} trade for pair {payload.pair}."}) +# /forcesell is deprecated with short addition. use /forceexit instead @router.post('/forceexit', response_model=ResultMsg, tags=['trading']) @router.post('/forcesell', response_model=ResultMsg, tags=['trading']) def forcesell(payload: ForceExitPayload, rpc: RPC = Depends(get_rpc)): ordertype = payload.ordertype.value if payload.ordertype else None - return rpc._rpc_forceexit(payload.tradeid, ordertype) + return rpc._rpc_force_exit(payload.tradeid, ordertype) @router.get('/blacklist', response_model=BlacklistResponse, tags=['info', 'pairlist']) diff --git a/freqtrade/rpc/fiat_convert.py b/freqtrade/rpc/fiat_convert.py index 2ad844d57..df33693ac 100644 --- a/freqtrade/rpc/fiat_convert.py +++ b/freqtrade/rpc/fiat_convert.py @@ -86,7 +86,7 @@ class CryptoToFiatConverter: return None else: return None - found = [x for x in self._coinlistings if x['symbol'] == crypto_symbol] + found = [x for x in self._coinlistings if x['symbol'].lower() == crypto_symbol] if crypto_symbol in coingecko_mapping.keys(): found = [x for x in self._coinlistings if x['id'] == coingecko_mapping[crypto_symbol]] diff --git a/freqtrade/rpc/rpc.py b/freqtrade/rpc/rpc.py index 1388a9bda..258754b90 100644 --- a/freqtrade/rpc/rpc.py +++ b/freqtrade/rpc/rpc.py @@ -136,7 +136,7 @@ class RPC: ) if 'timeframe' in config else 0, 'exchange': config['exchange']['name'], 'strategy': config['strategy'], - 'forcebuy_enabled': config.get('forcebuy_enable', False), + 'force_entry_enable': config.get('force_entry_enable', False), 'exit_pricing': config.get('exit_pricing', {}), 'entry_pricing': config.get('entry_pricing', {}), 'state': str(botstate), @@ -428,13 +428,13 @@ class RPC: return 'losses' else: return 'draws' - trades = trades = Trade.get_trades([Trade.is_open.is_(False)]) + trades: List[Trade] = Trade.get_trades([Trade.is_open.is_(False)]) # Sell reason - sell_reasons = {} + exit_reasons = {} for trade in trades: - if trade.sell_reason not in sell_reasons: - sell_reasons[trade.sell_reason] = {'wins': 0, 'losses': 0, 'draws': 0} - sell_reasons[trade.sell_reason][trade_win_loss(trade)] += 1 + if trade.exit_reason not in exit_reasons: + exit_reasons[trade.exit_reason] = {'wins': 0, 'losses': 0, 'draws': 0} + exit_reasons[trade.exit_reason][trade_win_loss(trade)] += 1 # Duration dur: Dict[str, List[int]] = {'wins': [], 'draws': [], 'losses': []} @@ -448,7 +448,7 @@ class RPC: losses_dur = sum(dur['losses']) / len(dur['losses']) if len(dur['losses']) > 0 else None durations = {'wins': wins_dur, 'draws': draws_dur, 'losses': losses_dur} - return {'sell_reasons': sell_reasons, 'durations': durations} + return {'exit_reasons': exit_reasons, 'durations': durations} def _rpc_trade_statistics( self, stake_currency: str, fiat_display_currency: str, @@ -684,7 +684,7 @@ class RPC: return {'status': 'No more buy will occur from now. Run /reload_config to reset.'} - def _rpc_forceexit(self, trade_id: str, ordertype: Optional[str] = None) -> Dict[str, str]: + def _rpc_force_exit(self, trade_id: str, ordertype: Optional[str] = None) -> Dict[str, str]: """ Handler for forcesell . Sells the given trade at current price @@ -695,21 +695,21 @@ class RPC: if trade.open_order_id: order = self._freqtrade.exchange.fetch_order(trade.open_order_id, trade.pair) - if order['side'] == trade.enter_side: + if order['side'] == trade.entry_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"]) + "force_exit", self._freqtrade.strategy.order_types["exit"]) self._freqtrade.execute_trade_exit( trade, current_rate, exit_check, ordertype=order_type) @@ -732,7 +732,7 @@ class RPC: trade_filter=[Trade.id == trade_id, Trade.is_open.is_(True), ] ).first() if not trade: - logger.warning('forceexit: Invalid argument received') + logger.warning('force_exit: Invalid argument received') raise RPCException('invalid argument') _exec_forcesell(trade) @@ -744,14 +744,14 @@ class RPC: order_type: Optional[str] = None, order_side: SignalDirection = SignalDirection.LONG, stake_amount: Optional[float] = None, - enter_tag: Optional[str] = 'forceentry') -> Optional[Trade]: + enter_tag: Optional[str] = 'force_entry') -> Optional[Trade]: """ Handler for forcebuy Buys a pair trade at the given or current price """ - if not self._freqtrade.config.get('forcebuy_enable', False): - raise RPCException('Forceentry not enabled.') + if not self._freqtrade.config.get('force_entry_enable', False): + raise RPCException('Force_entry not enabled.') if self._freqtrade.state != State.RUNNING: raise RPCException('trader is not running') @@ -781,7 +781,7 @@ class RPC: # execute buy if not order_type: order_type = self._freqtrade.strategy.order_types.get( - 'forceentry', self._freqtrade.strategy.order_types['entry']) + 'force_entry', self._freqtrade.strategy.order_types['entry']) if self._freqtrade.execute_entry(pair, stake_amount, price, ordertype=order_type, trade=trade, is_short=is_short, @@ -848,16 +848,16 @@ class RPC: """ return Trade.get_enter_tag_performance(pair) - def _rpc_sell_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]: + def _rpc_exit_reason_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]: """ - Handler for sell reason performance. + Handler for exit reason performance. Shows a performance statistic from finished trades """ - return Trade.get_sell_reason_performance(pair) + return Trade.get_exit_reason_performance(pair) def _rpc_mix_tag_performance(self, pair: Optional[str]) -> List[Dict[str, Any]]: """ - Handler for mix tag (enter_tag + sell_reason) performance. + Handler for mix tag (enter_tag + exit_reason) performance. Shows a performance statistic from finished trades """ mix_tags = Trade.get_mix_tag_performance(pair) diff --git a/freqtrade/rpc/telegram.py b/freqtrade/rpc/telegram.py index b335b8a46..8f11ccbf2 100644 --- a/freqtrade/rpc/telegram.py +++ b/freqtrade/rpc/telegram.py @@ -108,7 +108,8 @@ class Telegram(RPCHandler): # this needs refactoring of the whole telegram module (same # problem in _help()). valid_keys: List[str] = [r'/start$', r'/stop$', r'/status$', r'/status table$', - r'/trades$', r'/performance$', r'/buys', r'/sells', r'/mix_tags', + r'/trades$', r'/performance$', r'/buys', r'/entries', + r'/sells', r'/exits', r'/mix_tags', r'/daily$', r'/daily \d+$', r'/profit$', r'/profit \d+', r'/stats$', r'/count$', r'/locks$', r'/balance$', r'/stopbuy$', r'/reload_config$', r'/show_config$', @@ -153,16 +154,16 @@ class Telegram(RPCHandler): CommandHandler('balance', self._balance), CommandHandler('start', self._start), CommandHandler('stop', self._stop), - CommandHandler(['forcesell', 'forceexit'], self._forceexit), + CommandHandler(['forcesell', 'forceexit', 'fx'], self._force_exit), CommandHandler(['forcebuy', 'forcelong'], partial( - self._forceenter, order_side=SignalDirection.LONG)), + self._force_enter, order_side=SignalDirection.LONG)), CommandHandler('forceshort', partial( - self._forceenter, order_side=SignalDirection.SHORT)), + self._force_enter, order_side=SignalDirection.SHORT)), CommandHandler('trades', self._trades), CommandHandler('delete', self._delete_trade), CommandHandler('performance', self._performance), CommandHandler(['buys', 'entries'], self._enter_tag_performance), - CommandHandler('sells', self._sell_reason_performance), + CommandHandler(['sells', 'exits'], self._exit_reason_performance), CommandHandler('mix_tags', self._mix_tag_performance), CommandHandler('stats', self._stats), CommandHandler('daily', self._daily), @@ -193,11 +194,11 @@ class Telegram(RPCHandler): CallbackQueryHandler(self._performance, pattern='update_performance'), CallbackQueryHandler(self._enter_tag_performance, pattern='update_enter_tag_performance'), - CallbackQueryHandler(self._sell_reason_performance, - pattern='update_sell_reason_performance'), + CallbackQueryHandler(self._exit_reason_performance, + pattern='update_exit_reason_performance'), CallbackQueryHandler(self._mix_tag_performance, pattern='update_mix_tag_performance'), CallbackQueryHandler(self._count, pattern='update_count'), - CallbackQueryHandler(self._forceenter_inline, pattern=r"\S+\/\S+"), + CallbackQueryHandler(self._force_enter_inline, pattern=r"\S+\/\S+"), CallbackQueryHandler(self._forceexit_inline, pattern=r"[0-9]+\s\S+\/\S+") ] for handle in handles: @@ -225,21 +226,20 @@ class Telegram(RPCHandler): # This can take up to `timeout` from the call to `start_polling`. self._updater.stop() - def _format_buy_msg(self, msg: Dict[str, Any]) -> str: + def _format_entry_msg(self, msg: Dict[str, Any]) -> str: if self._rpc._fiat_converter: msg['stake_amount_fiat'] = self._rpc._fiat_converter.convert_amount( msg['stake_amount'], msg['stake_currency'], msg['fiat_currency']) else: msg['stake_amount_fiat'] = 0 - is_fill = msg['type'] in [RPCMessageType.BUY_FILL, RPCMessageType.SHORT_FILL] + is_fill = msg['type'] in [RPCMessageType.ENTRY_FILL] emoji = '\N{CHECK MARK}' if is_fill else '\N{LARGE BLUE CIRCLE}' - enter_side = ({'enter': 'Long', 'entered': 'Longed'} if msg['type'] - in [RPCMessageType.BUY_FILL, RPCMessageType.BUY] + entry_side = ({'enter': 'Long', 'entered': 'Longed'} if msg['direction'] == 'Long' else {'enter': 'Short', 'entered': 'Shorted'}) message = ( f"{emoji} *{msg['exchange']}:*" - f" {enter_side['entered'] if is_fill else enter_side['enter']} {msg['pair']}" + f" {entry_side['entered'] if is_fill else entry_side['enter']} {msg['pair']}" f" (#{msg['trade_id']})\n" ) message += f"*Enter Tag:* `{msg['enter_tag']}`\n" if msg.get('enter_tag', None) else "" @@ -247,9 +247,9 @@ class Telegram(RPCHandler): if msg.get('leverage') and msg.get('leverage', 1.0) != 1.0: message += f"*Leverage:* `{msg['leverage']}`\n" - if msg['type'] in [RPCMessageType.BUY_FILL, RPCMessageType.SHORT_FILL]: + if msg['type'] in [RPCMessageType.ENTRY_FILL]: message += f"*Open Rate:* `{msg['open_rate']:.8f}`\n" - elif msg['type'] in [RPCMessageType.BUY, RPCMessageType.SHORT]: + elif msg['type'] in [RPCMessageType.ENTRY]: message += f"*Open Rate:* `{msg['limit']:.8f}`\n"\ f"*Current Rate:* `{msg['current_rate']:.8f}`\n" @@ -261,7 +261,7 @@ class Telegram(RPCHandler): message += ")`" return message - def _format_sell_msg(self, msg: Dict[str, Any]) -> str: + def _format_exit_msg(self, msg: Dict[str, Any]) -> str: msg['amount'] = round(msg['amount'], 8) msg['profit_percent'] = round(msg['profit_ratio'] * 100, 2) msg['duration'] = msg['close_date'].replace( @@ -285,41 +285,38 @@ class Telegram(RPCHandler): f" / {msg['profit_fiat']:.3f} {msg['fiat_currency']})") else: msg['profit_extra'] = '' - is_fill = msg['type'] == RPCMessageType.SELL_FILL + is_fill = msg['type'] == RPCMessageType.EXIT_FILL message = ( f"{msg['emoji']} *{msg['exchange']}:* " f"{'Exited' if is_fill else 'Exiting'} {msg['pair']} (#{msg['trade_id']})\n" f"*{'Profit' if is_fill else 'Unrealized Profit'}:* " f"`{msg['profit_ratio']:.2%}{msg['profit_extra']}`\n" f"*Enter Tag:* `{msg['enter_tag']}`\n" - f"*Exit Reason:* `{msg['sell_reason']}`\n" + f"*Exit Reason:* `{msg['exit_reason']}`\n" f"*Duration:* `{msg['duration']} ({msg['duration_min']:.1f} min)`\n" f"*Direction:* `{msg['direction']}`\n" f"{msg['leverage_text']}" f"*Amount:* `{msg['amount']:.8f}`\n" f"*Open Rate:* `{msg['open_rate']:.8f}`\n" ) - if msg['type'] == RPCMessageType.SELL: + if msg['type'] == RPCMessageType.EXIT: message += (f"*Current Rate:* `{msg['current_rate']:.8f}`\n" f"*Close Rate:* `{msg['limit']:.8f}`") - elif msg['type'] == RPCMessageType.SELL_FILL: + elif msg['type'] == RPCMessageType.EXIT_FILL: message += f"*Close Rate:* `{msg['close_rate']:.8f}`" return message def compose_message(self, msg: Dict[str, Any], msg_type: RPCMessageType) -> str: - if msg_type in [RPCMessageType.BUY, RPCMessageType.BUY_FILL, RPCMessageType.SHORT, - RPCMessageType.SHORT_FILL]: - message = self._format_buy_msg(msg) + if msg_type in [RPCMessageType.ENTRY, RPCMessageType.ENTRY_FILL]: + message = self._format_entry_msg(msg) - elif msg_type in [RPCMessageType.SELL, RPCMessageType.SELL_FILL]: - message = self._format_sell_msg(msg) + elif msg_type in [RPCMessageType.EXIT, RPCMessageType.EXIT_FILL]: + message = self._format_exit_msg(msg) - elif msg_type in (RPCMessageType.BUY_CANCEL, RPCMessageType.SHORT_CANCEL, - RPCMessageType.SELL_CANCEL): - msg['message_side'] = 'enter' if msg_type in [RPCMessageType.BUY_CANCEL, - RPCMessageType.SHORT_CANCEL] else 'exit' + elif msg_type in (RPCMessageType.ENTRY_CANCEL, RPCMessageType.EXIT_CANCEL): + msg['message_side'] = 'enter' if msg_type in [RPCMessageType.ENTRY_CANCEL] else 'exit' message = ("\N{WARNING SIGN} *{exchange}:* " "Cancelling {message_side} Order for {pair} (#{trade_id}). " "Reason: {reason}.".format(**msg)) @@ -356,14 +353,14 @@ class Telegram(RPCHandler): msg_type = msg['type'] noti = '' - if msg_type == RPCMessageType.SELL: + if msg_type == RPCMessageType.EXIT: sell_noti = self._config['telegram'] \ .get('notification_settings', {}).get(str(msg_type), {}) # For backward compatibility sell still can be string if isinstance(sell_noti, str): noti = sell_noti else: - noti = sell_noti.get(str(msg['sell_reason']), default_noti) + noti = sell_noti.get(str(msg['exit_reason']), default_noti) else: noti = self._config['telegram'] \ .get('notification_settings', {}).get(str(msg_type), default_noti) @@ -386,7 +383,7 @@ class Telegram(RPCHandler): return "\N{ROCKET}" elif float(msg['profit_percent']) >= 0.0: return "\N{EIGHT SPOKED ASTERISK}" - elif msg['sell_reason'] == "stop_loss": + elif msg['exit_reason'] == "stop_loss": return "\N{WARNING SIGN}" else: return "\N{CROSS MARK}" @@ -468,7 +465,7 @@ class Telegram(RPCHandler): for r in results: r['open_date_hum'] = arrow.get(r['open_date']).humanize() r['num_entries'] = len([o for o in r['orders'] if o['ft_is_entry']]) - r['sell_reason'] = r.get('sell_reason', "") + r['exit_reason'] = r.get('exit_reason', "") lines = [ "*Trade ID:* `{trade_id}`" + ("` (since {open_date_hum})`" if r['is_open'] else ""), @@ -477,7 +474,7 @@ class Telegram(RPCHandler): "*Leverage:* `{leverage}`" if r.get('leverage') else "", "*Amount:* `{amount} ({stake_amount} {base_currency})`", "*Enter Tag:* `{enter_tag}`" if r['enter_tag'] else "", - "*Exit Reason:* `{sell_reason}`" if r['sell_reason'] else "", + "*Exit Reason:* `{exit_reason}`" if r['exit_reason'] else "", ] if position_adjust: @@ -507,8 +504,8 @@ class Telegram(RPCHandler): lines.append("*Stoploss distance:* `{stoploss_current_dist:.8f}` " "`({stoploss_current_dist_ratio:.2%})`") if r['open_order']: - if r['sell_order_status']: - lines.append("*Open Order:* `{open_order}` - `{sell_order_status}`") + if r['exit_order_status']: + lines.append("*Open Order:* `{open_order}` - `{exit_order_status}`") else: lines.append("*Open Order:* `{open_order}`") @@ -769,27 +766,27 @@ class Telegram(RPCHandler): 'stop_loss': 'Stoploss', 'trailing_stop_loss': 'Trail. Stop', 'stoploss_on_exchange': 'Stoploss', - 'sell_signal': 'Sell Signal', - 'force_sell': 'Forcesell', - 'emergency_sell': 'Emergency Sell', + 'exit_signal': 'Exit Signal', + 'force_exit': 'Force Exit', + 'emergency_exit': 'Emergency Exit', } - sell_reasons_tabulate = [ + exit_reasons_tabulate = [ [ reason_map.get(reason, reason), sum(count.values()), count['wins'], count['losses'] - ] for reason, count in stats['sell_reasons'].items() + ] for reason, count in stats['exit_reasons'].items() ] - sell_reasons_msg = 'No trades yet.' - for reason in chunks(sell_reasons_tabulate, 25): - sell_reasons_msg = tabulate( + exit_reasons_msg = 'No trades yet.' + for reason in chunks(exit_reasons_tabulate, 25): + exit_reasons_msg = tabulate( reason, - headers=['Sell Reason', 'Sells', 'Wins', 'Losses'] + headers=['Exit Reason', 'Exits', 'Wins', 'Losses'] ) - if len(sell_reasons_tabulate) > 25: - self._send_msg(sell_reasons_msg, ParseMode.MARKDOWN) - sell_reasons_msg = '' + if len(exit_reasons_tabulate) > 25: + self._send_msg(exit_reasons_msg, ParseMode.MARKDOWN) + exit_reasons_msg = '' durations = stats['durations'] duration_msg = tabulate( @@ -801,7 +798,7 @@ class Telegram(RPCHandler): ], headers=['', 'Avg. Duration'] ) - msg = (f"""```\n{sell_reasons_msg}```\n```\n{duration_msg}```""") + msg = (f"""```\n{exit_reasons_msg}```\n```\n{duration_msg}```""") self._send_msg(msg, ParseMode.MARKDOWN) @@ -931,7 +928,7 @@ class Telegram(RPCHandler): self._send_msg('Status: `{status}`'.format(**msg)) @authorized_only - def _forceexit(self, update: Update, context: CallbackContext) -> None: + def _force_exit(self, update: Update, context: CallbackContext) -> None: """ Handler for /forcesell . Sells the given trade at current price @@ -974,14 +971,14 @@ class Telegram(RPCHandler): query.edit_message_text(text=f"Manually exiting: {query.data}") self._forceexit_action(trade_id) - def _forceenter_action(self, pair, price: Optional[float], order_side: SignalDirection): + def _force_enter_action(self, pair, price: Optional[float], order_side: SignalDirection): if pair != 'cancel': try: self._rpc._rpc_force_entry(pair, price, order_side=order_side) except RPCException as e: self._send_msg(str(e)) - def _forceenter_inline(self, update: Update, _: CallbackContext) -> None: + def _force_enter_inline(self, update: Update, _: CallbackContext) -> None: if update.callback_query: query = update.callback_query if query.data and '_||_' in query.data: @@ -989,7 +986,7 @@ class Telegram(RPCHandler): order_side = SignalDirection(side) query.answer() query.edit_message_text(text=f"Manually entering {order_side} for {pair}") - self._forceenter_action(pair, None, order_side) + self._force_enter_action(pair, None, order_side) @staticmethod def _layout_inline_keyboard(buttons: List[InlineKeyboardButton], @@ -1002,7 +999,7 @@ class Telegram(RPCHandler): return [buttons[i:i + cols] for i in range(0, len(buttons), cols)] @authorized_only - def _forceenter( + def _force_enter( self, update: Update, context: CallbackContext, order_side: SignalDirection) -> None: """ Handler for /forcelong and `/forceshort @@ -1015,7 +1012,7 @@ class Telegram(RPCHandler): if context.args: pair = context.args[0] price = float(context.args[1]) if len(context.args) > 1 else None - self._forceenter_action(pair, price, order_side) + self._force_enter_action(pair, price, order_side) else: whitelist = self._rpc._rpc_whitelist()['whitelist'] pair_buttons = [ @@ -1132,7 +1129,7 @@ class Telegram(RPCHandler): pair = context.args[0] trades = self._rpc._rpc_enter_tag_performance(pair) - output = "Buy Tag Performance:\n" + output = "Entry Tag Performance:\n" for i, trade in enumerate(trades): stat_line = ( f"{i+1}.\t {trade['enter_tag']}\t" @@ -1153,7 +1150,7 @@ class Telegram(RPCHandler): self._send_msg(str(e)) @authorized_only - def _sell_reason_performance(self, update: Update, context: CallbackContext) -> None: + def _exit_reason_performance(self, update: Update, context: CallbackContext) -> None: """ Handler for /sells. Shows a performance statistic from finished trades @@ -1166,11 +1163,11 @@ class Telegram(RPCHandler): if context.args and isinstance(context.args[0], str): pair = context.args[0] - trades = self._rpc._rpc_sell_reason_performance(pair) - output = "Sell Reason Performance:\n" + trades = self._rpc._rpc_exit_reason_performance(pair) + output = "Exit Reason Performance:\n" for i, trade in enumerate(trades): stat_line = ( - f"{i+1}.\t {trade['sell_reason']}\t" + f"{i+1}.\t {trade['exit_reason']}\t" f"{round_coin_value(trade['profit_abs'], self._config['stake_currency'])} " f"({trade['profit_ratio']:.2%}) " f"({trade['count']})\n") @@ -1182,7 +1179,7 @@ class Telegram(RPCHandler): output += stat_line self._send_msg(output, parse_mode=ParseMode.HTML, - reload_able=True, callback_path="update_sell_reason_performance", + reload_able=True, callback_path="update_exit_reason_performance", query=update.callback_query) except RPCException as e: self._send_msg(str(e)) @@ -1393,23 +1390,25 @@ class Telegram(RPCHandler): :param update: message update :return: None """ - forceenter_text = ("*/forcelong []:* `Instantly buys the given pair. " - "Optionally takes a rate at which to buy " - "(only applies to limit orders).` \n" - ) + force_enter_text = ("*/forcelong []:* `Instantly buys the given pair. " + "Optionally takes a rate at which to buy " + "(only applies to limit orders).` \n" + ) if self._rpc._freqtrade.trading_mode != TradingMode.SPOT: - forceenter_text += ("*/forceshort []:* `Instantly shorts the given pair. " - "Optionally takes a rate at which to sell " - "(only applies to limit orders).` \n") + force_enter_text += ("*/forceshort []:* `Instantly shorts the given pair. " + "Optionally takes a rate at which to sell " + "(only applies to limit orders).` \n") message = ( "_BotControl_\n" "------------\n" "*/start:* `Starts the trader`\n" "*/stop:* Stops the trader\n" "*/stopbuy:* `Stops buying, but handles open trades gracefully` \n" + # TODO: forceenter forceshort forcelong missing "*/forceexit |all:* `Instantly exits the given trade or all trades, " "regardless of profit`\n" - f"{forceenter_text if self._config.get('forcebuy_enable', False) else ''}" + "*/fe |all:* `Alias to /forceexit`" + f"{force_enter_text if self._config.get('force_entry_enable', False) else ''}" "*/delete :* `Instantly delete the given trade in the database`\n" "*/whitelist:* `Show current whitelist` \n" "*/blacklist [pair]:* `Show current blacklist, or adds one or more pairs " @@ -1438,8 +1437,8 @@ class Telegram(RPCHandler): " `pending buy orders are marked with an asterisk (*)`\n" " `pending sell orders are marked with a double asterisk (**)`\n" "*/buys :* `Shows the enter_tag performance`\n" - "*/sells :* `Shows the sell reason performance`\n" - "*/mix_tags :* `Shows combined buy tag + sell reason performance`\n" + "*/sells :* `Shows the exit reason performance`\n" + "*/mix_tags :* `Shows combined entry tag + exit reason performance`\n" "*/trades [limit]:* `Lists last closed trades (limited to 10 by default)`\n" "*/profit []:* `Lists cumulative profit from all finished trades, " "over the last n days`\n" diff --git a/freqtrade/rpc/webhook.py b/freqtrade/rpc/webhook.py index b0a884a88..a2edcbc85 100644 --- a/freqtrade/rpc/webhook.py +++ b/freqtrade/rpc/webhook.py @@ -43,23 +43,23 @@ class Webhook(RPCHandler): def send_msg(self, msg: Dict[str, Any]) -> None: """ Send a message to telegram channel """ try: - - if msg['type'] in [RPCMessageType.BUY, RPCMessageType.SHORT]: - valuedict = self._config['webhook'].get('webhookbuy', None) - elif msg['type'] in [RPCMessageType.BUY_CANCEL, RPCMessageType.SHORT_CANCEL]: - valuedict = self._config['webhook'].get('webhookbuycancel', None) - elif msg['type'] in [RPCMessageType.BUY_FILL, RPCMessageType.SHORT_FILL]: - valuedict = self._config['webhook'].get('webhookbuyfill', None) - elif msg['type'] == RPCMessageType.SELL: - valuedict = self._config['webhook'].get('webhooksell', None) - elif msg['type'] == RPCMessageType.SELL_FILL: - valuedict = self._config['webhook'].get('webhooksellfill', None) - elif msg['type'] == RPCMessageType.SELL_CANCEL: - valuedict = self._config['webhook'].get('webhooksellcancel', None) + whconfig = self._config['webhook'] + if msg['type'] in [RPCMessageType.ENTRY]: + valuedict = whconfig.get('webhookentry', None) + elif msg['type'] in [RPCMessageType.ENTRY_CANCEL]: + valuedict = whconfig.get('webhookentrycancel', None) + elif msg['type'] in [RPCMessageType.ENTRY_FILL]: + valuedict = whconfig.get('webhookentryfill', None) + elif msg['type'] == RPCMessageType.EXIT: + valuedict = whconfig.get('webhookexit', None) + elif msg['type'] == RPCMessageType.EXIT_FILL: + valuedict = whconfig.get('webhookexitfill', None) + elif msg['type'] == RPCMessageType.EXIT_CANCEL: + valuedict = whconfig.get('webhookexitcancel', None) elif msg['type'] in (RPCMessageType.STATUS, RPCMessageType.STARTUP, RPCMessageType.WARNING): - valuedict = self._config['webhook'].get('webhookstatus', None) + valuedict = whconfig.get('webhookstatus', None) else: raise NotImplementedError('Unknown message type: {}'.format(msg['type'])) if not valuedict: diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index 06fa121b3..b0ed6e72d 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -90,10 +90,10 @@ class IStrategy(ABC, HyperStrategyMixin): # run "populate_indicators" only for new candle process_only_new_candles: bool = False - use_sell_signal: bool - sell_profit_only: bool - sell_profit_offset: float - ignore_roi_if_buy_signal: bool + use_exit_signal: bool + exit_profit_only: bool + exit_profit_offset: float + ignore_roi_if_entry_signal: bool # Position adjustment is disabled by default position_adjustment_enable: bool = False @@ -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'] + 'exit_signal', 'force_exit', 'emergency_exit'] :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 @@ -339,7 +339,7 @@ class IStrategy(ABC, HyperStrategyMixin): return self.stoploss def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float, - entry_tag: Optional[str], **kwargs) -> float: + entry_tag: Optional[str], side: str, **kwargs) -> float: """ Custom entry price logic, returning the new entry price. @@ -351,6 +351,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param current_time: datetime object, containing the current datetime :param proposed_rate: Rate, calculated based on pricing settings in exit_pricing. :param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal. + :param side: 'long' or 'short' - indicating the direction of the proposed trade :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :return float: New entry price value if provided """ @@ -396,7 +397,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param current_rate: Rate, calculated based on pricing settings in exit_pricing. :param current_profit: Current profit (as ratio), calculated based on current_rate. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return: To execute exit, return a string with custom sell reason or True. Otherwise return + :return: To execute exit, return a string with custom exit reason or True. Otherwise return None or False. """ return None @@ -420,7 +421,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param current_rate: Rate, calculated based on pricing settings in exit_pricing. :param current_profit: Current profit (as ratio), calculated based on current_rate. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return: To execute exit, return a string with custom sell reason or True. Otherwise return + :return: To execute exit, return a string with custom exit reason or True. Otherwise return None or False. """ return self.custom_sell(pair, trade, current_time, current_rate, current_profit, **kwargs) @@ -634,8 +635,6 @@ class IStrategy(ABC, HyperStrategyMixin): dataframe[SignalTagType.ENTER_TAG.value] = None dataframe[SignalTagType.EXIT_TAG.value] = None - # Other Defs in strategy that want to be called every loop here - # twitter_sell = self.watch_twitter_feed(dataframe, metadata) logger.debug("Loop Analysis Launched") return dataframe @@ -716,7 +715,7 @@ class IStrategy(ABC, HyperStrategyMixin): """ Calculates current signal based based on the entry order or exit order columns of the dataframe. - Used by Bot to get the signal to buy, sell, short, or exit_short + Used by Bot to get the signal to enter, or exit :param pair: pair in format ANT/BTC :param timeframe: timeframe to use :param dataframe: Analyzed dataframe to get signal from. @@ -750,7 +749,7 @@ class IStrategy(ABC, HyperStrategyMixin): is_short: bool = None ) -> Tuple[bool, bool, Optional[str]]: """ - Calculates current exit signal based based on the buy/short or sell/exit_short + Calculates current exit signal based based on the dataframe columns of the dataframe. Used by Bot to get the signal to exit. depending on is_short, looks at "short" or "long" columns. @@ -787,9 +786,9 @@ class IStrategy(ABC, HyperStrategyMixin): dataframe: DataFrame, ) -> Tuple[Optional[SignalDirection], Optional[str]]: """ - Calculates current entry signal based based on the buy/short or sell/exit_short + Calculates current entry signal based based on the dataframe signals columns of the dataframe. - Used by Bot to get the signal to buy, sell, short, or exit_short + Used by Bot to get the signal to enter trades. :param pair: pair in format ANT/BTC :param timeframe: timeframe to use :param dataframe: Analyzed dataframe to get signal from. @@ -867,34 +866,34 @@ class IStrategy(ABC, HyperStrategyMixin): current_profit=current_profit, force_stoploss=force_stoploss, low=low, high=high) - # Set current rate to high for backtesting sell + # Set current rate to high for backtesting exits current_rate = (low if trade.is_short else high) or rate current_profit = trade.calc_profit_ratio(current_rate) # if enter signal and ignore_roi is set, we don't need to evaluate min_roi. - roi_reached = (not (enter and self.ignore_roi_if_buy_signal) + roi_reached = (not (enter and self.ignore_roi_if_entry_signal) and self.min_roi_reached(trade=trade, current_profit=current_profit, current_time=current_time)) - sell_signal = ExitType.NONE + exit_signal = ExitType.NONE custom_reason = '' # use provided rate in backtesting, not high/low. current_rate = rate current_profit = trade.calc_profit_ratio(current_rate) - if (self.sell_profit_only and current_profit <= self.sell_profit_offset): - # sell_profit_only and profit doesn't reach the offset - ignore sell signal + 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: + elif self.use_exit_signal and not enter: if exit_: - sell_signal = ExitType.SELL_SIGNAL + exit_signal = ExitType.EXIT_SIGNAL else: trade_type = "exit_short" if trade.is_short else "sell" custom_reason = strategy_safe_wrapper(self.custom_exit, default_retval=False)( pair=trade.pair, trade=trade, current_time=current_time, current_rate=current_rate, current_profit=current_profit) if custom_reason: - sell_signal = ExitType.CUSTOM_SELL + exit_signal = ExitType.CUSTOM_EXIT if isinstance(custom_reason, str): if len(custom_reason) > CUSTOM_EXIT_MAX_LENGTH: logger.warning(f'Custom {trade_type} reason returned from ' @@ -903,23 +902,23 @@ class IStrategy(ABC, HyperStrategyMixin): custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH] else: custom_reason = None - if sell_signal in (ExitType.CUSTOM_SELL, ExitType.SELL_SIGNAL): + if exit_signal in (ExitType.CUSTOM_EXIT, ExitType.EXIT_SIGNAL): logger.debug(f"{trade.pair} - Sell signal received. " - f"sell_type=ExitType.{sell_signal.name}" + + f"exit_type=ExitType.{exit_signal.name}" + (f", custom_reason={custom_reason}" if custom_reason else "")) - return ExitCheckTuple(exit_type=sell_signal, exit_reason=custom_reason) + return ExitCheckTuple(exit_type=exit_signal, exit_reason=custom_reason) # Sequence: # Exit-signal # ROI (if not stoploss) # Stoploss if roi_reached and stoplossflag.exit_type != ExitType.STOP_LOSS: - logger.debug(f"{trade.pair} - Required profit reached. sell_type=ExitType.ROI") + logger.debug(f"{trade.pair} - Required profit reached. exit_type=ExitType.ROI") return ExitCheckTuple(exit_type=ExitType.ROI) if stoplossflag.exit_flag: - logger.debug(f"{trade.pair} - Stoploss hit. sell_type={stoplossflag.exit_type}") + logger.debug(f"{trade.pair} - Stoploss hit. exit_type={stoplossflag.exit_type}") return stoplossflag # This one is noisy, commented out... @@ -988,11 +987,11 @@ class IStrategy(ABC, HyperStrategyMixin): if ((sl_higher_long or sl_lower_short) and (not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])): - sell_type = ExitType.STOP_LOSS + exit_type = ExitType.STOP_LOSS # If initial stoploss is not the same as current one then it is trailing. if trade.initial_stop_loss != trade.stop_loss: - sell_type = ExitType.TRAILING_STOP_LOSS + exit_type = ExitType.TRAILING_STOP_LOSS logger.debug( f"{trade.pair} - HIT STOP: current price at " f"{((high if trade.is_short else low) or current_rate):.6f}, " @@ -1007,7 +1006,7 @@ class IStrategy(ABC, HyperStrategyMixin): logger.debug(f"{trade.pair} - Trailing stop saved " f"{new_stoploss:.6f}") - return ExitCheckTuple(exit_type=sell_type) + return ExitCheckTuple(exit_type=exit_type) return ExitCheckTuple(exit_type=ExitType.NONE) @@ -1027,9 +1026,9 @@ class IStrategy(ABC, HyperStrategyMixin): def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool: """ Based on trade duration, current profit of the trade and ROI configuration, - decides whether bot should sell. + decides whether bot should exit. :param current_profit: current profit as ratio - :return: True if bot should sell at current rate + :return: True if bot should exit at current rate """ # Check if time matches and current rate is above threshold trade_dur = int((current_time.timestamp() - trade.open_date_utc.timestamp()) // 60) @@ -1045,7 +1044,7 @@ class IStrategy(ABC, HyperStrategyMixin): FT Internal method. Check if timeout is active, and if the order is still open and timed out """ - side = 'entry' if order.ft_order_side == trade.enter_side else 'exit' + side = 'entry' if order.ft_order_side == trade.entry_side else 'exit' timeout = self.config.get('unfilledtimeout', {}).get(side) if timeout is not None: @@ -1128,7 +1127,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param dataframe: DataFrame :param metadata: Additional information dictionary, with details like the currently traded pair - :return: DataFrame with sell column + :return: DataFrame with exit column """ logger.debug(f"Populating exit signals for pair {metadata.get('pair')}.") diff --git a/freqtrade/templates/base_config.json.j2 b/freqtrade/templates/base_config.json.j2 index f1f611a45..914aa964b 100644 --- a/freqtrade/templates/base_config.json.j2 +++ b/freqtrade/templates/base_config.json.j2 @@ -72,7 +72,7 @@ }, "bot_name": "freqtrade", "initial_state": "running", - "forcebuy_enable": false, + "force_entry_enable": false, "internals": { "process_throttle_secs": 5 } diff --git a/freqtrade/templates/base_strategy.py.j2 b/freqtrade/templates/base_strategy.py.j2 index e5eecf7eb..53237f67d 100644 --- a/freqtrade/templates/base_strategy.py.j2 +++ b/freqtrade/templates/base_strategy.py.j2 @@ -65,9 +65,9 @@ class {{ strategy }}(IStrategy): process_only_new_candles = False # These values can be overridden in the config. - use_sell_signal = True - sell_profit_only = False - ignore_roi_if_buy_signal = False + use_exit_signal = True + exit_profit_only = False + ignore_roi_if_entry_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 diff --git a/freqtrade/templates/sample_strategy.py b/freqtrade/templates/sample_strategy.py index 0c5c501cf..f0ae6c10d 100644 --- a/freqtrade/templates/sample_strategy.py +++ b/freqtrade/templates/sample_strategy.py @@ -65,9 +65,9 @@ class SampleStrategy(IStrategy): process_only_new_candles = False # These values can be overridden in the config. - use_sell_signal = True - sell_profit_only = False - ignore_roi_if_buy_signal = False + use_exit_signal = True + exit_profit_only = False + ignore_roi_if_entry_signal = False # Hyperoptable parameters buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True) diff --git a/freqtrade/templates/strategy_analysis_example.ipynb b/freqtrade/templates/strategy_analysis_example.ipynb index dc20d71b8..93e4b83ae 100644 --- a/freqtrade/templates/strategy_analysis_example.ipynb +++ b/freqtrade/templates/strategy_analysis_example.ipynb @@ -187,7 +187,7 @@ "trades = load_backtest_data(backtest_dir)\n", "\n", "# Show value-counts per pair\n", - "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" + "trades.groupby(\"pair\")[\"exit_reason\"].value_counts()" ] }, { @@ -257,7 +257,7 @@ "trades = load_trades_from_db(\"sqlite:///tradesv3.sqlite\")\n", "\n", "# Display results\n", - "trades.groupby(\"pair\")[\"sell_reason\"].value_counts()" + "trades.groupby(\"pair\")[\"exit_reason\"].value_counts()" ] }, { diff --git a/freqtrade/templates/subtemplates/exchange_bittrex.j2 b/freqtrade/templates/subtemplates/exchange_bittrex.j2 index 2d9afd578..023862314 100644 --- a/freqtrade/templates/subtemplates/exchange_bittrex.j2 +++ b/freqtrade/templates/subtemplates/exchange_bittrex.j2 @@ -1,7 +1,7 @@ "order_types": { "entry": "limit", "exit": "limit", - "emergencyexit": "limit", + "emergency_exit": "limit", "stoploss": "limit", "stoploss_on_exchange": false }, diff --git a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 index b2dbb736d..17dfa0873 100644 --- a/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 +++ b/freqtrade/templates/subtemplates/strategy_methods_advanced.j2 @@ -95,7 +95,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]': """ - Custom sell signal logic indicating that specified position should be sold. Returning a + Custom exit signal logic indicating that specified position should be sold. Returning a 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. @@ -103,7 +103,7 @@ def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', curre example you could implement a sell relative to the candle when the trade was opened, or a custom 1:2 risk-reward ROI. - Custom sell reason max length is 64. Exceeding characters will be removed. + Custom exit reason max length is 64. Exceeding characters will be removed. :param pair: Pair that's currently analyzed :param trade: trade object. @@ -111,7 +111,7 @@ def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', curre :param current_rate: Rate, calculated based on pricing settings in exit_pricing. :param current_profit: Current profit (as ratio), calculated based on current_rate. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return: To execute sell, return a string with custom sell reason or True. Otherwise return + :return: To execute sell, return a string with custom exit reason or True. Otherwise return None or False. """ return None @@ -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'] + 'exit_signal', 'force_exit', 'emergency_exit'] :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 diff --git a/requirements-dev.txt b/requirements-dev.txt index 063cfaa45..65de55b76 100644 --- a/requirements-dev.txt +++ b/requirements-dev.txt @@ -17,12 +17,12 @@ isort==5.10.1 time-machine==2.6.0 # Convert jupyter notebooks to markdown documents -nbconvert==6.4.4 +nbconvert==6.4.5 # mypy types types-cachetools==5.0.0 types-filelock==3.2.5 -types-requests==2.27.15 +types-requests==2.27.16 types-tabulate==0.8.6 # Extensions to datetime library diff --git a/requirements.txt b/requirements.txt index d305f91b4..eee88001d 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,12 +1,12 @@ numpy==1.22.3 -pandas==1.4.1 +pandas==1.4.2 pandas-ta==0.3.14b -ccxt==1.77.45 +ccxt==1.77.98 # Pin cryptography for now due to rust build errors with piwheels cryptography==36.0.2 aiohttp==3.8.1 -SQLAlchemy==1.4.32 +SQLAlchemy==1.4.34 python-telegram-bot==13.11 arrow==1.2.2 cachetools==4.2.2 @@ -31,7 +31,7 @@ python-rapidjson==1.6 sdnotify==0.3.2 # API Server -fastapi==0.75.0 +fastapi==0.75.1 uvicorn==0.17.6 pyjwt==2.3.0 aiofiles==0.8.0 diff --git a/scripts/rest_client.py b/scripts/rest_client.py index e23954dd4..9c5f820b9 100755 --- a/scripts/rest_client.py +++ b/scripts/rest_client.py @@ -261,7 +261,7 @@ class FtRestClient(): } return self._post("forcebuy", data=data) - def forceenter(self, pair, side, price=None): + def force_enter(self, pair, side, price=None): """Force entering a trade :param pair: Pair to buy (ETH/BTC) @@ -273,7 +273,7 @@ class FtRestClient(): "side": side, "price": price, } - return self._post("forceenter", data=data) + return self._post("force_enter", data=data) def forcesell(self, tradeid): """Force-sell a trade. diff --git a/tests/commands/test_commands.py b/tests/commands/test_commands.py index 7baa91720..22869638b 100644 --- a/tests/commands/test_commands.py +++ b/tests/commands/test_commands.py @@ -826,8 +826,9 @@ def test_download_data_trades(mocker, caplog): ] with pytest.raises(OperationalException, match="Trade download not supported for futures."): - - start_download_data(get_args(args)) + pargs = get_args(args) + pargs['config'] = None + start_download_data(pargs) def test_start_convert_trades(mocker, caplog): diff --git a/tests/conftest.py b/tests/conftest.py index 7c3bbe4a5..9cbb95531 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -87,7 +87,7 @@ def get_mock_coro(return_value): def patched_configuration_load_config_file(mocker, config) -> None: mocker.patch( - 'freqtrade.configuration.configuration.load_config_file', + 'freqtrade.configuration.load_config.load_config_file', lambda *args, **kwargs: config ) diff --git a/tests/conftest_trades.py b/tests/conftest_trades.py index 3e3ba9495..006eab98f 100644 --- a/tests/conftest_trades.py +++ b/tests/conftest_trades.py @@ -6,7 +6,7 @@ from freqtrade.persistence.models import Order, Trade MOCK_TRADE_COUNT = 6 -def enter_side(is_short: bool): +def entry_side(is_short: bool): return "sell" if is_short else "buy" @@ -23,7 +23,7 @@ def mock_order_1(is_short: bool): 'id': f'1234_{direc(is_short)}', 'symbol': 'ETH/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'average': 0.123, @@ -50,7 +50,7 @@ def mock_trade_1(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_1(is_short), 'ETH/BTC', entry_side(is_short)) trade.orders.append(o) return trade @@ -60,7 +60,7 @@ def mock_order_2(is_short: bool): 'id': f'1235_{direc(is_short)}', 'symbol': 'ETC/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, @@ -104,12 +104,12 @@ def mock_trade_2(fee, is_short: bool): strategy='StrategyTestV3', timeframe=5, enter_tag='TEST1', - sell_reason='sell_signal', + exit_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_2(is_short), 'ETC/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_2_sell(is_short), 'ETC/BTC', exit_side(is_short)) trade.orders.append(o) @@ -121,7 +121,7 @@ def mock_order_3(is_short: bool): 'id': f'41231a12a_{direc(is_short)}', 'symbol': 'XRP/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.05, 'amount': 123.0, @@ -164,12 +164,12 @@ def mock_trade_3(fee, is_short: bool): is_open=False, strategy='StrategyTestV3', timeframe=5, - sell_reason='roi', + exit_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_3(is_short), 'XRP/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_3_sell(is_short), 'XRP/BTC', exit_side(is_short)) trade.orders.append(o) @@ -181,7 +181,7 @@ def mock_order_4(is_short: bool): 'id': f'prod_buy_{direc(is_short)}_12345', 'symbol': 'ETC/BTC', 'status': 'open', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, @@ -210,7 +210,7 @@ def mock_trade_4(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_4(is_short), 'ETC/BTC', entry_side(is_short)) trade.orders.append(o) return trade @@ -220,7 +220,7 @@ def mock_order_5(is_short: bool): 'id': f'prod_buy_{direc(is_short)}_3455', 'symbol': 'XRP/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.123, 'amount': 123.0, @@ -264,7 +264,7 @@ def mock_trade_5(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_5(is_short), 'XRP/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_5_stoploss(is_short), 'XRP/BTC', 'stoploss') trade.orders.append(o) @@ -276,7 +276,7 @@ def mock_order_6(is_short: bool): 'id': f'prod_buy_{direc(is_short)}_6', 'symbol': 'LTC/BTC', 'status': 'closed', - 'side': enter_side(is_short), + 'side': entry_side(is_short), 'type': 'limit', 'price': 0.15, 'amount': 2.0, @@ -320,7 +320,7 @@ def mock_trade_6(fee, is_short: bool): timeframe=5, is_short=is_short ) - o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', enter_side(is_short)) + o = Order.parse_from_ccxt_object(mock_order_6(is_short), 'LTC/BTC', entry_side(is_short)) trade.orders.append(o) o = Order.parse_from_ccxt_object(mock_order_6_sell(is_short), 'LTC/BTC', exit_side(is_short)) trade.orders.append(o) @@ -401,7 +401,7 @@ def short_trade(fee): open_order_id='dry_run_exit_short_12345', strategy='DefaultStrategy', timeframe=5, - sell_reason='sell_signal', + exit_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), # close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), is_short=True @@ -490,7 +490,7 @@ def leverage_trade(fee): open_order_id='dry_run_leverage_buy_12368', strategy='DefaultStrategy', timeframe=5, - sell_reason='sell_signal', + exit_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=300), close_date=datetime.now(tz=timezone.utc), interest_rate=0.0005 diff --git a/tests/conftest_trades_usdt.py b/tests/conftest_trades_usdt.py index 508e54f03..59e7f0457 100644 --- a/tests/conftest_trades_usdt.py +++ b/tests/conftest_trades_usdt.py @@ -89,7 +89,7 @@ def mock_trade_usdt_2(fee): open_order_id='dry_run_sell_12345', strategy='StrategyTestV2', timeframe=5, - sell_reason='sell_signal', + exit_reason='sell_signal', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc) - timedelta(minutes=2), ) @@ -148,7 +148,7 @@ def mock_trade_usdt_3(fee): is_open=False, strategy='StrategyTestV2', timeframe=5, - sell_reason='roi', + exit_reason='roi', open_date=datetime.now(tz=timezone.utc) - timedelta(minutes=20), close_date=datetime.now(tz=timezone.utc), ) diff --git a/tests/edge/test_edge.py b/tests/edge/test_edge.py index 4ac27adc0..a43e82b22 100644 --- a/tests/edge/test_edge.py +++ b/tests/edge/test_edge.py @@ -95,8 +95,8 @@ tc1 = BTContainer(data=[ [6, 5000, 5025, 4975, 4987, 6172, 0, 0], # should sell ], stop_loss=-0.99, roi={"0": float('inf')}, profit_perc=0.00, - trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=2), - BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=4, close_tick=6)] + trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=2), + BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=4, close_tick=6)] ) # 3) Entered, sl 1%, candle drops 8% => Trade closed, 1% loss @@ -107,7 +107,7 @@ tc2 = BTContainer(data=[ [2, 5000, 5025, 4975, 4987, 6172, 0, 0], ], stop_loss=-0.01, roi={"0": float('inf')}, profit_perc=-0.01, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] ) # 4) Entered, sl 3 %, candle drops 4%, recovers to 1 % = > Trade closed, 3 % loss @@ -118,7 +118,7 @@ tc3 = BTContainer(data=[ [2, 5000, 5025, 4975, 4987, 6172, 0, 0], ], stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] ) # 5) Stoploss and sell are hit. should sell on stoploss @@ -129,7 +129,7 @@ tc4 = BTContainer(data=[ [2, 5000, 5025, 4975, 4987, 6172, 0, 0], ], stop_loss=-0.03, roi={"0": float('inf')}, profit_perc=-0.03, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] ) TESTS = [ @@ -162,7 +162,7 @@ def test_edge_results(edge_conf, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res = results.iloc[c] - assert res.exit_type == trade.sell_reason + assert res.exit_type == trade.exit_reason assert res.open_date == _get_frame_time_from_offset(trade.open_tick).replace(tzinfo=None) assert res.close_date == _get_frame_time_from_offset(trade.close_tick).replace(tzinfo=None) @@ -391,7 +391,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'trade_duration': '', 'open_rate': 17, 'close_rate': 17, - 'exit_type': 'sell_signal'}, + 'exit_type': 'exit_signal'}, {'pair': 'TEST/BTC', 'stoploss': -0.9, @@ -402,7 +402,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'trade_duration': '', 'open_rate': 20, 'close_rate': 20, - 'exit_type': 'sell_signal'}, + 'exit_type': 'exit_signal'}, {'pair': 'TEST/BTC', 'stoploss': -0.9, @@ -413,7 +413,7 @@ def test_process_expectancy(mocker, edge_conf, fee, risk_reward_ratio, expectanc 'trade_duration': '', 'open_rate': 26, 'close_rate': 34, - 'exit_type': 'sell_signal'} + 'exit_type': 'exit_signal'} ] trades_df = DataFrame(trades) diff --git a/tests/exchange/test_exchange.py b/tests/exchange/test_exchange.py index 14d5e6472..f0417c4c5 100644 --- a/tests/exchange/test_exchange.py +++ b/tests/exchange/test_exchange.py @@ -2130,7 +2130,8 @@ async def test__async_kucoin_get_candle_history(default_conf, mocker, caplog): "kucoin GET https://openapi-v2.kucoin.com/api/v1/market/candles?" "symbol=ETH-BTC&type=5min&startAt=1640268735&endAt=1640418735" "429 Too Many Requests" '{"code":"429000","msg":"Too Many Requests"}')) - exchange = get_patched_exchange(mocker, default_conf, api_mock, id="kucoin") + exchange = get_patched_exchange(mocker, default_conf, api_mock, id="KuCoin") + mocker.patch('freqtrade.exchange.Exchange.name', PropertyMock(return_value='KuCoin')) msg = "Kucoin 429 error, avoid triggering DDosProtection backoff delay" assert not num_log_has_re(msg, caplog) diff --git a/tests/optimize/__init__.py b/tests/optimize/__init__.py index ad14125b5..fc4125a42 100644 --- a/tests/optimize/__init__.py +++ b/tests/optimize/__init__.py @@ -15,7 +15,7 @@ class BTrade(NamedTuple): """ Minimalistic Trade result used for functional backtesting """ - sell_reason: ExitType + exit_reason: ExitType open_tick: int close_tick: int enter_tag: Optional[str] = None @@ -35,7 +35,7 @@ class BTContainer(NamedTuple): trailing_only_offset_is_reached: bool = False trailing_stop_positive: Optional[float] = None trailing_stop_positive_offset: float = 0.0 - use_sell_signal: bool = False + use_exit_signal: bool = False use_custom_stoploss: bool = False custom_entry_price: Optional[float] = None custom_exit_price: Optional[float] = None diff --git a/tests/optimize/conftest.py b/tests/optimize/conftest.py index 7b93773f0..8a9e0cbf0 100644 --- a/tests/optimize/conftest.py +++ b/tests/optimize/conftest.py @@ -44,7 +44,7 @@ def hyperopt_results(): 'profit_abs': [-0.2, 0.4, -0.2, 0.6], 'trade_duration': [10, 30, 10, 10], 'amount': [0.1, 0.1, 0.1, 0.1], - 'sell_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI], + 'exit_reason': [ExitType.STOP_LOSS, ExitType.ROI, ExitType.STOP_LOSS, ExitType.ROI], 'open_date': [ datetime(2019, 1, 1, 9, 15, 0), diff --git a/tests/optimize/test_backtest_detail.py b/tests/optimize/test_backtest_detail.py index f8de780b9..fca204b52 100644 --- a/tests/optimize/test_backtest_detail.py +++ b/tests/optimize/test_backtest_detail.py @@ -22,8 +22,8 @@ tc0 = BTContainer(data=[ [3, 5010, 5010, 4980, 5010, 6172, 0, 1], [4, 5010, 5011, 4977, 4995, 6172, 0, 0], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], - stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True, - trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] + stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True, + trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)] ) # Test 1: Stop-Loss Triggered 1% loss @@ -37,7 +37,7 @@ tc1 = BTContainer(data=[ [4, 4977, 4995, 4977, 4995, 6172, 0, 0], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)] ) @@ -52,7 +52,7 @@ tc2 = BTContainer(data=[ [4, 4962, 4987, 4937, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.03, roi={"0": 1}, profit_perc=-0.03, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)] ) @@ -72,8 +72,8 @@ tc3 = BTContainer(data=[ [5, 4962, 4987, 4000, 4000, 6172, 0, 0], # exit with stoploss hit [6, 4950, 4975, 4950, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 1}, profit_perc=-0.04, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2), - BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2), + BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=4, close_tick=5)] ) # Test 4: Minus 3% / recovery +15% @@ -89,7 +89,7 @@ tc4 = BTContainer(data=[ [4, 4962, 4987, 4937, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 0.06}, profit_perc=-0.02, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)] ) # Test 5: Drops 0.5% Closes +20%, ROI triggers 3% Gain @@ -103,7 +103,7 @@ tc5 = BTContainer(data=[ [4, 4962, 4987, 4962, 4972, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.01, roi={"0": 0.03}, profit_perc=0.03, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) # Test 6: Drops 3% / Recovers 6% Positive / Closes 1% positve, Stop-Loss triggers 2% Loss @@ -117,7 +117,7 @@ tc6 = BTContainer(data=[ [4, 4962, 4987, 4950, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 0.05}, profit_perc=-0.02, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2)] ) # Test 7: 6% Positive / 1% Negative / Close 1% Positve, ROI Triggers 3% Gain @@ -131,7 +131,7 @@ tc7 = BTContainer(data=[ [4, 4962, 4987, 4950, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.02, roi={"0": 0.03}, profit_perc=0.03, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)] ) @@ -145,7 +145,7 @@ tc8 = BTContainer(data=[ [3, 4850, 5050, 4650, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.055, trailing_stop=True, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) @@ -159,7 +159,7 @@ tc9 = BTContainer(data=[ [3, 5000, 5200, 4550, 4850, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.064, trailing_stop=True, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) # Test 10: trailing_stop should raise so candle 3 causes a stoploss @@ -175,7 +175,7 @@ tc10 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.1, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.10, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=4)] ) # Test 11: trailing_stop should raise so candle 3 causes a stoploss @@ -191,7 +191,7 @@ tc11 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) # Test 12: trailing_stop should raise in candle 2 and cause a stoploss in the same candle @@ -207,7 +207,7 @@ tc12 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.019, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] ) # Test 13: Buy and sell ROI on same candle @@ -220,7 +220,7 @@ tc13 = BTContainer(data=[ [3, 4850, 5050, 4750, 4750, 6172, 0, 0], [4, 4750, 4950, 4750, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)] ) # Test 14 - Buy and Stoploss on same candle @@ -233,7 +233,7 @@ tc14 = BTContainer(data=[ [3, 4850, 5050, 4750, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.05, roi={"0": 0.10}, profit_perc=-0.05, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1)] ) @@ -247,8 +247,8 @@ tc15 = BTContainer(data=[ [3, 4850, 5050, 4750, 4750, 6172, 0, 0], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.05, roi={"0": 0.01}, profit_perc=-0.04, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1), - BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1), + BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=2, close_tick=2)] ) # Test 16: Buy, hold for 65 min, then forcesell using roi=-1 @@ -263,7 +263,7 @@ tc16 = BTContainer(data=[ [4, 4962, 4987, 4950, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10, "65": -1}, profit_perc=-0.012, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) # Test 17: Buy, hold for 120 mins, then forcesell using roi=-1 @@ -279,7 +279,7 @@ tc17 = BTContainer(data=[ [4, 4962, 4987, 4950, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10, "120": -1}, profit_perc=-0.004, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) @@ -295,7 +295,7 @@ tc18 = BTContainer(data=[ [4, 4962, 4987, 4950, 4950, 6172, 0, 0], [5, 4950, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.04, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) # Test 19: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3. @@ -310,7 +310,7 @@ tc19 = BTContainer(data=[ [4, 4962, 4987, 4950, 4950, 6172, 0, 0], [5, 4550, 4975, 4550, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10, "120": 0.01}, profit_perc=0.01, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) # Test 20: Buy, hold for 119 mins, then drop ROI to 1%, causing a sell in candle 3. @@ -325,7 +325,7 @@ tc20 = BTContainer(data=[ [4, 4962, 4987, 4950, 4950, 6172, 0, 0], [5, 4925, 4975, 4925, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10, "119": 0.01}, profit_perc=0.01, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) # Test 21: trailing_stop ROI collision. @@ -342,7 +342,7 @@ tc21 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)] ) # Test 22: trailing_stop Raises in candle 2 - but ROI applies at the same time. @@ -358,7 +358,7 @@ tc22 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)] ) @@ -375,7 +375,7 @@ tc23 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.04}, profit_perc=0.04, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2, is_short=True)] ) # Test 24: trailing_stop Raises in candle 2 (does not trigger) @@ -394,7 +394,7 @@ tc24 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.1, "119": 0.03}, profit_perc=0.03, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) # Test 25: Sell with signal sell in candle 3 (stoploss also triggers on this candle) @@ -408,8 +408,8 @@ tc25 = BTContainer(data=[ [3, 5010, 5010, 4855, 5010, 6172, 0, 1], # Triggers stoploss + sellsignal [4, 5010, 5010, 4977, 4995, 6172, 0, 0], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], - stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_sell_signal=True, - trades=[BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)] + stop_loss=-0.01, roi={"0": 1}, profit_perc=-0.01, use_exit_signal=True, + trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=3)] ) # Test 26: Sell with signal sell in candle 3 (stoploss also triggers on this candle) @@ -423,8 +423,8 @@ tc26 = BTContainer(data=[ [3, 5010, 5010, 4986, 5010, 6172, 0, 1], [4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], - stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_sell_signal=True, - trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] + stop_loss=-0.01, roi={"0": 1}, profit_perc=0.002, use_exit_signal=True, + trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)] ) # Test 27: (copy of test26 with leverage) @@ -439,9 +439,9 @@ tc27 = BTContainer(data=[ [3, 5010, 5010, 4986, 5010, 6172, 0, 1], [4, 5010, 5010, 4855, 4995, 6172, 0, 0], # Triggers stoploss + sellsignal acted on [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], - stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True, + stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True, leverage=5.0, - trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] + trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)] ) # Test 28: (copy of test26 with leverage and as short) @@ -456,9 +456,9 @@ tc28 = BTContainer(data=[ [3, 5010, 5010, 4986, 5010, 6172, 0, 0, 0, 1], [4, 4990, 5010, 4855, 4995, 6172, 0, 0, 0, 0], # Triggers stoploss + sellsignal acted on [5, 4995, 4995, 4950, 4950, 6172, 0, 0, 0, 0]], - stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_sell_signal=True, + stop_loss=-0.05, roi={"0": 1}, profit_perc=0.002 * 5.0, use_exit_signal=True, leverage=5.0, - trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4, is_short=True)] + trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4, is_short=True)] ) # Test 29: Sell with signal sell in candle 3 (ROI at signal candle) # Stoploss at 10% (irrelevant), ROI at 5% (will trigger) @@ -471,8 +471,8 @@ tc29 = BTContainer(data=[ [3, 5010, 5251, 4986, 5010, 6172, 0, 1], # Triggers ROI, sell-signal [4, 5010, 5010, 4855, 4995, 6172, 0, 0], [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], - stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_sell_signal=True, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=3)] + stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.05, use_exit_signal=True, + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=3)] ) # Test 30: Sell with signal sell in candle 3 (ROI at signal candle) @@ -485,8 +485,8 @@ tc30 = BTContainer(data=[ [3, 5010, 5012, 4986, 5010, 6172, 0, 1], # sell-signal [4, 5010, 5251, 4855, 4995, 6172, 0, 0], # Triggers ROI, sell-signal acted on [5, 4995, 4995, 4950, 4950, 6172, 0, 0]], - stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_sell_signal=True, - trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=4)] + stop_loss=-0.10, roi={"0": 0.05}, profit_perc=0.002, use_exit_signal=True, + trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=4)] ) # Test 31: trailing_stop should raise so candle 3 causes a stoploss @@ -503,7 +503,7 @@ tc31 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.03, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3)] ) # Test 32: (Short of test 31) trailing_stop should raise so candle 3 causes a stoploss @@ -521,7 +521,7 @@ tc32 = BTContainer(data=[ trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.05, trailing_stop_positive=0.03, trades=[ - BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True) + BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=3, is_short=True) ] ) @@ -537,7 +537,7 @@ tc33 = BTContainer(data=[ [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.02, trailing_stop=True, trailing_stop_positive=0.03, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=2)] ) # Test 34: trailing_stop should be triggered immediately on trade open candle. @@ -551,7 +551,7 @@ tc34 = BTContainer(data=[ [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True, trailing_stop_positive=0.01, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] ) # Test 35: trailing_stop should be triggered immediately on trade open candle. @@ -566,7 +566,7 @@ tc35 = BTContainer(data=[ stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.01, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] ) # Test 36: trailing_stop should be triggered immediately on trade open candle. @@ -581,7 +581,7 @@ tc36 = BTContainer(data=[ stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, trailing_stop=True, trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, use_custom_stoploss=True, - trades=[BTrade(sell_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1)] ) # Test 37: trailing_stop should be triggered immediately on trade open candle. @@ -597,7 +597,7 @@ tc37 = BTContainer(data=[ trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, use_custom_stoploss=True, trades=[BTrade( - sell_reason=ExitType.TRAILING_STOP_LOSS, + exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, enter_tag='buy_signal_01' @@ -617,7 +617,7 @@ tc38 = BTContainer(data=[ trailing_only_offset_is_reached=True, trailing_stop_positive_offset=0.02, trailing_stop_positive=0.01, use_custom_stoploss=True, trades=[BTrade( - sell_reason=ExitType.TRAILING_STOP_LOSS, + exit_reason=ExitType.TRAILING_STOP_LOSS, open_tick=1, close_tick=1, enter_tag='short_signal_01', @@ -647,7 +647,7 @@ tc40 = BTContainer(data=[ [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, custom_entry_price=7200, trades=[ - BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1) + BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1) ]) # Test 41: Custom-entry-price above all candles should have rate adjusted to "entry candle high" @@ -661,7 +661,7 @@ tc41 = BTContainer(data=[ stop_loss=-0.01, roi={"0": 0.10}, profit_perc=-0.01, custom_entry_price=4000, trades=[ - BTrade(sell_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True) + BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=1, is_short=True) ] ) @@ -678,7 +678,7 @@ tc42 = BTContainer(data=[ [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01, custom_entry_price=4952, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=2)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=2)] ) # Test 43: Custom-entry-price around candle low @@ -693,7 +693,7 @@ tc43 = BTContainer(data=[ [4, 4750, 4950, 4350, 4750, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.01}, profit_perc=0.01, custom_entry_price=4952, - trades=[BTrade(sell_reason=ExitType.ROI, open_tick=1, close_tick=1)] + trades=[BTrade(exit_reason=ExitType.ROI, open_tick=1, close_tick=1)] ) # Test 44: Custom exit price below all candles @@ -706,9 +706,9 @@ tc44 = BTContainer(data=[ [3, 5100, 5100, 4950, 4950, 6172, 0, 0], [4, 5000, 5100, 4950, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=-0.01, - use_sell_signal=True, + use_exit_signal=True, custom_exit_price=4552, - trades=[BTrade(sell_reason=ExitType.SELL_SIGNAL, open_tick=1, close_tick=3)] + trades=[BTrade(exit_reason=ExitType.EXIT_SIGNAL, open_tick=1, close_tick=3)] ) # Test 45: Custom exit price above all candles @@ -721,9 +721,9 @@ tc45 = BTContainer(data=[ [3, 5100, 5100, 4950, 4950, 6172, 0, 0], [4, 5000, 5100, 4950, 4950, 6172, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, - use_sell_signal=True, + use_exit_signal=True, custom_exit_price=6052, - trades=[BTrade(sell_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 @@ -736,9 +736,9 @@ tc46 = BTContainer(data=[ [3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0], [4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, - use_sell_signal=True, + use_exit_signal=True, custom_exit_price=4700, - trades=[BTrade(sell_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 @@ -750,7 +750,7 @@ tc47 = BTContainer(data=[ [3, 5100, 5100, 4950, 4950, 6172, 0, 0, 0, 0], [4, 5000, 5100, 4950, 4950, 6172, 0, 0, 0, 0]], stop_loss=-0.10, roi={"0": 0.10}, profit_perc=0.0, - use_sell_signal=True, + use_exit_signal=True, trades=[] ) @@ -808,7 +808,7 @@ TESTS = [ @pytest.mark.parametrize("data", TESTS) -def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: +def test_backtest_results(default_conf, fee, mocker, caplog, data: BTContainer) -> None: """ run functional tests """ @@ -821,7 +821,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: if data.trailing_stop_positive is not None: default_conf["trailing_stop_positive"] = data.trailing_stop_positive default_conf["trailing_stop_positive_offset"] = data.trailing_stop_positive_offset - default_conf["use_sell_signal"] = data.use_sell_signal + default_conf["use_exit_signal"] = data.use_exit_signal mocker.patch("freqtrade.exchange.Exchange.get_fee", return_value=0.0) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) @@ -861,7 +861,7 @@ def test_backtest_results(default_conf, fee, mocker, caplog, data) -> None: for c, trade in enumerate(data.trades): res: BTrade = results.iloc[c] - assert res.sell_reason == trade.sell_reason.value + assert res.exit_reason == trade.exit_reason.value assert res.enter_tag == trade.enter_tag assert res.open_date == _get_frame_time_from_offset(trade.open_tick) assert res.close_date == _get_frame_time_from_offset(trade.close_tick) diff --git a/tests/optimize/test_backtesting.py b/tests/optimize/test_backtesting.py index cc5cf9e43..08957acf9 100644 --- a/tests/optimize/test_backtesting.py +++ b/tests/optimize/test_backtesting.py @@ -504,7 +504,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti def test_backtest__enter_trade(default_conf, fee, mocker) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) @@ -563,7 +563,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None: def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: - default_conf_usdt['use_sell_signal'] = False + default_conf_usdt['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) @@ -645,7 +645,7 @@ def test_backtest__enter_trade_futures(default_conf_usdt, fee, mocker) -> None: def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) @@ -713,7 +713,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None: # No data available. res = backtesting._get_sell_trade_entry(trade, row_sell) assert res is not None - assert res.sell_reason == ExitType.ROI.value + assert res.exit_reason == ExitType.ROI.value assert res.close_date_utc == datetime(2020, 1, 1, 5, 0, tzinfo=timezone.utc) # Enter new trade @@ -732,7 +732,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None: res = backtesting._get_sell_trade_entry(trade, row_sell) assert res is not None - assert res.sell_reason == ExitType.ROI.value + assert res.exit_reason == ExitType.ROI.value # Sell at minute 3 (not available above!) assert res.close_date_utc == datetime(2020, 1, 1, 5, 3, tzinfo=timezone.utc) sell_order = res.select_order('sell', True) @@ -740,7 +740,7 @@ def test_backtest__get_sell_trade_entry(default_conf, fee, mocker) -> None: def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) @@ -781,7 +781,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: 'trade_duration': [235, 40], 'profit_ratio': [0.0, 0.0], 'profit_abs': [0.0, 0.0], - 'sell_reason': [ExitType.ROI.value, ExitType.ROI.value], + 'exit_reason': [ExitType.ROI.value, ExitType.ROI.value], 'initial_stop_loss_abs': [0.0940005, 0.09272236], 'initial_stop_loss_ratio': [-0.1, -0.1], 'stop_loss_abs': [0.0940005, 0.09272236], @@ -807,7 +807,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None: def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) @@ -833,7 +833,7 @@ def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None def test_backtest_trim_no_data_left(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) @@ -878,7 +878,7 @@ def test_processed(default_conf, mocker, testdatadir) -> None: def test_backtest_dataprovider_analyzed_df(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=100000) @@ -1151,10 +1151,10 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir): def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): default_conf.update({ - "use_sell_signal": True, - "sell_profit_only": False, - "sell_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "use_exit_signal": True, + "exit_profit_only": False, + "exit_profit_offset": 0.0, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) backtestmock = MagicMock(return_value={ @@ -1178,7 +1178,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): text_table_bt_results=text_table_mock, text_table_strategy=strattable_mock, generate_pair_metrics=MagicMock(), - generate_sell_reason_stats=sell_reason_mock, + generate_exit_reason_stats=sell_reason_mock, generate_strategy_comparison=strat_summary, generate_daily_stats=MagicMock(), ) @@ -1228,10 +1228,10 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir): @pytest.mark.filterwarnings("ignore:deprecated") def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdatadir, capsys): default_conf.update({ - "use_sell_signal": True, - "sell_profit_only": False, - "sell_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "use_exit_signal": True, + "exit_profit_only": False, + "exit_profit_offset": 0.0, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'], @@ -1249,7 +1249,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat 'close_rate': [0.104969, 0.103541], "is_short": [False, False], - 'sell_reason': [ExitType.ROI, ExitType.ROI] + 'exit_reason': [ExitType.ROI, ExitType.ROI] }) result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'], 'profit_ratio': [0.03, 0.01, 0.1], @@ -1267,7 +1267,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat 'open_rate': [0.104445, 0.10302485, 0.122541], 'close_rate': [0.104969, 0.103541, 0.123541], "is_short": [False, False, False], - 'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] + 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] }) backtestmock = MagicMock(side_effect=[ { @@ -1346,10 +1346,10 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, default_conf_usdt.update({ "trading_mode": "futures", "margin_mode": "isolated", - "use_sell_signal": True, - "sell_profit_only": False, - "sell_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "use_exit_signal": True, + "exit_profit_only": False, + "exit_profit_offset": 0.0, + "ignore_roi_if_entry_signal": False, "strategy": CURRENT_TEST_STRATEGY, }) patch_exchange(mocker) @@ -1367,7 +1367,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, 'stake_amount': [0.01, 0.01], 'open_rate': [0.104445, 0.10302485], 'close_rate': [0.104969, 0.103541], - 'sell_reason': [ExitType.ROI, ExitType.ROI] + 'exit_reason': [ExitType.ROI, ExitType.ROI] }) result2 = pd.DataFrame({'pair': ['XRP/USDT', 'XRP/USDT', 'XRP/USDT'], 'profit_ratio': [0.03, 0.01, 0.1], @@ -1385,7 +1385,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker, 'stake_amount': [0.01, 0.01, 0.01], 'open_rate': [0.104445, 0.10302485, 0.122541], 'close_rate': [0.104969, 0.103541, 0.123541], - 'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] + 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] }) backtestmock = MagicMock(side_effect=[ { @@ -1450,10 +1450,10 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, caplog, testdatadir, capsys): # Tests detail-data loading default_conf.update({ - "use_sell_signal": True, - "sell_profit_only": False, - "sell_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "use_exit_signal": True, + "exit_profit_only": False, + "exit_profit_offset": 0.0, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'], @@ -1470,7 +1470,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, 'stake_amount': [0.01, 0.01], 'open_rate': [0.104445, 0.10302485], 'close_rate': [0.104969, 0.103541], - 'sell_reason': [ExitType.ROI, ExitType.ROI] + 'exit_reason': [ExitType.ROI, ExitType.ROI] }) result2 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC', 'ETH/BTC'], 'profit_ratio': [0.03, 0.01, 0.1], @@ -1488,7 +1488,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, 'stake_amount': [0.01, 0.01, 0.01], 'open_rate': [0.104445, 0.10302485, 0.122541], 'close_rate': [0.104969, 0.103541, 0.123541], - 'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] + 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] }) backtestmock = MagicMock(side_effect=[ { @@ -1557,10 +1557,10 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker, def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testdatadir, run_id, start_delta, cache): default_conf.update({ - "use_sell_signal": True, - "sell_profit_only": False, - "sell_profit_offset": 0.0, - "ignore_roi_if_buy_signal": False, + "use_exit_signal": True, + "exit_profit_only": False, + "exit_profit_offset": 0.0, + "ignore_roi_if_entry_signal": False, }) patch_exchange(mocker) backtestmock = MagicMock(return_value={ diff --git a/tests/optimize/test_backtesting_adjust_position.py b/tests/optimize/test_backtesting_adjust_position.py index 95847c660..5babfb548 100644 --- a/tests/optimize/test_backtesting_adjust_position.py +++ b/tests/optimize/test_backtesting_adjust_position.py @@ -14,7 +14,7 @@ from tests.conftest import patch_exchange def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> None: - default_conf['use_sell_signal'] = False + default_conf['use_exit_signal'] = False mocker.patch('freqtrade.exchange.Exchange.get_fee', fee) mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001) mocker.patch("freqtrade.exchange.Exchange.get_max_pair_stake_amount", return_value=float('inf')) @@ -60,7 +60,7 @@ def test_backtest_position_adjustment(default_conf, fee, mocker, testdatadir) -> 'trade_duration': [200, 40], 'profit_ratio': [0.0, 0.0], 'profit_abs': [0.0, 0.0], - 'sell_reason': [ExitType.ROI.value, ExitType.ROI.value], + 'exit_reason': [ExitType.ROI.value, ExitType.ROI.value], 'initial_stop_loss_abs': [0.0940005, 0.09272236], 'initial_stop_loss_ratio': [-0.1, -0.1], 'stop_loss_abs': [0.0940005, 0.09272236], diff --git a/tests/optimize/test_hyperopt.py b/tests/optimize/test_hyperopt.py index 3a6fe9293..ce6ae1880 100644 --- a/tests/optimize/test_hyperopt.py +++ b/tests/optimize/test_hyperopt.py @@ -357,8 +357,8 @@ def test_hyperopt_format_results(hyperopt): "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS, - ExitType.ROI, ExitType.FORCE_SELL] + "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS, + ExitType.ROI, ExitType.FORCE_EXIT] }), 'config': hyperopt.config, 'locks': [], @@ -428,8 +428,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None: "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS, - ExitType.ROI, ExitType.FORCE_SELL] + "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS, + ExitType.ROI, ExitType.FORCE_EXIT] }), 'config': hyperopt_conf, 'locks': [], diff --git a/tests/optimize/test_optimize_reports.py b/tests/optimize/test_optimize_reports.py index 3ff8d5870..ad9bcd978 100644 --- a/tests/optimize/test_optimize_reports.py +++ b/tests/optimize/test_optimize_reports.py @@ -15,9 +15,8 @@ from freqtrade.edge import PairInfo from freqtrade.enums import ExitType from freqtrade.optimize.optimize_reports import (_get_resample_from_period, generate_backtest_stats, generate_daily_stats, generate_edge_table, - generate_pair_metrics, + generate_exit_reason_stats, generate_pair_metrics, generate_periodic_breakdown_stats, - generate_sell_reason_stats, generate_strategy_comparison, generate_trading_stats, show_sorted_pairlist, store_backtest_stats, text_table_bt_results, @@ -77,8 +76,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir): "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [ExitType.ROI, ExitType.STOP_LOSS, - ExitType.ROI, ExitType.FORCE_SELL] + "exit_reason": [ExitType.ROI, ExitType.STOP_LOSS, + ExitType.ROI, ExitType.FORCE_EXIT] }), 'config': default_conf, 'locks': [], @@ -129,8 +128,8 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir): "is_open": [False, False, False, True], "is_short": [False, False, False, False], "stake_amount": [0.01, 0.01, 0.01, 0.01], - "sell_reason": [ExitType.ROI, ExitType.ROI, - ExitType.STOP_LOSS, ExitType.FORCE_SELL] + "exit_reason": [ExitType.ROI, ExitType.ROI, + ExitType.STOP_LOSS, ExitType.FORCE_EXIT] }), 'config': default_conf, 'locks': [], @@ -265,7 +264,7 @@ def test_generate_trading_stats(testdatadir): assert res['losses'] == 0 -def test_text_table_sell_reason(): +def test_text_table_exit_reason(): results = pd.DataFrame( { @@ -276,7 +275,7 @@ def test_text_table_sell_reason(): 'wins': [2, 0, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], - 'sell_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] + 'exit_reason': [ExitType.ROI, ExitType.ROI, ExitType.STOP_LOSS] } ) @@ -291,9 +290,9 @@ def test_text_table_sell_reason(): ' -0.2 | -5 |' ) - sell_reason_stats = generate_sell_reason_stats(max_open_trades=2, + exit_reason_stats = generate_exit_reason_stats(max_open_trades=2, results=results) - assert text_table_exit_reason(sell_reason_stats=sell_reason_stats, + assert text_table_exit_reason(exit_reason_stats=exit_reason_stats, stake_currency='BTC') == result_str @@ -308,23 +307,23 @@ def test_generate_sell_reason_stats(): 'wins': [2, 0, 0], 'draws': [0, 0, 0], 'losses': [0, 0, 1], - 'sell_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value] + 'exit_reason': [ExitType.ROI.value, ExitType.ROI.value, ExitType.STOP_LOSS.value] } ) - sell_reason_stats = generate_sell_reason_stats(max_open_trades=2, + exit_reason_stats = generate_exit_reason_stats(max_open_trades=2, results=results) - roi_result = sell_reason_stats[0] - assert roi_result['sell_reason'] == 'roi' + roi_result = exit_reason_stats[0] + assert roi_result['exit_reason'] == 'roi' assert roi_result['trades'] == 2 assert pytest.approx(roi_result['profit_mean']) == 0.15 assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2) assert pytest.approx(roi_result['profit_mean']) == 0.15 assert roi_result['profit_mean_pct'] == round(roi_result['profit_mean'] * 100, 2) - stop_result = sell_reason_stats[1] + stop_result = exit_reason_stats[1] - assert stop_result['sell_reason'] == 'stop_loss' + assert stop_result['exit_reason'] == 'stop_loss' assert stop_result['trades'] == 1 assert pytest.approx(stop_result['profit_mean']) == -0.1 assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2) diff --git a/tests/plugins/test_protections.py b/tests/plugins/test_protections.py index 69c42c93d..6b69f5481 100644 --- a/tests/plugins/test_protections.py +++ b/tests/plugins/test_protections.py @@ -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 = ExitType.SELL_SIGNAL, + sell_reason: str = ExitType.EXIT_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 = sell_reason return trade diff --git a/tests/rpc/test_rpc.py b/tests/rpc/test_rpc.py index 580ee5c84..8bdb81072 100644 --- a/tests/rpc/test_rpc.py +++ b/tests/rpc/test_rpc.py @@ -66,7 +66,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_trade_value': 0.0010025, 'close_rate_requested': ANY, 'sell_reason': ANY, - 'sell_order_status': ANY, + 'exit_reason': ANY, + 'exit_order_status': ANY, 'min_rate': ANY, 'max_rate': ANY, 'strategy': ANY, @@ -148,7 +149,8 @@ def test_rpc_trade_status(default_conf, ticker, fee, mocker) -> None: 'open_trade_value': ANY, 'close_rate_requested': ANY, 'sell_reason': ANY, - 'sell_order_status': ANY, + 'exit_reason': ANY, + 'exit_order_status': ANY, 'min_rate': ANY, 'max_rate': ANY, 'strategy': ANY, @@ -769,7 +771,7 @@ def test_rpc_stopbuy(mocker, default_conf) -> None: assert freqtradebot.config['max_open_trades'] == 0 -def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None: +def test_rpc_force_exit(default_conf, ticker, fee, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) cancel_order_mock = MagicMock() @@ -796,29 +798,29 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None: freqtradebot.state = State.STOPPED with pytest.raises(RPCException, match=r'.*trader is not running*'): - rpc._rpc_forceexit(None) + rpc._rpc_force_exit(None) freqtradebot.state = State.RUNNING with pytest.raises(RPCException, match=r'.*invalid argument*'): - rpc._rpc_forceexit(None) + rpc._rpc_force_exit(None) - msg = rpc._rpc_forceexit('all') + msg = rpc._rpc_force_exit('all') assert msg == {'result': 'Created sell orders for all open trades.'} freqtradebot.enter_positions() - msg = rpc._rpc_forceexit('all') + msg = rpc._rpc_force_exit('all') assert msg == {'result': 'Created sell orders for all open trades.'} freqtradebot.enter_positions() - msg = rpc._rpc_forceexit('2') + msg = rpc._rpc_force_exit('2') assert msg == {'result': 'Created sell order for trade 2.'} freqtradebot.state = State.STOPPED with pytest.raises(RPCException, match=r'.*trader is not running*'): - rpc._rpc_forceexit(None) + rpc._rpc_force_exit(None) with pytest.raises(RPCException, match=r'.*trader is not running*'): - rpc._rpc_forceexit('all') + rpc._rpc_force_exit('all') freqtradebot.state = State.RUNNING assert cancel_order_mock.call_count == 0 @@ -847,7 +849,7 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None: ) # check that the trade is called, which is done by ensuring exchange.cancel_order is called # and trade amount is updated - rpc._rpc_forceexit('3') + rpc._rpc_force_exit('3') assert cancel_order_mock.call_count == 1 assert trade.amount == filled_amount @@ -875,7 +877,7 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None: } ) # check that the trade is called, which is done by ensuring exchange.cancel_order is called - msg = rpc._rpc_forceexit('4') + msg = rpc._rpc_force_exit('4') assert msg == {'result': 'Created sell order for trade 4.'} assert cancel_order_mock.call_count == 2 assert trade.amount == amount @@ -892,7 +894,7 @@ def test_rpc_forceexit(default_conf, ticker, fee, mocker) -> None: 'filled': 0.0 } ) - msg = rpc._rpc_forceexit('3') + msg = rpc._rpc_force_exit('3') assert msg == {'result': 'Created sell order for trade 3.'} # status quo, no exchange calls assert cancel_order_mock.call_count == 3 @@ -1008,7 +1010,7 @@ def test_enter_tag_performance_handle_2(mocker, default_conf, markets, fee): assert prec_satoshi(res[0]['profit_pct'], 0.5) -def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, fee, +def test_exit_reason_performance_handle(default_conf, ticker, limit_buy_order, fee, limit_sell_order, mocker) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( @@ -1037,23 +1039,23 @@ def test_sell_reason_performance_handle(default_conf, ticker, limit_buy_order, f trade.close_date = datetime.utcnow() trade.is_open = False - res = rpc._rpc_sell_reason_performance(None) + res = rpc._rpc_exit_reason_performance(None) assert len(res) == 1 - assert res[0]['sell_reason'] == 'Other' + assert res[0]['exit_reason'] == 'Other' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit_pct'], 6.2) - trade.sell_reason = "TEST1" - res = rpc._rpc_sell_reason_performance(None) + trade.exit_reason = "TEST1" + res = rpc._rpc_exit_reason_performance(None) assert len(res) == 1 - assert res[0]['sell_reason'] == 'TEST1' + assert res[0]['exit_reason'] == 'TEST1' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit_pct'], 6.2) -def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee): +def test_exit_reason_performance_handle_2(mocker, default_conf, markets, fee): mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -1064,21 +1066,21 @@ def test_sell_reason_performance_handle_2(mocker, default_conf, markets, fee): create_mock_trades(fee) rpc = RPC(freqtradebot) - res = rpc._rpc_sell_reason_performance(None) + res = rpc._rpc_exit_reason_performance(None) assert len(res) == 2 - assert res[0]['sell_reason'] == 'sell_signal' + assert res[0]['exit_reason'] == 'sell_signal' assert res[0]['count'] == 1 assert prec_satoshi(res[0]['profit_pct'], 0.5) - assert res[1]['sell_reason'] == 'roi' + assert res[1]['exit_reason'] == 'roi' assert res[1]['count'] == 1 assert prec_satoshi(res[1]['profit_pct'], 1.0) # Test for a specific pair - res = rpc._rpc_sell_reason_performance('ETC/BTC') + res = rpc._rpc_exit_reason_performance('ETC/BTC') assert len(res) == 1 assert res[0]['count'] == 1 - assert res[0]['sell_reason'] == 'sell_signal' + assert res[0]['exit_reason'] == 'sell_signal' assert prec_satoshi(res[0]['profit_pct'], 0.5) @@ -1119,7 +1121,7 @@ def test_mix_tag_performance_handle(default_conf, ticker, limit_buy_order, fee, assert prec_satoshi(res[0]['profit_pct'], 6.2) trade.enter_tag = "TESTBUY" - trade.sell_reason = "TESTSELL" + trade.exit_reason = "TESTSELL" res = rpc._rpc_mix_tag_performance(None) assert len(res) == 1 @@ -1180,8 +1182,8 @@ def test_rpc_count(mocker, default_conf, ticker, fee) -> None: assert counts["current"] == 1 -def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None: - default_conf['forcebuy_enable'] = True +def test_rpc_force_entry(mocker, default_conf, ticker, fee, limit_buy_order_open) -> None: + default_conf['force_entry_enable'] = True mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) buy_mm = MagicMock(return_value=limit_buy_order_open) mocker.patch.multiple( @@ -1219,7 +1221,7 @@ def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open) pair = 'LTC/BTC' trade = rpc._rpc_force_entry(pair, 0.0001, order_type='limit', stake_amount=0.05) assert trade.stake_amount == 0.05 - assert trade.buy_tag == 'forceentry' + assert trade.buy_tag == 'force_entry' # Test not buying pair = 'XRP/BTC' @@ -1232,8 +1234,8 @@ def test_rpc_forceentry(mocker, default_conf, ticker, fee, limit_buy_order_open) assert trade is None -def test_rpc_forceentry_stopped(mocker, default_conf) -> None: - default_conf['forcebuy_enable'] = True +def test_rpc_force_entry_stopped(mocker, default_conf) -> None: + default_conf['force_entry_enable'] = True default_conf['initial_state'] = 'stopped' mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) @@ -1245,19 +1247,19 @@ def test_rpc_forceentry_stopped(mocker, default_conf) -> None: rpc._rpc_force_entry(pair, None) -def test_rpc_forceentry_disabled(mocker, default_conf) -> None: +def test_rpc_force_entry_disabled(mocker, default_conf) -> None: mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) freqtradebot = get_patched_freqtradebot(mocker, default_conf) patch_get_signal(freqtradebot) rpc = RPC(freqtradebot) pair = 'ETH/BTC' - with pytest.raises(RPCException, match=r'Forceentry not enabled.'): + with pytest.raises(RPCException, match=r'Force_entry not enabled.'): rpc._rpc_force_entry(pair, None) -def test_rpc_forceentry_wrong_mode(mocker, default_conf) -> None: - default_conf['forcebuy_enable'] = True +def test_rpc_force_entry_wrong_mode(mocker, default_conf) -> None: + default_conf['force_entry_enable'] = True mocker.patch('freqtrade.rpc.telegram.Telegram', MagicMock()) freqtradebot = get_patched_freqtradebot(mocker, default_conf) diff --git a/tests/rpc/test_rpc_apiserver.py b/tests/rpc/test_rpc_apiserver.py index 167f644c6..3e1710c8e 100644 --- a/tests/rpc/test_rpc_apiserver.py +++ b/tests/rpc/test_rpc_apiserver.py @@ -822,14 +822,14 @@ def test_api_stats(botclient, mocker, ticker, fee, markets, is_short): rc = client_get(client, f"{BASE_URI}/stats") assert_response(rc, 200) assert 'durations' in rc.json() - assert 'sell_reasons' in rc.json() + assert 'exit_reasons' in rc.json() create_mock_trades(fee, is_short=is_short) rc = client_get(client, f"{BASE_URI}/stats") assert_response(rc, 200) assert 'durations' in rc.json() - assert 'sell_reasons' in rc.json() + assert 'exit_reasons' in rc.json() assert 'wins' in rc.json()['durations'] assert 'losses' in rc.json()['durations'] @@ -962,7 +962,8 @@ def test_api_status(botclient, mocker, ticker, fee, markets, is_short, 'open_rate_requested': ANY, 'open_trade_value': open_trade_value, 'sell_reason': None, - 'sell_order_status': None, + 'exit_reason': None, + 'exit_order_status': None, 'strategy': CURRENT_TEST_STRATEGY, 'buy_tag': None, 'enter_tag': None, @@ -1076,16 +1077,16 @@ def test_api_whitelist(botclient): 'forcebuy', 'forceenter', ]) -def test_api_forceentry(botclient, mocker, fee, endpoint): +def test_api_force_entry(botclient, mocker, fee, endpoint): ftbot, client = botclient rc = client_post(client, f"{BASE_URI}/{endpoint}", data='{"pair": "ETH/BTC"}') assert_response(rc, 502) - assert rc.json() == {"error": f"Error querying /api/v1/{endpoint}: Forceentry not enabled."} + assert rc.json() == {"error": f"Error querying /api/v1/{endpoint}: Force_entry not enabled."} # enable forcebuy - ftbot.config['forcebuy_enable'] = True + ftbot.config['force_entry_enable'] = True fbuy_mock = MagicMock(return_value=None) mocker.patch("freqtrade.rpc.RPC._rpc_force_entry", fbuy_mock) @@ -1162,7 +1163,8 @@ def test_api_forceentry(botclient, mocker, fee, endpoint): 'open_rate_requested': None, 'open_trade_value': 0.24605460, 'sell_reason': None, - 'sell_order_status': None, + 'exit_reason': None, + 'exit_order_status': None, 'strategy': CURRENT_TEST_STRATEGY, 'buy_tag': None, 'enter_tag': None, diff --git a/tests/rpc/test_rpc_telegram.py b/tests/rpc/test_rpc_telegram.py index 4e3b7a5b0..641943620 100644 --- a/tests/rpc/test_rpc_telegram.py +++ b/tests/rpc/test_rpc_telegram.py @@ -95,9 +95,9 @@ def test_telegram_init(default_conf, mocker, caplog) -> None: message_str = ("rpc.telegram is listening for following commands: [['status'], ['profit'], " "['balance'], ['start'], ['stop'], " - "['forcesell', 'forceexit'], ['forcebuy', 'forcelong'], ['forceshort'], " + "['forcesell', 'forceexit', 'fx'], ['forcebuy', 'forcelong'], ['forceshort'], " "['trades'], ['delete'], ['performance'], " - "['buys', 'entries'], ['sells'], ['mix_tags'], " + "['buys', 'entries'], ['sells', 'exits'], ['mix_tags'], " "['stats'], ['daily'], ['weekly'], ['monthly'], " "['count'], ['locks'], ['unlock', 'delete_locks'], " "['reload_config', 'reload_conf'], ['show_config', 'show_conf'], " @@ -199,7 +199,7 @@ def test_telegram_status(default_conf, update, mocker) -> None: 'profit_ratio': -0.0059, 'initial_stop_loss_abs': 1.098e-05, 'stop_loss_abs': 1.099e-05, - 'sell_order_status': None, + 'exit_order_status': None, 'initial_stop_loss_ratio': -0.0005, 'stoploss_current_dist': 1e-08, 'stoploss_current_dist_ratio': -0.0002, @@ -837,7 +837,7 @@ def test_telegram_stats(default_conf, update, ticker, ticker_sell_up, fee, telegram._stats(update=update, context=MagicMock()) assert msg_mock.call_count == 1 - assert 'Sell Reason' in msg_mock.call_args_list[-1][0][0] + assert 'Exit Reason' in msg_mock.call_args_list[-1][0][0] assert 'ROI' in msg_mock.call_args_list[-1][0][0] assert 'Avg. Duration' in msg_mock.call_args_list[-1][0][0] msg_mock.reset_mock() @@ -1035,12 +1035,12 @@ def test_telegram_forcesell_handle(default_conf, update, ticker, fee, # /forcesell 1 context = MagicMock() context.args = ["1"] - telegram._forceexit(update=update, context=context) + telegram._force_exit(update=update, context=context) assert msg_mock.call_count == 4 last_msg = msg_mock.call_args_list[-2][0][0] assert { - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/BTC', @@ -1059,7 +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, + 'sell_reason': ExitType.FORCE_EXIT.value, + 'exit_reason': ExitType.FORCE_EXIT.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -1102,13 +1103,13 @@ def test_telegram_forcesell_down_handle(default_conf, update, ticker, fee, # /forcesell 1 context = MagicMock() context.args = ["1"] - telegram._forceexit(update=update, context=context) + telegram._force_exit(update=update, context=context) assert msg_mock.call_count == 4 last_msg = msg_mock.call_args_list[-2][0][0] assert { - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/BTC', @@ -1127,7 +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, + 'sell_reason': ExitType.FORCE_EXIT.value, + 'exit_reason': ExitType.FORCE_EXIT.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -1160,13 +1162,13 @@ def test_forcesell_all_handle(default_conf, update, ticker, fee, mocker) -> None # /forcesell all context = MagicMock() context.args = ["all"] - telegram._forceexit(update=update, context=context) + telegram._force_exit(update=update, context=context) # Called for each trade 2 times assert msg_mock.call_count == 8 msg = msg_mock.call_args_list[0][0][0] assert { - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/BTC', @@ -1185,7 +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, + 'sell_reason': ExitType.FORCE_EXIT.value, + 'exit_reason': ExitType.FORCE_EXIT.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -1204,7 +1207,7 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: # /forcesell 1 context = MagicMock() context.args = ["1"] - telegram._forceexit(update=update, context=context) + telegram._force_exit(update=update, context=context) assert msg_mock.call_count == 1 assert 'not running' in msg_mock.call_args_list[0][0][0] @@ -1214,12 +1217,12 @@ def test_forcesell_handle_invalid(default_conf, update, mocker) -> None: # /forcesell 123456 context = MagicMock() context.args = ["123456"] - telegram._forceexit(update=update, context=context) + telegram._force_exit(update=update, context=context) assert msg_mock.call_count == 1 assert 'invalid argument' in msg_mock.call_args_list[0][0][0] -def test_forceenter_handle(default_conf, update, mocker) -> None: +def test_force_enter_handle(default_conf, update, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) fbuy_mock = MagicMock(return_value=None) @@ -1231,7 +1234,7 @@ def test_forceenter_handle(default_conf, update, mocker) -> None: # /forcelong ETH/BTC context = MagicMock() context.args = ["ETH/BTC"] - telegram._forceenter(update=update, context=context, order_side=SignalDirection.LONG) + telegram._force_enter(update=update, context=context, order_side=SignalDirection.LONG) assert fbuy_mock.call_count == 1 assert fbuy_mock.call_args_list[0][0][0] == 'ETH/BTC' @@ -1244,7 +1247,7 @@ def test_forceenter_handle(default_conf, update, mocker) -> None: # /forcelong ETH/BTC 0.055 context = MagicMock() context.args = ["ETH/BTC", "0.055"] - telegram._forceenter(update=update, context=context, order_side=SignalDirection.LONG) + telegram._force_enter(update=update, context=context, order_side=SignalDirection.LONG) assert fbuy_mock.call_count == 1 assert fbuy_mock.call_args_list[0][0][0] == 'ETH/BTC' @@ -1252,20 +1255,20 @@ def test_forceenter_handle(default_conf, update, mocker) -> None: assert fbuy_mock.call_args_list[0][0][1] == 0.055 -def test_forceenter_handle_exception(default_conf, update, mocker) -> None: +def test_force_enter_handle_exception(default_conf, update, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) telegram, freqtradebot, msg_mock = get_telegram_testobject(mocker, default_conf) patch_get_signal(freqtradebot) update.message.text = '/forcebuy ETH/Nonepair' - telegram._forceenter(update=update, context=MagicMock(), order_side=SignalDirection.LONG) + telegram._force_enter(update=update, context=MagicMock(), order_side=SignalDirection.LONG) assert msg_mock.call_count == 1 - assert msg_mock.call_args_list[0][0][0] == 'Forceentry not enabled.' + assert msg_mock.call_args_list[0][0][0] == 'Force_entry not enabled.' -def test_forceenter_no_pair(default_conf, update, mocker) -> None: +def test_force_enter_no_pair(default_conf, update, mocker) -> None: mocker.patch('freqtrade.rpc.rpc.CryptoToFiatConverter._find_price', return_value=15000.0) fbuy_mock = MagicMock(return_value=None) @@ -1277,7 +1280,7 @@ def test_forceenter_no_pair(default_conf, update, mocker) -> None: context = MagicMock() context.args = [] - telegram._forceenter(update=update, context=context, order_side=SignalDirection.LONG) + telegram._force_enter(update=update, context=context, order_side=SignalDirection.LONG) assert fbuy_mock.call_count == 0 assert msg_mock.call_count == 1 @@ -1289,7 +1292,7 @@ def test_forceenter_no_pair(default_conf, update, mocker) -> None: update = MagicMock() update.callback_query = MagicMock() update.callback_query.data = 'XRP/USDT_||_long' - telegram._forceenter_inline(update, None) + telegram._force_enter_inline(update, None) assert fbuy_mock.call_count == 1 @@ -1325,8 +1328,8 @@ def test_telegram_performance_handle(default_conf, update, ticker, fee, assert 'ETH/BTC\t0.00006217 BTC (6.20%) (1)' in msg_mock.call_args_list[0][0][0] -def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee, - limit_buy_order, limit_sell_order, mocker) -> None: +def test_telegram_entry_tag_performance_handle( + default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker, @@ -1354,7 +1357,7 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee, context = MagicMock() telegram._enter_tag_performance(update=update, context=context) assert msg_mock.call_count == 1 - assert 'Buy Tag Performance' in msg_mock.call_args_list[0][0][0] + assert 'Entry Tag Performance' in msg_mock.call_args_list[0][0][0] assert 'TESTBUY\t0.00006217 BTC (6.20%) (1)' in msg_mock.call_args_list[0][0][0] context.args = [trade.pair] @@ -1370,7 +1373,7 @@ def test_telegram_buy_tag_performance_handle(default_conf, update, ticker, fee, assert "Error" in msg_mock.call_args_list[0][0][0] -def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, fee, +def test_telegram_exit_reason_performance_handle(default_conf, update, ticker, fee, limit_buy_order, limit_sell_order, mocker) -> None: mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -1384,7 +1387,7 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f freqtradebot.enter_positions() trade = Trade.query.first() assert trade - trade.sell_reason = 'TESTSELL' + trade.exit_reason = 'TESTSELL' # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') trade.update_trade(oobj) @@ -1396,19 +1399,19 @@ def test_telegram_sell_reason_performance_handle(default_conf, update, ticker, f trade.close_date = datetime.utcnow() trade.is_open = False context = MagicMock() - telegram._sell_reason_performance(update=update, context=context) + telegram._exit_reason_performance(update=update, context=context) assert msg_mock.call_count == 1 - assert 'Sell Reason Performance' in msg_mock.call_args_list[0][0][0] + assert 'Exit Reason Performance' in msg_mock.call_args_list[0][0][0] assert 'TESTSELL\t0.00006217 BTC (6.20%) (1)' in msg_mock.call_args_list[0][0][0] context.args = [trade.pair] - telegram._sell_reason_performance(update=update, context=context) + telegram._exit_reason_performance(update=update, context=context) assert msg_mock.call_count == 2 msg_mock.reset_mock() - mocker.patch('freqtrade.rpc.rpc.RPC._rpc_sell_reason_performance', + mocker.patch('freqtrade.rpc.rpc.RPC._rpc_exit_reason_performance', side_effect=RPCException('Error')) - telegram._sell_reason_performance(update=update, context=MagicMock()) + telegram._exit_reason_performance(update=update, context=MagicMock()) assert msg_mock.call_count == 1 assert "Error" in msg_mock.call_args_list[0][0][0] @@ -1430,7 +1433,7 @@ def test_telegram_mix_tag_performance_handle(default_conf, update, ticker, fee, assert trade trade.enter_tag = "TESTBUY" - trade.sell_reason = "TESTSELL" + trade.exit_reason = "TESTSELL" # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object(limit_buy_order, limit_buy_order['symbol'], 'buy') @@ -1759,10 +1762,10 @@ def test_show_config_handle(default_conf, update, mocker) -> None: @pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [ - (RPCMessageType.BUY, 'Long', 'long_signal_01', None), - (RPCMessageType.BUY, 'Long', 'long_signal_01', 1.0), - (RPCMessageType.BUY, 'Long', 'long_signal_01', 5.0), - (RPCMessageType.SHORT, 'Short', 'short_signal_01', 2.0)]) + (RPCMessageType.ENTRY, 'Long', 'long_signal_01', None), + (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 1.0), + (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 5.0), + (RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)]) def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, enter, enter_signal, leverage) -> None: @@ -1775,6 +1778,7 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, 'leverage': leverage, 'limit': 1.099e-05, 'order_type': 'limit', + 'direction': enter, 'stake_amount': 0.01465333, 'stake_amount_fiat': 0.0, 'stake_currency': 'BTC', @@ -1815,8 +1819,8 @@ def test_send_msg_buy_notification(default_conf, mocker, caplog, message_type, @pytest.mark.parametrize('message_type,enter_signal', [ - (RPCMessageType.BUY_CANCEL, 'long_signal_01'), - (RPCMessageType.SHORT_CANCEL, 'short_signal_01')]) + (RPCMessageType.ENTRY_CANCEL, 'long_signal_01'), + (RPCMessageType.ENTRY_CANCEL, 'short_signal_01')]) def test_send_msg_buy_cancel_notification(default_conf, mocker, message_type, enter_signal) -> None: telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) @@ -1863,14 +1867,14 @@ def test_send_msg_protection_notification(default_conf, mocker, time_machine) -> @pytest.mark.parametrize('message_type,entered,enter_signal,leverage', [ - (RPCMessageType.BUY_FILL, 'Longed', 'long_signal_01', 1.0), - (RPCMessageType.BUY_FILL, 'Longed', 'long_signal_02', 2.0), - (RPCMessageType.SHORT_FILL, 'Shorted', 'short_signal_01', 2.0), + (RPCMessageType.ENTRY_FILL, 'Long', 'long_signal_01', 1.0), + (RPCMessageType.ENTRY_FILL, 'Long', 'long_signal_02', 2.0), + (RPCMessageType.ENTRY_FILL, 'Short', 'short_signal_01', 2.0), ]) -def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, entered, - enter_signal, leverage) -> None: +def test_send_msg_entry_fill_notification(default_conf, mocker, message_type, entered, + enter_signal, leverage) -> None: - default_conf['telegram']['notification_settings']['buy_fill'] = 'on' + default_conf['telegram']['notification_settings']['entry_fill'] = 'on' telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) telegram.send_msg({ @@ -1881,6 +1885,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, ente 'pair': 'ETH/BTC', 'leverage': leverage, 'stake_amount': 0.01465333, + 'direction': entered, # 'stake_amount_fiat': 0.0, 'stake_currency': 'BTC', 'fiat_currency': 'USD', @@ -1890,7 +1895,7 @@ def test_send_msg_buy_fill_notification(default_conf, mocker, message_type, ente }) leverage_text = f'*Leverage:* `{leverage}`\n' if leverage != 1.0 else '' assert msg_mock.call_args[0][0] == ( - f'\N{CHECK MARK} *Binance:* {entered} ETH/BTC (#1)\n' + f'\N{CHECK MARK} *Binance:* {entered}ed ETH/BTC (#1)\n' f'*Enter Tag:* `{enter_signal}`\n' '*Amount:* `1333.33333333`\n' f"{leverage_text}" @@ -1906,7 +1911,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: old_convamount = telegram._rpc._fiat_converter.convert_amount telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812 telegram.send_msg({ - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'KEY/ETH', @@ -1923,7 +1928,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'stake_currency': 'ETH', 'fiat_currency': 'USD', 'enter_tag': 'buy_signal1', - 'sell_reason': ExitType.STOP_LOSS.value, + 'exit_reason': ExitType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(hours=-1), 'close_date': arrow.utcnow(), }) @@ -1942,7 +1947,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: msg_mock.reset_mock() telegram.send_msg({ - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'KEY/ETH', @@ -1957,7 +1962,7 @@ def test_send_msg_sell_notification(default_conf, mocker) -> None: 'profit_ratio': -0.57405275, 'stake_currency': 'ETH', 'enter_tag': 'buy_signal1', - 'sell_reason': ExitType.STOP_LOSS.value, + 'exit_reason': ExitType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'close_date': arrow.utcnow(), }) @@ -1984,7 +1989,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: old_convamount = telegram._rpc._fiat_converter.convert_amount telegram._rpc._fiat_converter.convert_amount = lambda a, b, c: -24.812 telegram.send_msg({ - 'type': RPCMessageType.SELL_CANCEL, + 'type': RPCMessageType.EXIT_CANCEL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'KEY/ETH', @@ -1996,7 +2001,7 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: msg_mock.reset_mock() telegram.send_msg({ - 'type': RPCMessageType.SELL_CANCEL, + 'type': RPCMessageType.EXIT_CANCEL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'KEY/ETH', @@ -2016,11 +2021,11 @@ def test_send_msg_sell_cancel_notification(default_conf, mocker) -> None: def test_send_msg_sell_fill_notification(default_conf, mocker, direction, enter_signal, leverage) -> None: - default_conf['telegram']['notification_settings']['sell_fill'] = 'on' + default_conf['telegram']['notification_settings']['exit_fill'] = 'on' telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) telegram.send_msg({ - 'type': RPCMessageType.SELL_FILL, + 'type': RPCMessageType.EXIT_FILL, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'KEY/ETH', @@ -2036,7 +2041,7 @@ def test_send_msg_sell_fill_notification(default_conf, mocker, direction, 'profit_ratio': -0.57405275, 'stake_currency': 'ETH', 'enter_tag': enter_signal, - 'sell_reason': ExitType.STOP_LOSS.value, + 'exit_reason': ExitType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(days=-1, hours=-2, minutes=-30), 'close_date': arrow.utcnow(), }) @@ -2093,9 +2098,9 @@ def test_send_msg_unknown_type(default_conf, mocker) -> None: @pytest.mark.parametrize('message_type,enter,enter_signal,leverage', [ - (RPCMessageType.BUY, 'Long', 'long_signal_01', None), - (RPCMessageType.BUY, 'Long', 'long_signal_01', 2.0), - (RPCMessageType.SHORT, 'Short', 'short_signal_01', 2.0)]) + (RPCMessageType.ENTRY, 'Long', 'long_signal_01', None), + (RPCMessageType.ENTRY, 'Long', 'long_signal_01', 2.0), + (RPCMessageType.ENTRY, 'Short', 'short_signal_01', 2.0)]) def test_send_msg_buy_notification_no_fiat( default_conf, mocker, message_type, enter, enter_signal, leverage) -> None: del default_conf['fiat_display_currency'] @@ -2110,6 +2115,7 @@ def test_send_msg_buy_notification_no_fiat( 'leverage': leverage, 'limit': 1.099e-05, 'order_type': 'limit', + 'direction': enter, 'stake_amount': 0.01465333, 'stake_amount_fiat': 0.0, 'stake_currency': 'BTC', @@ -2143,7 +2149,7 @@ def test_send_msg_sell_notification_no_fiat( telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf) telegram.send_msg({ - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'KEY/ETH', @@ -2160,7 +2166,7 @@ def test_send_msg_sell_notification_no_fiat( 'stake_currency': 'ETH', 'fiat_currency': 'USD', 'enter_tag': enter_signal, - 'sell_reason': ExitType.STOP_LOSS.value, + 'exit_reason': ExitType.STOP_LOSS.value, 'open_date': arrow.utcnow().shift(hours=-2, minutes=-35, seconds=-3), 'close_date': arrow.utcnow(), }) @@ -2182,13 +2188,13 @@ def test_send_msg_sell_notification_no_fiat( @pytest.mark.parametrize('msg,expected', [ - ({'profit_percent': 20.1, 'sell_reason': 'roi'}, "\N{ROCKET}"), - ({'profit_percent': 5.1, 'sell_reason': 'roi'}, "\N{ROCKET}"), - ({'profit_percent': 2.56, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), - ({'profit_percent': 1.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), - ({'profit_percent': 0.0, 'sell_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), - ({'profit_percent': -5.0, 'sell_reason': 'stop_loss'}, "\N{WARNING SIGN}"), - ({'profit_percent': -2.0, 'sell_reason': 'sell_signal'}, "\N{CROSS MARK}"), + ({'profit_percent': 20.1, 'exit_reason': 'roi'}, "\N{ROCKET}"), + ({'profit_percent': 5.1, 'exit_reason': 'roi'}, "\N{ROCKET}"), + ({'profit_percent': 2.56, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': 1.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': 0.0, 'exit_reason': 'roi'}, "\N{EIGHT SPOKED ASTERISK}"), + ({'profit_percent': -5.0, 'exit_reason': 'stop_loss'}, "\N{WARNING SIGN}"), + ({'profit_percent': -2.0, 'exit_reason': 'sell_signal'}, "\N{CROSS MARK}"), ]) def test__sell_emoji(default_conf, mocker, msg, expected): del default_conf['fiat_display_currency'] diff --git a/tests/rpc/test_rpc_webhook.py b/tests/rpc/test_rpc_webhook.py index 1d80b58e5..db357f80f 100644 --- a/tests/rpc/test_rpc_webhook.py +++ b/tests/rpc/test_rpc_webhook.py @@ -15,38 +15,38 @@ def get_webhook_dict() -> dict: return { "enabled": True, "url": "https://maker.ifttt.com/trigger/freqtrade_test/with/key/c764udvJ5jfSlswVRukZZ2/", - "webhookbuy": { + "webhookentry": { "value1": "Buying {pair}", "value2": "limit {limit:8f}", "value3": "{stake_amount:8f} {stake_currency}", "value4": "leverage {leverage:.1f}", "value5": "direction {direction}" }, - "webhookbuycancel": { + "webhookentrycancel": { "value1": "Cancelling Open Buy Order for {pair}", "value2": "limit {limit:8f}", "value3": "{stake_amount:8f} {stake_currency}", "value4": "leverage {leverage:.1f}", "value5": "direction {direction}" }, - "webhookbuyfill": { + "webhookentryfill": { "value1": "Buy Order for {pair} filled", "value2": "at {open_rate:8f}", "value3": "{stake_amount:8f} {stake_currency}", "value4": "leverage {leverage:.1f}", "value5": "direction {direction}" }, - "webhooksell": { + "webhookexit": { "value1": "Selling {pair}", "value2": "limit {limit:8f}", "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})" }, - "webhooksellcancel": { + "webhookexitcancel": { "value1": "Cancelling Open Sell Order for {pair}", "value2": "limit {limit:8f}", "value3": "profit: {profit_amount:8f} {stake_currency} ({profit_ratio})" }, - "webhooksellfill": { + "webhookexitfill": { "value1": "Sell Order for {pair} filled", "value2": "at {close_rate:8f}", "value3": "" @@ -74,7 +74,7 @@ def test_send_msg_webhook(default_conf, mocker): msg_mock = MagicMock() mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock) msg = { - 'type': RPCMessageType.BUY, + 'type': RPCMessageType.ENTRY, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'leverage': 1.0, @@ -88,20 +88,20 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhookbuy"]["value1"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhookbuy"]["value2"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhookbuy"]["value3"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value3"].format(**msg)) assert (msg_mock.call_args[0][0]["value4"] == - default_conf["webhook"]["webhookbuy"]["value4"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value4"].format(**msg)) assert (msg_mock.call_args[0][0]["value5"] == - default_conf["webhook"]["webhookbuy"]["value5"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value5"].format(**msg)) # Test short msg_mock.reset_mock() msg = { - 'type': RPCMessageType.SHORT, + 'type': RPCMessageType.ENTRY, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'leverage': 2.0, @@ -115,20 +115,20 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhookbuy"]["value1"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhookbuy"]["value2"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhookbuy"]["value3"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value3"].format(**msg)) assert (msg_mock.call_args[0][0]["value4"] == - default_conf["webhook"]["webhookbuy"]["value4"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value4"].format(**msg)) assert (msg_mock.call_args[0][0]["value5"] == - default_conf["webhook"]["webhookbuy"]["value5"].format(**msg)) + default_conf["webhook"]["webhookentry"]["value5"].format(**msg)) # Test buy cancel msg_mock.reset_mock() msg = { - 'type': RPCMessageType.BUY_CANCEL, + 'type': RPCMessageType.ENTRY_CANCEL, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'leverage': 1.0, @@ -142,16 +142,16 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhookbuycancel"]["value1"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhookbuycancel"]["value2"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhookbuycancel"]["value3"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value3"].format(**msg)) # Test short cancel msg_mock.reset_mock() msg = { - 'type': RPCMessageType.SHORT_CANCEL, + 'type': RPCMessageType.ENTRY_CANCEL, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'leverage': 2.0, @@ -165,20 +165,20 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhookbuycancel"]["value1"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhookbuycancel"]["value2"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhookbuycancel"]["value3"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value3"].format(**msg)) assert (msg_mock.call_args[0][0]["value4"] == - default_conf["webhook"]["webhookbuycancel"]["value4"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value4"].format(**msg)) assert (msg_mock.call_args[0][0]["value5"] == - default_conf["webhook"]["webhookbuycancel"]["value5"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value5"].format(**msg)) # Test buy fill msg_mock.reset_mock() msg = { - 'type': RPCMessageType.BUY_FILL, + 'type': RPCMessageType.ENTRY_FILL, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'leverage': 1.0, @@ -192,20 +192,20 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhookbuyfill"]["value1"].format(**msg)) + default_conf["webhook"]["webhookentryfill"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhookbuyfill"]["value2"].format(**msg)) + default_conf["webhook"]["webhookentryfill"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhookbuyfill"]["value3"].format(**msg)) + default_conf["webhook"]["webhookentryfill"]["value3"].format(**msg)) assert (msg_mock.call_args[0][0]["value4"] == - default_conf["webhook"]["webhookbuycancel"]["value4"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value4"].format(**msg)) assert (msg_mock.call_args[0][0]["value5"] == - default_conf["webhook"]["webhookbuycancel"]["value5"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value5"].format(**msg)) # Test short fill msg_mock.reset_mock() msg = { - 'type': RPCMessageType.SHORT_FILL, + 'type': RPCMessageType.ENTRY_FILL, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'leverage': 2.0, @@ -219,20 +219,20 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhookbuyfill"]["value1"].format(**msg)) + default_conf["webhook"]["webhookentryfill"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhookbuyfill"]["value2"].format(**msg)) + default_conf["webhook"]["webhookentryfill"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhookbuyfill"]["value3"].format(**msg)) + default_conf["webhook"]["webhookentryfill"]["value3"].format(**msg)) assert (msg_mock.call_args[0][0]["value4"] == - default_conf["webhook"]["webhookbuycancel"]["value4"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value4"].format(**msg)) assert (msg_mock.call_args[0][0]["value5"] == - default_conf["webhook"]["webhookbuycancel"]["value5"].format(**msg)) + default_conf["webhook"]["webhookentrycancel"]["value5"].format(**msg)) # Test sell msg_mock.reset_mock() msg = { - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'gain': "profit", @@ -249,15 +249,15 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhooksell"]["value1"].format(**msg)) + default_conf["webhook"]["webhookexit"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhooksell"]["value2"].format(**msg)) + default_conf["webhook"]["webhookexit"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhooksell"]["value3"].format(**msg)) + default_conf["webhook"]["webhookexit"]["value3"].format(**msg)) # Test sell cancel msg_mock.reset_mock() msg = { - 'type': RPCMessageType.SELL_CANCEL, + 'type': RPCMessageType.EXIT_CANCEL, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'gain': "profit", @@ -274,15 +274,15 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhooksellcancel"]["value1"].format(**msg)) + default_conf["webhook"]["webhookexitcancel"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhooksellcancel"]["value2"].format(**msg)) + default_conf["webhook"]["webhookexitcancel"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhooksellcancel"]["value3"].format(**msg)) + default_conf["webhook"]["webhookexitcancel"]["value3"].format(**msg)) # Test Sell fill msg_mock.reset_mock() msg = { - 'type': RPCMessageType.SELL_FILL, + 'type': RPCMessageType.EXIT_FILL, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'gain': "profit", @@ -299,11 +299,11 @@ def test_send_msg_webhook(default_conf, mocker): webhook.send_msg(msg=msg) assert msg_mock.call_count == 1 assert (msg_mock.call_args[0][0]["value1"] == - default_conf["webhook"]["webhooksellfill"]["value1"].format(**msg)) + default_conf["webhook"]["webhookexitfill"]["value1"].format(**msg)) assert (msg_mock.call_args[0][0]["value2"] == - default_conf["webhook"]["webhooksellfill"]["value2"].format(**msg)) + default_conf["webhook"]["webhookexitfill"]["value2"].format(**msg)) assert (msg_mock.call_args[0][0]["value3"] == - default_conf["webhook"]["webhooksellfill"]["value3"].format(**msg)) + default_conf["webhook"]["webhookexitfill"]["value3"].format(**msg)) for msgtype in [RPCMessageType.STATUS, RPCMessageType.WARNING, @@ -327,20 +327,20 @@ def test_send_msg_webhook(default_conf, mocker): def test_exception_send_msg(default_conf, mocker, caplog): default_conf["webhook"] = get_webhook_dict() - del default_conf["webhook"]["webhookbuy"] + del default_conf["webhook"]["webhookentry"] webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf) - webhook.send_msg({'type': RPCMessageType.BUY}) - assert log_has(f"Message type '{RPCMessageType.BUY}' not configured for webhooks", + webhook.send_msg({'type': RPCMessageType.ENTRY}) + assert log_has(f"Message type '{RPCMessageType.ENTRY}' not configured for webhooks", caplog) default_conf["webhook"] = get_webhook_dict() - default_conf["webhook"]["webhookbuy"]["value1"] = "{DEADBEEF:8f}" + default_conf["webhook"]["webhookentry"]["value1"] = "{DEADBEEF:8f}" msg_mock = MagicMock() mocker.patch("freqtrade.rpc.webhook.Webhook._send_msg", msg_mock) webhook = Webhook(RPC(get_patched_freqtradebot(mocker, default_conf)), default_conf) msg = { - 'type': RPCMessageType.BUY, + 'type': RPCMessageType.ENTRY, 'exchange': 'Binance', 'pair': 'ETH/BTC', 'limit': 0.005, diff --git a/tests/strategy/strats/strategy_test_v2.py b/tests/strategy/strats/strategy_test_v2.py index a9ca7d9e2..8996b227a 100644 --- a/tests/strategy/strats/strategy_test_v2.py +++ b/tests/strategy/strats/strategy_test_v2.py @@ -50,6 +50,8 @@ class StrategyTestV2(IStrategy): 'entry': 'gtc', 'exit': 'gtc', } + # Test legacy use_sell_signal definition + use_sell_signal = False # By default this strategy does not use Position Adjustments position_adjustment_enable = False diff --git a/tests/strategy/strats/strategy_test_v3.py b/tests/strategy/strats/strategy_test_v3.py index 168545bbb..372e29412 100644 --- a/tests/strategy/strats/strategy_test_v3.py +++ b/tests/strategy/strats/strategy_test_v3.py @@ -183,7 +183,7 @@ class StrategyTestV3(IStrategy): current_profit: float, min_stake: float, max_stake: float, **kwargs): if current_profit < -0.0075: - orders = trade.select_filled_orders(trade.enter_side) + orders = trade.select_filled_orders(trade.entry_side) return round(orders[0].cost, 0) return None diff --git a/tests/strategy/test_interface.py b/tests/strategy/test_interface.py index a5325a680..44a17ac02 100644 --- a/tests/strategy/test_interface.py +++ b/tests/strategy/test_interface.py @@ -503,15 +503,15 @@ def test_custom_exit(default_conf, fee, caplog) -> None: enter=False, exit_=False, low=None, high=None) assert res.exit_flag is True - assert res.exit_type == ExitType.CUSTOM_SELL - assert res.exit_reason == 'custom_sell' + assert res.exit_type == ExitType.CUSTOM_EXIT + assert res.exit_reason == 'custom_exit' strategy.custom_exit = MagicMock(return_value='hello world') res = strategy.should_exit(trade, 1, now, enter=False, exit_=False, low=None, high=None) - assert res.exit_type == ExitType.CUSTOM_SELL + assert res.exit_type == ExitType.CUSTOM_EXIT assert res.exit_flag is True assert res.exit_reason == 'hello world' @@ -520,7 +520,7 @@ def test_custom_exit(default_conf, fee, caplog) -> None: res = strategy.should_exit(trade, 1, now, enter=False, exit_=False, low=None, high=None) - assert res.exit_type == ExitType.CUSTOM_SELL + assert res.exit_type == ExitType.CUSTOM_EXIT assert res.exit_flag is True assert res.exit_reason == 'h' * 64 assert log_has_re('Custom sell reason returned from custom_exit is too long.*', caplog) diff --git a/tests/strategy/test_strategy_loading.py b/tests/strategy/test_strategy_loading.py index b1b67dcf0..e74a2a022 100644 --- a/tests/strategy/test_strategy_loading.py +++ b/tests/strategy/test_strategy_loading.py @@ -143,16 +143,6 @@ def test_strategy_can_short(caplog, default_conf): assert isinstance(strat, IStrategy) -def test_strategy_implements_populate_entry(caplog, default_conf): - caplog.set_level(logging.INFO) - default_conf.update({ - 'strategy': "StrategyTestV2", - }) - default_conf['trading_mode'] = 'futures' - with pytest.raises(OperationalException, match="`populate_entry_trend` must be implemented."): - StrategyResolver.load_strategy(default_conf) - - def test_strategy_override_minimal_roi(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ @@ -310,50 +300,50 @@ def test_strategy_override_order_tif(caplog, default_conf): StrategyResolver.load_strategy(default_conf) -def test_strategy_override_use_sell_signal(caplog, default_conf): +def test_strategy_override_use_exit_signal(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, }) strategy = StrategyResolver.load_strategy(default_conf) - assert strategy.use_sell_signal - assert isinstance(strategy.use_sell_signal, bool) + assert strategy.use_exit_signal + assert isinstance(strategy.use_exit_signal, bool) # must be inserted to configuration - assert 'use_sell_signal' in default_conf - assert default_conf['use_sell_signal'] + assert 'use_exit_signal' in default_conf + assert default_conf['use_exit_signal'] default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, - 'use_sell_signal': False, + 'use_exit_signal': False, }) strategy = StrategyResolver.load_strategy(default_conf) - assert not strategy.use_sell_signal - assert isinstance(strategy.use_sell_signal, bool) - assert log_has("Override strategy 'use_sell_signal' with value in config file: False.", caplog) + assert not strategy.use_exit_signal + assert isinstance(strategy.use_exit_signal, bool) + assert log_has("Override strategy 'use_exit_signal' with value in config file: False.", caplog) -def test_strategy_override_use_sell_profit_only(caplog, default_conf): +def test_strategy_override_use_exit_profit_only(caplog, default_conf): caplog.set_level(logging.INFO) default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, }) strategy = StrategyResolver.load_strategy(default_conf) - assert not strategy.sell_profit_only - assert isinstance(strategy.sell_profit_only, bool) + assert not strategy.exit_profit_only + assert isinstance(strategy.exit_profit_only, bool) # must be inserted to configuration - assert 'sell_profit_only' in default_conf - assert not default_conf['sell_profit_only'] + assert 'exit_profit_only' in default_conf + assert not default_conf['exit_profit_only'] default_conf.update({ 'strategy': CURRENT_TEST_STRATEGY, - 'sell_profit_only': True, + 'exit_profit_only': True, }) strategy = StrategyResolver.load_strategy(default_conf) - assert strategy.sell_profit_only - assert isinstance(strategy.sell_profit_only, bool) - assert log_has("Override strategy 'sell_profit_only' with value in config file: True.", caplog) + assert strategy.exit_profit_only + assert isinstance(strategy.exit_profit_only, bool) + assert log_has("Override strategy 'exit_profit_only' with value in config file: True.", caplog) @pytest.mark.filterwarnings("ignore:deprecated") @@ -391,7 +381,22 @@ def test_deprecate_populate_indicators(result, default_conf): @pytest.mark.filterwarnings("ignore:deprecated") -def test_missing_implements(default_conf): +def test_missing_implements(default_conf, caplog): + + default_location = Path(__file__).parent / "strats" + default_conf.update({'strategy': 'StrategyTestV2', + 'strategy_path': default_location}) + StrategyResolver.load_strategy(default_conf) + + log_has_re(r"DEPRECATED: .*use_sell_signal.*use_exit_signal.", caplog) + + default_conf['trading_mode'] = 'futures' + with pytest.raises(OperationalException, + match=r"DEPRECATED: .*use_sell_signal.*use_exit_signal."): + StrategyResolver.load_strategy(default_conf) + + default_conf['trading_mode'] = 'spot' + default_location = Path(__file__).parent / "strats/broken_strats" default_conf.update({'strategy': 'TestStrategyNoImplements', 'strategy_path': default_location}) diff --git a/tests/test_configuration.py b/tests/test_configuration.py index 3783e30a1..19355b9eb 100644 --- a/tests/test_configuration.py +++ b/tests/test_configuration.py @@ -160,7 +160,7 @@ def test_load_config_combine_dicts(default_conf, mocker, caplog) -> None: configsmock = MagicMock(side_effect=config_files) mocker.patch( - 'freqtrade.configuration.configuration.load_config_file', + 'freqtrade.configuration.load_config.load_config_file', configsmock ) @@ -191,7 +191,7 @@ def test_from_config(default_conf, mocker, caplog) -> None: mocker.patch('freqtrade.configuration.configuration.create_datadir', lambda c, x: x) configsmock = MagicMock(side_effect=config_files) - mocker.patch('freqtrade.configuration.configuration.load_config_file', configsmock) + mocker.patch('freqtrade.configuration.load_config.load_config_file', configsmock) validated_conf = Configuration.from_files(['test_conf.json', 'test2_conf.json']) @@ -214,7 +214,7 @@ def test_print_config(default_conf, mocker, caplog) -> None: configsmock = MagicMock(side_effect=config_files) mocker.patch('freqtrade.configuration.configuration.create_datadir', lambda c, x: x) - mocker.patch('freqtrade.configuration.configuration.load_config_file', configsmock) + mocker.patch('freqtrade.configuration.configuration.load_from_files', configsmock) validated_conf = Configuration.from_files(['test_conf.json']) @@ -772,15 +772,15 @@ def test_set_logfile(default_conf, mocker, tmpdir): def test_load_config_warn_forcebuy(default_conf, mocker, caplog) -> None: - default_conf['forcebuy_enable'] = True + default_conf['force_entry_enable'] = True patched_configuration_load_config_file(mocker, default_conf) args = Arguments(['trade']).get_parsed_arg() configuration = Configuration(args) validated_conf = configuration.load_config() - assert validated_conf.get('forcebuy_enable') - assert log_has('`forcebuy` RPC message enabled.', caplog) + assert validated_conf.get('force_entry_enable') + assert log_has('`force_entry_enable` RPC message enabled.', caplog) def test_validate_default_conf(default_conf) -> None: @@ -868,15 +868,15 @@ def test_validate_tsl(default_conf): def test_validate_edge2(edge_conf): edge_conf.update({ - "use_sell_signal": True, + "use_exit_signal": True, }) # Passes test validate_config_consistency(edge_conf) edge_conf.update({ - "use_sell_signal": False, + "use_exit_signal": False, }) - with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, " + with pytest.raises(OperationalException, match="Edge requires `use_exit_signal` to be True, " "otherwise no sells will happen."): validate_config_consistency(edge_conf) @@ -977,7 +977,7 @@ def test__validate_order_types(default_conf, caplog) -> None: assert log_has_re(r"DEPRECATED: Using 'buy' and 'sell' for order_types is.*", caplog) assert conf['order_types']['entry'] == 'limit' assert conf['order_types']['exit'] == 'market' - assert conf['order_types']['forceentry'] == 'limit' + assert conf['order_types']['force_entry'] == 'limit' assert 'buy' not in conf['order_types'] assert 'sell' not in conf['order_types'] assert 'forcebuy' not in conf['order_types'] @@ -1238,14 +1238,8 @@ def test_pairlist_resolving_fallback(mocker): @pytest.mark.parametrize("setting", [ - ("ask_strategy", "use_sell_signal", True, - None, "use_sell_signal", False), - ("ask_strategy", "sell_profit_only", True, - None, "sell_profit_only", False), - ("ask_strategy", "sell_profit_offset", 0.1, - None, "sell_profit_offset", 0.01), - ("ask_strategy", "ignore_roi_if_buy_signal", True, - None, "ignore_roi_if_buy_signal", False), + ("webhook", "webhookbuy", 'testWEbhook', + "webhook", "webhookentry", 'testWEbhook'), ("ask_strategy", "ignore_buying_expired_candle_after", 5, None, "ignore_buying_expired_candle_after", 6), ]) diff --git a/tests/test_freqtradebot.py b/tests/test_freqtradebot.py index 8de94d249..e4066413e 100644 --- a/tests/test_freqtradebot.py +++ b/tests/test_freqtradebot.py @@ -25,7 +25,7 @@ from freqtrade.worker import Worker from tests.conftest import (create_mock_trades, get_patched_freqtradebot, get_patched_worker, log_has, log_has_re, patch_edge, patch_exchange, patch_get_signal, patch_wallet, patch_whitelist) -from tests.conftest_trades import (MOCK_TRADE_COUNT, enter_side, exit_side, mock_order_1, +from tests.conftest_trades import (MOCK_TRADE_COUNT, entry_side, exit_side, mock_order_1, mock_order_2, mock_order_2_sell, mock_order_3, mock_order_3_sell, mock_order_4, mock_order_5_stoploss, mock_order_6_sell) @@ -236,6 +236,8 @@ def test_edge_overrides_stoploss(limit_order, fee, caplog, mocker, assert freqtrade.handle_trade(trade) is not ignore_strat_sl if not ignore_strat_sl: assert log_has_re('Exit for NEO/BTC detected. Reason: stop_loss.*', caplog) + assert trade.exit_reason == ExitType.STOP_LOSS.value + # Test compatibility ... assert trade.sell_reason == ExitType.STOP_LOSS.value @@ -301,7 +303,7 @@ def test_create_trade(default_conf_usdt, ticker_usdt, limit_order, # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object( - limit_order[enter_side(is_short)], 'ADA/USDT', enter_side(is_short)) + limit_order[entry_side(is_short)], 'ADA/USDT', entry_side(is_short)) trade.update_trade(oobj) assert trade.open_rate == open_rate @@ -339,7 +341,7 @@ def test_create_trade_minimal_amount( ) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - enter_mock = MagicMock(return_value=limit_order_open[enter_side(is_short)]) + enter_mock = MagicMock(return_value=limit_order_open[entry_side(is_short)]) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, @@ -535,8 +537,8 @@ def test_process_trade_creation(default_conf_usdt, ticker_usdt, limit_order, lim mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, - create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]), - fetch_order=MagicMock(return_value=limit_order[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]), + fetch_order=MagicMock(return_value=limit_order[entry_side(is_short)]), get_fee=fee, ) freqtrade = FreqtradeBot(default_conf_usdt) @@ -749,8 +751,8 @@ def test_execute_entry(mocker, default_conf_usdt, fee, limit_order, (10 - (2 / 1)) / (1 - (0.01 + 0.0006)) = 8.085708510208207 """ # TODO: Split this test into multiple tests to improve readability - open_order = limit_order_open[enter_side(is_short)] - order = limit_order[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] + order = limit_order[entry_side(is_short)] default_conf_usdt['trading_mode'] = trading_mode default_conf_usdt['liquidation_buffer'] = liq_buffer leverage = 1.0 if trading_mode == 'spot' else 5.0 @@ -973,7 +975,7 @@ def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order 'ask': 2.2, 'last': 1.9 }), - create_order=MagicMock(return_value=limit_order[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order[entry_side(is_short)]), get_rate=MagicMock(return_value=0.11), get_min_pair_stake_amount=MagicMock(return_value=1), get_fee=fee, @@ -984,11 +986,11 @@ def test_execute_entry_confirm_error(mocker, default_conf_usdt, fee, limit_order freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=ValueError) assert freqtrade.execute_entry(pair, stake_amount) - limit_order[enter_side(is_short)]['id'] = '222' + limit_order[entry_side(is_short)]['id'] = '222' freqtrade.strategy.confirm_trade_entry = MagicMock(side_effect=Exception) assert freqtrade.execute_entry(pair, stake_amount) - limit_order[enter_side(is_short)]['id'] = '2223' + limit_order[entry_side(is_short)]['id'] = '2223' freqtrade.strategy.confirm_trade_entry = MagicMock(return_value=True) assert freqtrade.execute_entry(pair, stake_amount) @@ -1008,7 +1010,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, 'ask': 2.2, 'last': 1.9 }), - create_order=MagicMock(return_value=limit_order[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order[entry_side(is_short)]), get_rate=MagicMock(return_value=0.11), # Minimum stake-amount is ~5$ get_maintenance_ratio_and_amt=MagicMock(return_value=(0.0, 0.0)), @@ -1030,7 +1032,7 @@ def test_execute_entry_min_leverage(mocker, default_conf_usdt, fee, limit_order, def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) @@ -1060,7 +1062,7 @@ def test_add_stoploss_on_exchange(mocker, default_conf_usdt, limit_order, is_sho def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_short, limit_order) -> None: stoploss = MagicMock(return_value={'id': 13434334}) - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) @@ -1208,14 +1210,14 @@ def test_handle_stoploss_on_exchange(mocker, default_conf_usdt, fee, caplog, is_ assert freqtrade.handle_stoploss_on_exchange(trade) is False assert trade.stoploss_order_id is None assert trade.is_open is False - assert trade.sell_reason == str(ExitType.EMERGENCY_SELL) + assert trade.exit_reason == str(ExitType.EMERGENCY_EXIT) @pytest.mark.parametrize("is_short", [False, True]) def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, is_short, limit_order) -> None: # Sixth case: stoploss order was cancelled but couldn't create new one - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) @@ -1258,7 +1260,7 @@ def test_handle_sle_cancel_cant_recreate(mocker, default_conf_usdt, fee, caplog, def test_create_stoploss_order_invalid_order( mocker, default_conf_usdt, caplog, fee, is_short, limit_order, limit_order_open ): - open_order = limit_order_open[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] order = limit_order[exit_side(is_short)] rpc_mock = patch_RPCManager(mocker) patch_exchange(mocker) @@ -1291,7 +1293,7 @@ def test_create_stoploss_order_invalid_order( caplog.clear() freqtrade.create_stoploss_order(trade, 200) assert trade.stoploss_order_id is None - assert trade.sell_reason == ExitType.EMERGENCY_SELL.value + assert trade.exit_reason == ExitType.EMERGENCY_EXIT.value assert log_has("Unable to place a stoploss order on exchange. ", caplog) assert log_has("Exiting the trade forcefully", caplog) @@ -1303,7 +1305,7 @@ def test_create_stoploss_order_invalid_order( # Rpc is sending first buy, then sell assert rpc_mock.call_count == 2 - assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == ExitType.EMERGENCY_SELL.value + assert rpc_mock.call_args_list[1][0][0]['sell_reason'] == ExitType.EMERGENCY_EXIT.value assert rpc_mock.call_args_list[1][0][0]['order_type'] == 'market' @@ -1323,7 +1325,7 @@ def test_create_stoploss_order_insufficient_funds( 'last': 1.9 }), create_order=MagicMock(side_effect=[ - limit_order[enter_side(is_short)], + limit_order[entry_side(is_short)], exit_order, ]), get_fee=fee, @@ -1362,7 +1364,7 @@ def test_handle_stoploss_on_exchange_trailing( mocker, default_conf_usdt, fee, is_short, bid, ask, limit_order, stop_price, amt, hang_price ) -> None: # When trailing stoploss is set - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] stoploss = MagicMock(return_value={'id': 13434334}) patch_RPCManager(mocker) @@ -1483,7 +1485,7 @@ def test_handle_stoploss_on_exchange_trailing( def test_handle_stoploss_on_exchange_trailing_error( mocker, default_conf_usdt, fee, caplog, limit_order, is_short ) -> None: - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1591,7 +1593,7 @@ def test_stoploss_on_exchange_price_rounding( def test_handle_stoploss_on_exchange_custom_stop( mocker, default_conf_usdt, fee, is_short, limit_order ) -> None: - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] # When trailing stoploss is set stoploss = MagicMock(return_value={'id': 13434334}) @@ -1858,10 +1860,10 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', - return_value=limit_order[enter_side(is_short)]) + return_value=limit_order[entry_side(is_short)]) mocker.patch('freqtrade.exchange.Exchange.get_trades_for_order', return_value=[]) mocker.patch('freqtrade.freqtradebot.FreqtradeBot.get_real_amount', - return_value=limit_order[enter_side(is_short)]['amount']) + return_value=limit_order[entry_side(is_short)]['amount']) trade = MagicMock() trade.is_short = is_short @@ -1884,7 +1886,7 @@ def test_exit_positions(mocker, default_conf_usdt, limit_order, is_short, caplog @pytest.mark.parametrize("is_short", [False, True]) def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog, is_short) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) trade = MagicMock() @@ -1907,7 +1909,7 @@ def test_exit_positions_exception(mocker, default_conf_usdt, limit_order, caplog @pytest.mark.parametrize("is_short", [False, True]) def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, caplog) -> None: freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] mocker.patch('freqtrade.freqtradebot.FreqtradeBot.handle_trade', MagicMock(return_value=True)) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) @@ -1928,7 +1930,7 @@ def test_update_trade_state(mocker, default_conf_usdt, limit_order, is_short, ca leverage=1, ) trade.orders.append(Order( - ft_order_side=enter_side(is_short), + ft_order_side=entry_side(is_short), price=0.01, order_id=order_id, @@ -1978,7 +1980,7 @@ def test_update_trade_state_withorderdict( default_conf_usdt, trades_for_order, limit_order, fee, mocker, initial_amount, has_rounding_fee, is_short, caplog ): - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] trades_for_order[0]['amount'] = initial_amount order_id = "oid_123456" order['id'] = order_id @@ -2004,7 +2006,7 @@ def test_update_trade_state_withorderdict( ) trade.orders.append( Order( - ft_order_side=enter_side(is_short), + ft_order_side=entry_side(is_short), ft_pair=trade.pair, ft_is_open=True, order_id=order_id, @@ -2024,7 +2026,7 @@ def test_update_trade_state_withorderdict( @pytest.mark.parametrize("is_short", [False, True]) def test_update_trade_state_exception(mocker, default_conf_usdt, is_short, limit_order, caplog) -> None: - order = limit_order[enter_side(is_short)] + order = limit_order[entry_side(is_short)] freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt) mocker.patch('freqtrade.exchange.Exchange.fetch_order', return_value=order) @@ -2105,7 +2107,7 @@ def test_handle_trade( default_conf_usdt, limit_order_open, limit_order, fee, mocker, is_short, close_profit ) -> None: open_order = limit_order_open[exit_side(is_short)] - enter_order = limit_order[enter_side(is_short)] + enter_order = limit_order[entry_side(is_short)] exit_order = limit_order[exit_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) @@ -2132,7 +2134,7 @@ def test_handle_trade( assert trade time.sleep(0.01) # Race condition fix - oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], enter_side(is_short)) + oobj = Order.parse_from_ccxt_object(enter_order, enter_order['symbol'], entry_side(is_short)) trade.update_trade(oobj) assert trade.is_open is True freqtrade.wallets.update() @@ -2150,7 +2152,7 @@ def test_handle_trade( assert trade.close_profit == close_profit assert trade.calc_profit() == 5.685 assert trade.close_date is not None - assert trade.sell_reason == 'sell_signal1' + assert trade.exit_reason == 'sell_signal1' @pytest.mark.parametrize("is_short", [False, True]) @@ -2233,7 +2235,7 @@ def test_handle_overlapping_signals( def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short) -> None: - open_order = limit_order_open[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] caplog.set_level(logging.DEBUG) @@ -2266,19 +2268,19 @@ def test_handle_trade_roi(default_conf_usdt, ticker_usdt, limit_order_open, fee, caplog.clear() patch_get_signal(freqtrade) assert freqtrade.handle_trade(trade) - assert log_has("ETH/USDT - Required profit reached. sell_type=ExitType.ROI", + assert log_has("ETH/USDT - Required profit reached. exit_type=ExitType.ROI", caplog) @pytest.mark.parametrize("is_short", [False, True]) -def test_handle_trade_use_sell_signal( +def test_handle_trade_use_exit_signal( default_conf_usdt, ticker_usdt, limit_order_open, fee, mocker, caplog, is_short ) -> None: enter_open_order = limit_order_open[exit_side(is_short)] - exit_open_order = limit_order_open[enter_side(is_short)] + exit_open_order = limit_order_open[entry_side(is_short)] - # use_sell_signal is True buy default + # use_exit_signal is True buy default caplog.set_level(logging.DEBUG) patch_RPCManager(mocker) mocker.patch.multiple( @@ -2308,7 +2310,7 @@ def test_handle_trade_use_sell_signal( else: patch_get_signal(freqtrade, enter_long=False, exit_long=True) assert freqtrade.handle_trade(trade) - assert log_has("ETH/USDT - Sell signal received. sell_type=ExitType.SELL_SIGNAL", + assert log_has("ETH/USDT - Sell signal received. exit_type=ExitType.EXIT_SIGNAL", caplog) @@ -2318,7 +2320,7 @@ def test_close_trade( ) -> None: open_order = limit_order_open[exit_side(is_short)] enter_order = limit_order[exit_side(is_short)] - exit_order = limit_order[enter_side(is_short)] + exit_order = limit_order[entry_side(is_short)] patch_RPCManager(mocker) patch_exchange(mocker) mocker.patch.multiple( @@ -2764,7 +2766,7 @@ def test_check_handle_timedout_partial_fee( assert trades[0].amount == (limit_buy_order_old_partial['amount'] - limit_buy_order_old_partial['remaining']) - 0.023 assert trades[0].open_order_id is None - assert trades[0].fee_updated(open_trade.enter_side) + assert trades[0].fee_updated(open_trade.entry_side) assert pytest.approx(trades[0].fee_open) == 0.001 @@ -2851,8 +2853,8 @@ def test_check_handle_timedout_exception(default_conf_usdt, ticker_usdt, open_tr def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_short) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - l_order = limit_order[enter_side(is_short)] - cancel_buy_order = deepcopy(limit_order[enter_side(is_short)]) + l_order = limit_order[entry_side(is_short)] + cancel_buy_order = deepcopy(limit_order[entry_side(is_short)]) cancel_buy_order['status'] = 'canceled' del cancel_buy_order['filled'] @@ -2866,7 +2868,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ trade.pair = 'LTC/USDT' trade.open_rate = 200 trade.is_short = False - trade.enter_side = "buy" + trade.entry_side = "buy" l_order['filled'] = 0.0 l_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] @@ -2894,7 +2896,7 @@ def test_handle_cancel_enter(mocker, caplog, default_conf_usdt, limit_order, is_ assert log_has_re(r"Order .* for .* not cancelled.", caplog) # min_pair_stake empty should not crash mocker.patch('freqtrade.exchange.Exchange.get_min_pair_stake_amount', return_value=None) - assert not freqtrade.handle_cancel_enter(trade, limit_order[enter_side(is_short)], reason) + assert not freqtrade.handle_cancel_enter(trade, limit_order[entry_side(is_short)], reason) @pytest.mark.parametrize("is_short", [False, True]) @@ -2913,11 +2915,11 @@ def test_handle_cancel_enter_exchanges(mocker, caplog, default_conf_usdt, is_sho reason = CANCEL_REASON['TIMEOUT'] trade = MagicMock() trade.pair = 'LTC/ETH' - trade.enter_side = "sell" if is_short else "buy" + trade.entry_side = "sell" if is_short else "buy" assert freqtrade.handle_cancel_enter(trade, limit_buy_order_canceled_empty, reason) assert cancel_order_mock.call_count == 0 assert log_has_re( - f'{trade.enter_side.capitalize()} order fully cancelled. ' + f'{trade.entry_side.capitalize()} order fully cancelled. ' r'Removing .* from database\.', caplog ) @@ -2935,7 +2937,7 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order cancelorder) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - l_order = limit_order[enter_side(is_short)] + l_order = limit_order[entry_side(is_short)] cancel_order_mock = MagicMock(return_value=cancelorder) mocker.patch.multiple( 'freqtrade.exchange.Exchange', @@ -2947,9 +2949,9 @@ def test_handle_cancel_enter_corder_empty(mocker, default_conf_usdt, limit_order trade = MagicMock() trade.pair = 'LTC/USDT' - trade.enter_side = "buy" + trade.entry_side = "buy" trade.open_rate = 200 - trade.enter_side = "buy" + trade.entry_side = "buy" l_order['filled'] = 0.0 l_order['status'] = 'open' reason = CANCEL_REASON['TIMEOUT'] @@ -2985,7 +2987,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: fee_close=fee.return_value, close_rate=0.555, close_date=arrow.utcnow().datetime, - sell_reason="sell_reason_whatever", + exit_reason="sell_reason_whatever", ) order = {'remaining': 1, 'amount': 1, @@ -2995,7 +2997,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: assert cancel_order_mock.call_count == 1 assert send_msg_mock.call_count == 1 assert trade.close_rate is None - assert trade.sell_reason is None + assert trade.exit_reason is None send_msg_mock.reset_mock() @@ -3012,7 +3014,7 @@ def test_handle_cancel_exit_limit(mocker, default_conf_usdt, fee) -> None: send_msg_mock.call_args_list[0][0][0]['reason'] = CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] # Message should not be iterated again - assert trade.sell_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] + assert trade.exit_order_status == CANCEL_REASON['PARTIALLY_FILLED_KEEP_OPEN'] assert send_msg_mock.call_count == 1 @@ -3089,7 +3091,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'trade_id': 1, - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'gain': 'profit', @@ -3107,6 +3109,7 @@ def test_execute_trade_exit_up(default_conf_usdt, ticker_usdt, fee, ticker_usdt_ 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': ExitType.ROI.value, + 'exit_reason': ExitType.ROI.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3147,7 +3150,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd assert rpc_mock.call_count == 2 last_msg = rpc_mock.call_args_list[-1][0][0] assert { - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', @@ -3166,6 +3169,7 @@ def test_execute_trade_exit_down(default_conf_usdt, ticker_usdt, fee, ticker_usd 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': ExitType.STOP_LOSS.value, + 'exit_reason': ExitType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3217,7 +3221,7 @@ def test_execute_trade_exit_custom_exit_price( freqtrade.execute_trade_exit( trade=trade, limit=ticker_usdt_sell_up()['ask' if is_short else 'bid'], - exit_check=ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL) + exit_check=ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL) ) # Sell price must be different to default bid price @@ -3228,7 +3232,7 @@ def test_execute_trade_exit_custom_exit_price( last_msg = rpc_mock.call_args_list[-1][0][0] assert { 'trade_id': 1, - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'exchange': 'Binance', 'pair': 'ETH/USDT', 'direction': 'Short' if trade.is_short else 'Long', @@ -3245,7 +3249,8 @@ def test_execute_trade_exit_custom_exit_price( 'profit_ratio': profit_ratio, 'stake_currency': 'USDT', 'fiat_currency': 'USD', - 'sell_reason': ExitType.SELL_SIGNAL.value, + 'sell_reason': ExitType.EXIT_SIGNAL.value, + 'exit_reason': ExitType.EXIT_SIGNAL.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3294,7 +3299,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( last_msg = rpc_mock.call_args_list[-1][0][0] assert { - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', @@ -3313,6 +3318,7 @@ def test_execute_trade_exit_down_stoploss_on_exchange_dry_run( 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': ExitType.STOP_LOSS.value, + 'exit_reason': ExitType.STOP_LOSS.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3479,17 +3485,11 @@ def test_may_execute_trade_exit_after_stoploss_on_exchange_hit( freqtrade.exit_positions(trades) assert trade.stoploss_order_id is None assert trade.is_open is False - assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value + assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value assert rpc_mock.call_count == 3 - if is_short: - assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.SHORT - assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.SHORT_FILL - assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL - - else: - assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.BUY - assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.BUY_FILL - assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.SELL + assert rpc_mock.call_args_list[0][0][0]['type'] == RPCMessageType.ENTRY + assert rpc_mock.call_args_list[1][0][0]['type'] == RPCMessageType.ENTRY_FILL + assert rpc_mock.call_args_list[2][0][0]['type'] == RPCMessageType.EXIT @pytest.mark.parametrize( @@ -3557,7 +3557,7 @@ def test_execute_trade_exit_market_order( assert rpc_mock.call_count == 3 last_msg = rpc_mock.call_args_list[-2][0][0] assert { - 'type': RPCMessageType.SELL, + 'type': RPCMessageType.EXIT, 'trade_id': 1, 'exchange': 'Binance', 'pair': 'ETH/USDT', @@ -3576,6 +3576,7 @@ def test_execute_trade_exit_market_order( 'stake_currency': 'USDT', 'fiat_currency': 'USD', 'sell_reason': ExitType.ROI.value, + 'exit_reason': ExitType.ROI.value, 'open_date': ANY, 'close_date': ANY, 'close_rate': ANY, @@ -3621,27 +3622,27 @@ def test_execute_trade_exit_insufficient_funds_error(default_conf_usdt, ticker_u assert mock_insuf.call_count == 1 -@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,sell_type,is_short', [ +@pytest.mark.parametrize('profit_only,bid,ask,handle_first,handle_second,exit_type,is_short', [ # Enable profit - (True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, False), - (True, 2.18, 2.2, False, True, ExitType.SELL_SIGNAL.value, True), + (True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, False), + (True, 2.18, 2.2, False, True, ExitType.EXIT_SIGNAL.value, True), # # Disable profit - (False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, False), - (False, 3.19, 3.2, True, False, ExitType.SELL_SIGNAL.value, True), + (False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, False), + (False, 3.19, 3.2, True, False, ExitType.EXIT_SIGNAL.value, True), # # Enable loss # # * Shouldn't this be ExitType.STOP_LOSS.value (True, 0.21, 0.22, False, False, None, False), (True, 2.41, 2.42, False, False, None, True), # Disable loss - (False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, False), - (False, 0.10, 0.22, True, False, ExitType.SELL_SIGNAL.value, True), + (False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, False), + (False, 0.10, 0.22, True, False, ExitType.EXIT_SIGNAL.value, True), ]) -def test_sell_profit_only( +def test_exit_profit_only( default_conf_usdt, limit_order, limit_order_open, is_short, - fee, mocker, profit_only, bid, ask, handle_first, handle_second, sell_type) -> None: + fee, mocker, profit_only, bid, ask, handle_first, handle_second, exit_type) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -3656,13 +3657,13 @@ def test_sell_profit_only( get_fee=fee, ) default_conf_usdt.update({ - 'use_sell_signal': True, - 'sell_profit_only': profit_only, - 'sell_profit_offset': 0.1, + 'use_exit_signal': True, + 'exit_profit_only': profit_only, + 'exit_profit_offset': 0.1, }) freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) - if sell_type == ExitType.SELL_SIGNAL.value: + if exit_type == ExitType.EXIT_SIGNAL.value: freqtrade.strategy.min_roi_reached = MagicMock(return_value=False) else: freqtrade.strategy.stop_loss_reached = MagicMock(return_value=ExitCheckTuple( @@ -3678,7 +3679,7 @@ def test_sell_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 @@ -3798,11 +3799,11 @@ def test_locked_pairs(default_conf_usdt, ticker_usdt, fee, @pytest.mark.parametrize("is_short", [False, True]) -def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, is_short, - fee, mocker) -> None: +def test_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, is_short, + fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -3816,7 +3817,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op ]), get_fee=fee, ) - default_conf_usdt['ignore_roi_if_buy_signal'] = True + default_conf_usdt['ignore_roi_if_entry_signal'] = True freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) @@ -3843,7 +3844,7 @@ def test_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_op else: patch_get_signal(freqtrade, enter_long=False, exit_long=False) assert freqtrade.handle_trade(trade) is True - assert trade.sell_reason == ExitType.ROI.value + assert trade.exit_reason == ExitType.ROI.value @pytest.mark.parametrize("is_short,val1,val2", [ @@ -3862,7 +3863,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open, 'last': 2.0 }), create_order=MagicMock(side_effect=[ - limit_order_open[enter_side(is_short)], + limit_order_open[entry_side(is_short)], {'id': 1234553382}, ]), get_fee=fee, @@ -3905,7 +3906,7 @@ def test_trailing_stop_loss(default_conf_usdt, limit_order_open, f"stoploss is {(2.0 * val1 * stop_multi):6f}, " f"initial stoploss was at {(2.0 * stop_multi):6f}, trade opened at 2.000000", caplog) - assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value + assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value @pytest.mark.parametrize('offset,trail_if_reached,second_sl,is_short', [ @@ -3920,10 +3921,10 @@ def test_trailing_stop_loss_positive( default_conf_usdt, limit_order, limit_order_open, offset, fee, caplog, mocker, trail_if_reached, second_sl, is_short ) -> None: - enter_price = limit_order[enter_side(is_short)]['price'] + enter_price = limit_order[entry_side(is_short)]['price'] patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -4011,15 +4012,15 @@ def test_trailing_stop_loss_positive( f"initial stoploss was at {'2.42' if is_short else '1.80'}0000, " f"trade opened at {2.2 if is_short else 2.0}00000", caplog) - assert trade.sell_reason == ExitType.TRAILING_STOP_LOSS.value + assert trade.exit_reason == ExitType.TRAILING_STOP_LOSS.value @pytest.mark.parametrize("is_short", [False, True]) -def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open, - is_short, fee, mocker) -> None: +def test_disable_ignore_roi_if_entry_signal(default_conf_usdt, limit_order, limit_order_open, + is_short, fee, mocker) -> None: patch_RPCManager(mocker) patch_exchange(mocker) - eside = enter_side(is_short) + eside = entry_side(is_short) mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=MagicMock(return_value={ @@ -4036,7 +4037,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_ _is_dry_limit_order_filled=MagicMock(return_value=False), ) default_conf_usdt['exit_pricing'] = { - 'ignore_roi_if_buy_signal': False + 'ignore_roi_if_entry_signal': False } freqtrade = FreqtradeBot(default_conf_usdt) patch_get_signal(freqtrade, enter_short=is_short, enter_long=not is_short) @@ -4057,7 +4058,7 @@ def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_ # Test if entry-signal is absent patch_get_signal(freqtrade) assert freqtrade.handle_trade(trade) is True - assert trade.sell_reason == ExitType.ROI.value + assert trade.exit_reason == ExitType.ROI.value def test_get_real_amount_quote(default_conf_usdt, trades_for_order, buy_order_fee, fee, caplog, @@ -4423,7 +4424,7 @@ def test_order_book_depth_of_market( mocker.patch.multiple( 'freqtrade.exchange.Exchange', fetch_ticker=ticker_usdt, - create_order=MagicMock(return_value=limit_order_open[enter_side(is_short)]), + create_order=MagicMock(return_value=limit_order_open[entry_side(is_short)]), get_fee=fee, ) @@ -4448,7 +4449,7 @@ def test_order_book_depth_of_market( # Simulate fulfilled LIMIT_BUY order for trade oobj = Order.parse_from_ccxt_object( - limit_order_open[enter_side(is_short)], 'ADA/USDT', enter_side(is_short)) + limit_order_open[entry_side(is_short)], 'ADA/USDT', entry_side(is_short)) trade.update_trade(oobj) assert trade.open_rate == ticker_usdt.return_value[ticker_side] @@ -4637,7 +4638,7 @@ def test_cancel_all_open_orders(mocker, default_conf_usdt, fee, limit_order, lim side_effect=[ ExchangeError(), limit_order[exit_side(is_short)], - limit_order_open[enter_side(is_short)], + limit_order_open[entry_side(is_short)], limit_order_open[exit_side(is_short)], ] ) @@ -4750,7 +4751,7 @@ def test_update_closed_trades_without_assigned_fees(mocker, default_conf_usdt, f for trade in trades: if trade.is_open: # Exclude Trade 4 - as the order is still open. - if trade.select_order(enter_side(is_short), False): + if trade.select_order(entry_side(is_short), False): assert trade.fee_open_cost is not None assert trade.fee_open_currency is not None else: @@ -5007,7 +5008,7 @@ def test_update_funding_fees( # SETUP time_machine.move_to("2021-09-01 00:00:00 +00:00") - open_order = limit_order_open[enter_side(is_short)] + open_order = limit_order_open[entry_side(is_short)] open_exit_order = limit_order_open[exit_side(is_short)] bid = 0.11 enter_rate_mock = MagicMock(return_value=bid) diff --git a/tests/test_integration.py b/tests/test_integration.py index d1fac3d71..8f56c1fea 100644 --- a/tests/test_integration.py +++ b/tests/test_integration.py @@ -53,7 +53,7 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, # Sell 3rd trade (not called for the first trade) should_sell_mock = MagicMock(side_effect=[ ExitCheckTuple(exit_type=ExitType.NONE), - ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL)] + ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL)] ) cancel_order_mock = MagicMock() mocker.patch('freqtrade.exchange.Binance.stoploss', stoploss) @@ -115,15 +115,15 @@ def test_may_execute_exit_stoploss_on_exchange_multi(default_conf, ticker, fee, assert wallets_mock.call_count == 4 trade = trades[0] - assert trade.sell_reason == ExitType.STOPLOSS_ON_EXCHANGE.value + assert trade.exit_reason == ExitType.STOPLOSS_ON_EXCHANGE.value assert not trade.is_open trade = trades[1] - assert not trade.sell_reason + assert not trade.exit_reason assert trade.is_open trade = trades[2] - assert trade.sell_reason == ExitType.SELL_SIGNAL.value + assert trade.exit_reason == ExitType.EXIT_SIGNAL.value assert not trade.is_open @@ -139,7 +139,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati one trade was sold at a loss. """ default_conf['max_open_trades'] = 5 - default_conf['forcebuy_enable'] = True + default_conf['force_entry_enable'] = True default_conf['stake_amount'] = 'unlimited' default_conf['tradable_balance_ratio'] = balance_ratio default_conf['dry_run_wallet'] = 1000 @@ -161,7 +161,7 @@ def test_forcebuy_last_unlimited(default_conf, ticker, fee, mocker, balance_rati ) should_sell_mock = MagicMock(side_effect=[ ExitCheckTuple(exit_type=ExitType.NONE), - ExitCheckTuple(exit_type=ExitType.SELL_SIGNAL), + ExitCheckTuple(exit_type=ExitType.EXIT_SIGNAL), ExitCheckTuple(exit_type=ExitType.NONE), ExitCheckTuple(exit_type=ExitType.NONE), ExitCheckTuple(exit_type=ExitType.NONE)] diff --git a/tests/test_persistence.py b/tests/test_persistence.py index 61aaf0fb7..8ba8764e0 100644 --- a/tests/test_persistence.py +++ b/tests/test_persistence.py @@ -76,7 +76,7 @@ def test_init_dryrun_db(default_conf, tmpdir): @pytest.mark.parametrize('is_short', [False, True]) @pytest.mark.usefixtures("init_persistence") def test_enter_exit_side(fee, is_short): - enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") + entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") trade = Trade( id=2, pair='ADA/USDT', @@ -92,7 +92,7 @@ def test_enter_exit_side(fee, is_short): leverage=2.0, trading_mode=margin ) - assert trade.enter_side == enter_side + assert trade.entry_side == entry_side assert trade.exit_side == exit_side assert trade.trade_direction == 'short' if is_short else 'long' @@ -456,7 +456,7 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_ enter_order = limit_sell_order_usdt if is_short else limit_buy_order_usdt exit_order = limit_buy_order_usdt if is_short else limit_sell_order_usdt - enter_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") + entry_side, exit_side = ("sell", "buy") if is_short else ("buy", "sell") trade = Trade( id=2, @@ -479,13 +479,13 @@ def test_update_limit_order(fee, caplog, limit_buy_order_usdt, limit_sell_order_ assert trade.close_date is None trade.open_order_id = 'something' - oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', enter_side) + oobj = Order.parse_from_ccxt_object(enter_order, 'ADA/USDT', entry_side) trade.update_trade(oobj) assert trade.open_order_id is None assert trade.open_rate == open_rate assert trade.close_profit is None assert trade.close_date is None - assert log_has_re(f"LIMIT_{enter_side.upper()} has been fulfilled for " + assert log_has_re(f"LIMIT_{entry_side.upper()} has been fulfilled for " r"Trade\(id=2, pair=ADA/USDT, amount=30.00000000, " f"is_short={is_short}, leverage={lev}, open_rate={open_rate}0000000, " r"open_since=.*\).", @@ -1255,7 +1255,7 @@ def test_migrate_new(mocker, default_conf, fee, caplog): assert trade.min_rate is None assert trade.stop_loss == 0.0 assert trade.initial_stop_loss == 0.0 - assert trade.sell_reason is None + assert trade.exit_reason is None assert trade.strategy is None assert trade.timeframe == '5m' assert trade.stoploss_order_id == 'stop_order_id222' @@ -1590,7 +1590,8 @@ def test_to_json(fee): 'profit_pct': None, 'profit_abs': None, 'sell_reason': None, - 'sell_order_status': None, + 'exit_reason': None, + 'exit_order_status': None, 'stop_loss_abs': None, 'stop_loss_ratio': None, 'stop_loss_pct': None, @@ -1676,7 +1677,8 @@ def test_to_json(fee): 'open_rate_requested': None, 'open_trade_value': 12.33075, 'sell_reason': None, - 'sell_order_status': None, + 'exit_reason': None, + 'exit_order_status': None, 'strategy': None, 'buy_tag': 'buys_signal_001', 'enter_tag': 'buys_signal_001', @@ -2133,19 +2135,19 @@ def test_select_order(fee, is_short): trades = Trade.get_trades().all() # Open buy order, no sell order - order = trades[0].select_order(trades[0].enter_side, True) + order = trades[0].select_order(trades[0].entry_side, True) assert order is None - order = trades[0].select_order(trades[0].enter_side, False) + order = trades[0].select_order(trades[0].entry_side, False) assert order is not None order = trades[0].select_order(trades[0].exit_side, None) assert order is None # closed buy order, and open sell order - order = trades[1].select_order(trades[1].enter_side, True) + order = trades[1].select_order(trades[1].entry_side, True) assert order is None - order = trades[1].select_order(trades[1].enter_side, False) + order = trades[1].select_order(trades[1].entry_side, False) assert order is not None - order = trades[1].select_order(trades[1].enter_side, None) + order = trades[1].select_order(trades[1].entry_side, None) assert order is not None order = trades[1].select_order(trades[1].exit_side, True) assert order is None @@ -2153,15 +2155,15 @@ def test_select_order(fee, is_short): assert order is not None # Has open buy order - order = trades[3].select_order(trades[3].enter_side, True) + order = trades[3].select_order(trades[3].entry_side, True) assert order is not None - order = trades[3].select_order(trades[3].enter_side, False) + order = trades[3].select_order(trades[3].entry_side, False) assert order is None # Open sell order - order = trades[4].select_order(trades[4].enter_side, True) + order = trades[4].select_order(trades[4].entry_side, True) assert order is None - order = trades[4].select_order(trades[4].enter_side, False) + order = trades[4].select_order(trades[4].entry_side, False) assert order is not None trades[4].orders[1].ft_order_side = trades[4].exit_side @@ -2195,7 +2197,7 @@ def test_Trade_object_idem(): 'get_open_trades_without_assigned_fees', 'get_open_order_trades', 'get_trades', - 'get_sell_reason_performance', + 'get_exit_reason_performance', 'get_enter_tag_performance', 'get_mix_tag_performance', @@ -2384,7 +2386,7 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): o1_cost = o1_amount * o1_rate o1_fee_cost = o1_cost * fee.return_value o1_trade_val = o1_cost - o1_fee_cost if is_short else o1_cost + o1_fee_cost - enter_side = "sell" if is_short else "buy" + entry_side = "sell" if is_short else "buy" exit_side = "buy" if is_short else "sell" trade = Trade( @@ -2400,16 +2402,16 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): is_short=is_short, leverage=1.0, ) - trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, enter_side) + trade.update_fee(o1_fee_cost, 'BNB', fee.return_value, entry_side) # Check with 1 order order1 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=o1_rate, filled=o1_amount, @@ -2430,13 +2432,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): assert trade.nr_of_successful_entries == 1 order2 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=True, status="open", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=o1_rate, filled=o1_amount, @@ -2458,13 +2460,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): # Let's try with some other orders order3 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="cancelled", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=1, average=2, filled=0, @@ -2485,13 +2487,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): assert trade.nr_of_successful_entries == 1 order4 = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=o1_rate, filled=o1_amount, @@ -2540,13 +2542,13 @@ def test_recalc_trade_from_orders_ignores_bad_orders(fee, is_short): # Check with 1 order order_noavg = Order( - ft_order_side=enter_side, + ft_order_side=entry_side, ft_pair=trade.pair, ft_is_open=False, status="closed", symbol=trade.pair, order_type="market", - side=enter_side, + side=entry_side, price=o1_rate, average=None, filled=o1_amount, diff --git a/tests/testdata/backtest-result_multistrat.json b/tests/testdata/backtest-result_multistrat.json index 6bb60e398..786795d67 100644 --- a/tests/testdata/backtest-result_multistrat.json +++ b/tests/testdata/backtest-result_multistrat.json @@ -1 +1 @@ -{"strategy":{"StrategyTestV2":{"trades":[{"pair":"TRX/BTC","stake_amount":0.001,"amount":10.37344398340249,"open_date":"2018-01-10 07:15:00+00:00","close_date":"2018-01-10 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