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https://github.com/freqtrade/freqtrade.git
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Merge pull request #5188 from freqtrade/move_config_settings
Move ask_strategy config settings to root level
This commit is contained in:
commit
ab07fb5b3f
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@ -22,10 +22,7 @@
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},
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"ask_strategy": {
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"use_order_book": true,
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"order_book_top": 1,
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"use_sell_signal": true,
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"sell_profit_only": false,
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"ignore_roi_if_buy_signal": false
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"order_book_top": 1
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},
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"exchange": {
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"name": "binance",
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|
|
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@ -22,10 +22,7 @@
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},
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"ask_strategy":{
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"use_order_book": true,
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"order_book_top": 1,
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"use_sell_signal": true,
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"sell_profit_only": false,
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"ignore_roi_if_buy_signal": false
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"order_book_top": 1
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},
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"exchange": {
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"name": "bittrex",
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@ -22,10 +22,7 @@
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},
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"ask_strategy": {
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"use_order_book": true,
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"order_book_top": 1,
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"use_sell_signal": true,
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"sell_profit_only": false,
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"ignore_roi_if_buy_signal": false
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"order_book_top": 1
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},
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"exchange": {
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"name": "ftx",
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@ -14,6 +14,10 @@
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"trailing_stop_positive": 0.005,
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"trailing_stop_positive_offset": 0.0051,
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"trailing_only_offset_is_reached": false,
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"use_sell_signal": true,
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"sell_profit_only": false,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": false,
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"minimal_roi": {
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"40": 0.0,
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"30": 0.01,
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@ -39,11 +43,7 @@
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"ask_strategy":{
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"price_side": "ask",
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"use_order_book": true,
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"order_book_top": 1,
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"use_sell_signal": true,
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"sell_profit_only": false,
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"sell_profit_offset": 0.0,
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"ignore_roi_if_buy_signal": false
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"order_book_top": 1
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},
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"order_types": {
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"buy": "limit",
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@ -22,10 +22,7 @@
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},
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"ask_strategy":{
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"use_order_book": true,
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"order_book_top": 1,
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"use_sell_signal": true,
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"sell_profit_only": false,
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"ignore_roi_if_buy_signal": false
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"order_book_top": 1
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},
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"exchange": {
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"name": "kraken",
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|
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@ -81,11 +81,11 @@ Mandatory parameters are marked as **Required**, which means that they are requi
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| `ask_strategy.bid_last_balance` | Interpolate the selling price. More information [below](#sell-price-without-orderbook-enabled).
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| `ask_strategy.use_order_book` | Enable selling of open trades using [Order Book Asks](#sell-price-with-orderbook-enabled). <br> **Datatype:** Boolean
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| `ask_strategy.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 Asks](#sell-price-with-orderbook-enabled)<br>*Defaults to `1`.* <br> **Datatype:** Positive Integer
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| `ask_strategy.use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `ask_strategy.sell_profit_only` | Wait until the bot reaches `ask_strategy.sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `ask_strategy.sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `ask_strategy.ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `ask_strategy.ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
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| `use_sell_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
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| `sell_profit_only` | Wait until the bot reaches `sell_profit_offset` before taking a sell decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `sell_profit_offset` | Sell-signal is only active above this value. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
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| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_sell_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
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| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
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| `order_types` | Configure order-types depending on the action (`"buy"`, `"sell"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
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| `order_time_in_force` | Configure time in force for buy and sell orders. [More information below](#understand-order_time_in_force). [Strategy Override](#parameters-in-the-strategy). <br> **Datatype:** Dict
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| `exchange.name` | **Required.** Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename). <br> **Datatype:** String
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@ -156,11 +156,11 @@ Values set in the configuration file always overwrite values set in the strategy
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* `order_time_in_force`
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* `unfilledtimeout`
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* `disable_dataframe_checks`
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* `use_sell_signal` (ask_strategy)
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* `sell_profit_only` (ask_strategy)
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* `sell_profit_offset` (ask_strategy)
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* `ignore_roi_if_buy_signal` (ask_strategy)
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* `ignore_buying_expired_candle_after` (ask_strategy)
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* `use_sell_signal`
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* `sell_profit_only`
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* `sell_profit_offset`
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* `ignore_roi_if_buy_signal`
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* `ignore_buying_expired_candle_after`
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### Configuring amount per trade
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@ -291,16 +291,16 @@ See [the telegram documentation](telegram-usage.md) for details on usage.
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When working with larger timeframes (for example 1h or more) and using a low `max_open_trades` value, the last candle can be processed as soon as a trade slot becomes available. When processing the last candle, this can lead to a situation where it may not be desirable to use the buy signal on that candle. For example, when using a condition in your strategy where you use a cross-over, that point may have passed too long ago for you to start a trade on it.
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In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ask_strategy.ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
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In these situations, you can enable the functionality to ignore candles that are beyond a specified period by setting `ignore_buying_expired_candle_after` to a positive number, indicating the number of seconds after which the buy signal becomes expired.
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For example, if your strategy is using a 1h timeframe, and you only want to buy within the first 5 minutes when a new candle comes in, you can add the following configuration to your strategy:
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``` json
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"ask_strategy":{
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{
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//...
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"ignore_buying_expired_candle_after": 300,
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"price_side": "bid",
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// ...
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},
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}
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```
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!!! Note
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@ -150,7 +150,7 @@ def _validate_edge(conf: Dict[str, Any]) -> None:
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if not conf.get('edge', {}).get('enabled'):
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return
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if not conf.get('ask_strategy', {}).get('use_sell_signal', True):
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if not conf.get('use_sell_signal', True):
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raise OperationalException(
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"Edge requires `use_sell_signal` to be True, otherwise no sells will happen."
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)
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@ -3,7 +3,7 @@ Functions to handle deprecated settings
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"""
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import logging
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from typing import Any, Dict
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from typing import Any, Dict, Optional
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from freqtrade.exceptions import OperationalException
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@ -12,23 +12,24 @@ logger = logging.getLogger(__name__)
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def check_conflicting_settings(config: Dict[str, Any],
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section1: str, name1: str,
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section2: str, name2: str) -> None:
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section1_config = config.get(section1, {})
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section2_config = config.get(section2, {})
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if name1 in section1_config and name2 in section2_config:
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section_old: str, name_old: str,
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section_new: Optional[str], name_new: str) -> None:
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section_new_config = config.get(section_new, {}) if section_new else config
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section_old_config = config.get(section_old, {})
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if name_new in section_new_config and name_old in section_old_config:
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new_name = f"{section_new}.{name_new}" if section_new else f"{name_new}"
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raise OperationalException(
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f"Conflicting settings `{section1}.{name1}` and `{section2}.{name2}` "
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f"Conflicting settings `{new_name}` and `{section_old}.{name_old}` "
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"(DEPRECATED) detected in the configuration file. "
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"This deprecated setting will be removed in the next versions of Freqtrade. "
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f"Please delete it from your configuration and use the `{section1}.{name1}` "
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f"Please delete it from your configuration and use the `{new_name}` "
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"setting instead."
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)
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def process_removed_setting(config: Dict[str, Any],
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section1: str, name1: str,
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section2: str, name2: str) -> None:
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section2: Optional[str], name2: str) -> None:
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"""
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:param section1: Removed section
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:param name1: Removed setting name
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@ -37,27 +38,32 @@ def process_removed_setting(config: Dict[str, Any],
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"""
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section1_config = config.get(section1, {})
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if name1 in section1_config:
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section_2 = f"{section2}.{name2}" if section2 else f"{name2}"
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raise OperationalException(
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f"Setting `{section1}.{name1}` has been moved to `{section2}.{name2}. "
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f"Please delete it from your configuration and use the `{section2}.{name2}` "
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f"Setting `{section1}.{name1}` has been moved to `{section_2}. "
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f"Please delete it from your configuration and use the `{section_2}` "
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"setting instead."
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)
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def process_deprecated_setting(config: Dict[str, Any],
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section1: str, name1: str,
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section2: str, name2: str) -> None:
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section2_config = config.get(section2, {})
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section_old: str, name_old: str,
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section_new: Optional[str], name_new: str
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) -> None:
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check_conflicting_settings(config, section_old, name_old, section_new, name_new)
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section_old_config = config.get(section_old, {})
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if name2 in section2_config:
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if name_old in section_old_config:
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section_2 = f"{section_new}.{name_new}" if section_new else f"{name_new}"
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logger.warning(
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"DEPRECATED: "
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f"The `{section2}.{name2}` setting is deprecated and "
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f"The `{section_old}.{name_old}` setting is deprecated and "
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"will be removed in the next versions of Freqtrade. "
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f"Please use the `{section1}.{name1}` setting in your configuration instead."
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f"Please use the `{section_2}` setting in your configuration instead."
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)
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section1_config = config.get(section1, {})
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section1_config[name1] = section2_config[name2]
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section_new_config = config.get(section_new, {}) if section_new else config
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section_new_config[name_new] = section_old_config[name_old]
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def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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|
@ -65,15 +71,24 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
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# Kept for future deprecated / moved settings
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# check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
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# 'experimental', 'use_sell_signal')
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# process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
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# 'experimental', 'use_sell_signal')
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process_deprecated_setting(config, 'ask_strategy', 'use_sell_signal',
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None, 'use_sell_signal')
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process_deprecated_setting(config, 'ask_strategy', 'sell_profit_only',
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None, 'sell_profit_only')
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process_deprecated_setting(config, 'ask_strategy', 'sell_profit_offset',
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None, 'sell_profit_offset')
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process_deprecated_setting(config, 'ask_strategy', 'ignore_roi_if_buy_signal',
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None, 'ignore_roi_if_buy_signal')
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process_deprecated_setting(config, 'ask_strategy', 'ignore_buying_expired_candle_after',
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None, 'ignore_buying_expired_candle_after')
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# Legacy way - having them in experimental ...
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process_removed_setting(config, 'experimental', 'use_sell_signal',
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'ask_strategy', 'use_sell_signal')
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None, 'use_sell_signal')
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process_removed_setting(config, 'experimental', 'sell_profit_only',
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'ask_strategy', 'sell_profit_only')
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None, 'sell_profit_only')
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process_removed_setting(config, 'experimental', 'ignore_roi_if_buy_signal',
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'ask_strategy', 'ignore_roi_if_buy_signal')
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None, 'ignore_roi_if_buy_signal')
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if (config.get('edge', {}).get('enabled', False)
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and 'capital_available_percentage' in config.get('edge', {})):
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|
|
|
@ -134,6 +134,11 @@ CONF_SCHEMA = {
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'trailing_stop_positive': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_stop_positive_offset': {'type': 'number', 'minimum': 0, 'maximum': 1},
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'trailing_only_offset_is_reached': {'type': 'boolean'},
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'use_sell_signal': {'type': 'boolean'},
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'sell_profit_only': {'type': 'boolean'},
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'sell_profit_offset': {'type': 'number'},
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'ignore_roi_if_buy_signal': {'type': 'boolean'},
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'ignore_buying_expired_candle_after': {'type': 'number'},
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'bot_name': {'type': 'string'},
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'unfilledtimeout': {
|
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'type': 'object',
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|
@ -177,10 +182,6 @@ CONF_SCHEMA = {
|
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},
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'use_order_book': {'type': 'boolean'},
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'order_book_top': {'type': 'integer', 'minimum': 1, 'maximum': 50, },
|
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'use_sell_signal': {'type': 'boolean'},
|
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'sell_profit_only': {'type': 'boolean'},
|
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'sell_profit_offset': {'type': 'number'},
|
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'ignore_roi_if_buy_signal': {'type': 'boolean'}
|
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},
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'required': ['price_side']
|
||||
},
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||||
|
|
|
@ -684,10 +684,8 @@ class FreqtradeBot(LoggingMixin):
|
|||
|
||||
(buy, sell) = (False, False)
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|
||||
config_ask_strategy = self.config.get('ask_strategy', {})
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if (config_ask_strategy.get('use_sell_signal', True) or
|
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config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
|
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if (self.config.get('use_sell_signal', True) or
|
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self.config.get('ignore_roi_if_buy_signal', False)):
|
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analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
|
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self.strategy.timeframe)
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||||
|
||||
|
|
|
@ -378,10 +378,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
|
|||
'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'],
|
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'use_sell_signal': config['ask_strategy']['use_sell_signal'],
|
||||
'sell_profit_only': config['ask_strategy']['sell_profit_only'],
|
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'sell_profit_offset': config['ask_strategy']['sell_profit_offset'],
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'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
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||||
'use_sell_signal': config['use_sell_signal'],
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||||
'sell_profit_only': config['sell_profit_only'],
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'sell_profit_offset': config['sell_profit_offset'],
|
||||
'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
|
||||
**daily_stats,
|
||||
**trade_stats
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||||
}
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||||
|
|
|
@ -45,10 +45,6 @@ class StrategyResolver(IResolver):
|
|||
strategy_name, config=config,
|
||||
extra_dir=config.get('strategy_path'))
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||||
# make sure ask_strategy dict is available
|
||||
if 'ask_strategy' not in config:
|
||||
config['ask_strategy'] = {}
|
||||
|
||||
if hasattr(strategy, 'ticker_interval') and not hasattr(strategy, 'timeframe'):
|
||||
# Assign ticker_interval to timeframe to keep compatibility
|
||||
if 'timeframe' not in config:
|
||||
|
@ -60,42 +56,36 @@ class StrategyResolver(IResolver):
|
|||
# Set attributes
|
||||
# Check if we need to override configuration
|
||||
# (Attribute name, default, subkey)
|
||||
attributes = [("minimal_roi", {"0": 10.0}, None),
|
||||
("timeframe", None, None),
|
||||
("stoploss", None, None),
|
||||
("trailing_stop", None, None),
|
||||
("trailing_stop_positive", None, None),
|
||||
("trailing_stop_positive_offset", 0.0, None),
|
||||
("trailing_only_offset_is_reached", None, None),
|
||||
("use_custom_stoploss", None, None),
|
||||
("process_only_new_candles", None, None),
|
||||
("order_types", None, None),
|
||||
("order_time_in_force", None, None),
|
||||
("stake_currency", None, None),
|
||||
("stake_amount", None, None),
|
||||
("protections", None, None),
|
||||
("startup_candle_count", None, None),
|
||||
("unfilledtimeout", None, None),
|
||||
("use_sell_signal", True, 'ask_strategy'),
|
||||
("sell_profit_only", False, 'ask_strategy'),
|
||||
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
|
||||
("sell_profit_offset", 0.0, 'ask_strategy'),
|
||||
("disable_dataframe_checks", False, None),
|
||||
("ignore_buying_expired_candle_after", 0, 'ask_strategy')
|
||||
attributes = [("minimal_roi", {"0": 10.0}),
|
||||
("timeframe", None),
|
||||
("stoploss", None),
|
||||
("trailing_stop", None),
|
||||
("trailing_stop_positive", None),
|
||||
("trailing_stop_positive_offset", 0.0),
|
||||
("trailing_only_offset_is_reached", None),
|
||||
("use_custom_stoploss", None),
|
||||
("process_only_new_candles", None),
|
||||
("order_types", None),
|
||||
("order_time_in_force", None),
|
||||
("stake_currency", None),
|
||||
("stake_amount", None),
|
||||
("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),
|
||||
("disable_dataframe_checks", False),
|
||||
("ignore_buying_expired_candle_after", 0)
|
||||
]
|
||||
for attribute, default, subkey in attributes:
|
||||
if subkey:
|
||||
StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
|
||||
attribute, default)
|
||||
else:
|
||||
StrategyResolver._override_attribute_helper(strategy, config,
|
||||
attribute, default)
|
||||
for attribute, default in attributes:
|
||||
StrategyResolver._override_attribute_helper(strategy, config,
|
||||
attribute, default)
|
||||
|
||||
# Loop this list again to have output combined
|
||||
for attribute, _, subkey in attributes:
|
||||
if subkey and attribute in config[subkey]:
|
||||
logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
|
||||
elif attribute in config:
|
||||
for attribute, _ in attributes:
|
||||
if attribute in config:
|
||||
logger.info("Strategy using %s: %s", attribute, config[attribute])
|
||||
|
||||
StrategyResolver._normalize_attributes(strategy)
|
||||
|
|
|
@ -97,6 +97,11 @@ 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
|
||||
|
||||
# Number of seconds after which the candle will no longer result in a buy on expired candles
|
||||
ignore_buying_expired_candle_after: int = 0
|
||||
|
||||
|
@ -543,10 +548,9 @@ class IStrategy(ABC, HyperStrategyMixin):
|
|||
# Set current rate to high for backtesting sell
|
||||
current_rate = high or rate
|
||||
current_profit = trade.calc_profit_ratio(current_rate)
|
||||
ask_strategy = self.config.get('ask_strategy', {})
|
||||
|
||||
# if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
|
||||
roi_reached = (not (buy and ask_strategy.get('ignore_roi_if_buy_signal', False))
|
||||
roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
|
||||
and self.min_roi_reached(trade=trade, current_profit=current_profit,
|
||||
current_time=date))
|
||||
|
||||
|
@ -556,11 +560,10 @@ class IStrategy(ABC, HyperStrategyMixin):
|
|||
current_rate = rate
|
||||
current_profit = trade.calc_profit_ratio(current_rate)
|
||||
|
||||
if (ask_strategy.get('sell_profit_only', False)
|
||||
and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
|
||||
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
|
||||
pass
|
||||
elif ask_strategy.get('use_sell_signal', True) and not buy:
|
||||
elif self.use_sell_signal and not buy:
|
||||
if sell:
|
||||
sell_signal = SellType.SELL_SIGNAL
|
||||
else:
|
||||
|
|
|
@ -26,9 +26,6 @@
|
|||
"price_side": "ask",
|
||||
"use_order_book": true,
|
||||
"order_book_top": 1,
|
||||
"use_sell_signal": true,
|
||||
"sell_profit_only": false,
|
||||
"ignore_roi_if_buy_signal": false
|
||||
},
|
||||
{{ exchange | indent(4) }},
|
||||
"pairlists": [
|
||||
|
|
|
@ -551,7 +551,7 @@ 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["ask_strategy"] = {"use_sell_signal": data.use_sell_signal}
|
||||
default_conf["use_sell_signal"] = data.use_sell_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)
|
||||
|
|
|
@ -465,7 +465,7 @@ def test_backtesting_pairlist_list(default_conf, mocker, caplog, testdatadir, ti
|
|||
|
||||
|
||||
def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
|
||||
default_conf['ask_strategy']['use_sell_signal'] = False
|
||||
default_conf['use_sell_signal'] = False
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
||||
patch_exchange(mocker)
|
||||
|
@ -511,7 +511,7 @@ def test_backtest__enter_trade(default_conf, fee, mocker) -> None:
|
|||
|
||||
|
||||
def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
|
||||
default_conf['ask_strategy']['use_sell_signal'] = False
|
||||
default_conf['use_sell_signal'] = False
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
||||
patch_exchange(mocker)
|
||||
|
@ -574,7 +574,7 @@ def test_backtest_one(default_conf, fee, mocker, testdatadir) -> None:
|
|||
|
||||
|
||||
def test_backtest_1min_timeframe(default_conf, fee, mocker, testdatadir) -> None:
|
||||
default_conf['ask_strategy']['use_sell_signal'] = False
|
||||
default_conf['use_sell_signal'] = False
|
||||
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
|
||||
mocker.patch("freqtrade.exchange.Exchange.get_min_pair_stake_amount", return_value=0.00001)
|
||||
patch_exchange(mocker)
|
||||
|
@ -819,7 +819,7 @@ def test_backtest_start_timerange(default_conf, mocker, caplog, testdatadir):
|
|||
@pytest.mark.filterwarnings("ignore:deprecated")
|
||||
def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
|
||||
|
||||
default_conf['ask_strategy'].update({
|
||||
default_conf.update({
|
||||
"use_sell_signal": True,
|
||||
"sell_profit_only": False,
|
||||
"sell_profit_offset": 0.0,
|
||||
|
@ -894,7 +894,7 @@ 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['ask_strategy'].update({
|
||||
default_conf.update({
|
||||
"use_sell_signal": True,
|
||||
"sell_profit_only": False,
|
||||
"sell_profit_offset": 0.0,
|
||||
|
|
|
@ -290,14 +290,12 @@ def test_strategy_override_use_sell_signal(caplog, default_conf):
|
|||
assert strategy.use_sell_signal
|
||||
assert isinstance(strategy.use_sell_signal, bool)
|
||||
# must be inserted to configuration
|
||||
assert 'use_sell_signal' in default_conf['ask_strategy']
|
||||
assert default_conf['ask_strategy']['use_sell_signal']
|
||||
assert 'use_sell_signal' in default_conf
|
||||
assert default_conf['use_sell_signal']
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'ask_strategy': {
|
||||
'use_sell_signal': False,
|
||||
},
|
||||
'use_sell_signal': False,
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
@ -315,14 +313,12 @@ def test_strategy_override_use_sell_profit_only(caplog, default_conf):
|
|||
assert not strategy.sell_profit_only
|
||||
assert isinstance(strategy.sell_profit_only, bool)
|
||||
# must be inserted to configuration
|
||||
assert 'sell_profit_only' in default_conf['ask_strategy']
|
||||
assert not default_conf['ask_strategy']['sell_profit_only']
|
||||
assert 'sell_profit_only' in default_conf
|
||||
assert not default_conf['sell_profit_only']
|
||||
|
||||
default_conf.update({
|
||||
'strategy': 'DefaultStrategy',
|
||||
'ask_strategy': {
|
||||
'sell_profit_only': True,
|
||||
},
|
||||
'sell_profit_only': True,
|
||||
})
|
||||
strategy = StrategyResolver.load_strategy(default_conf)
|
||||
|
||||
|
|
|
@ -878,15 +878,15 @@ def test_validate_tsl(default_conf):
|
|||
|
||||
|
||||
def test_validate_edge2(edge_conf):
|
||||
edge_conf.update({"ask_strategy": {
|
||||
edge_conf.update({
|
||||
"use_sell_signal": True,
|
||||
}})
|
||||
})
|
||||
# Passes test
|
||||
validate_config_consistency(edge_conf)
|
||||
|
||||
edge_conf.update({"ask_strategy": {
|
||||
edge_conf.update({
|
||||
"use_sell_signal": False,
|
||||
}})
|
||||
})
|
||||
with pytest.raises(OperationalException, match="Edge requires `use_sell_signal` to be True, "
|
||||
"otherwise no sells will happen."):
|
||||
validate_config_consistency(edge_conf)
|
||||
|
@ -1128,11 +1128,17 @@ def test_pairlist_resolving_fallback(mocker):
|
|||
assert config['datadir'] == Path.cwd() / "user_data/data/binance"
|
||||
|
||||
|
||||
@pytest.mark.skip(reason='Currently no deprecated / moved sections')
|
||||
# The below is kept as a sample for the future.
|
||||
@pytest.mark.parametrize("setting", [
|
||||
("ask_strategy", "use_sell_signal", True,
|
||||
"experimental", "use_sell_signal", False),
|
||||
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),
|
||||
("ask_strategy", "ignore_buying_expired_candle_after", 5,
|
||||
None, "ignore_buying_expired_candle_after", 6),
|
||||
])
|
||||
def test_process_temporary_deprecated_settings(mocker, default_conf, setting, caplog):
|
||||
patched_configuration_load_config_file(mocker, default_conf)
|
||||
|
@ -1141,10 +1147,14 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
|
|||
# (they may not exist in the config)
|
||||
default_conf[setting[0]] = {}
|
||||
default_conf[setting[3]] = {}
|
||||
# Assign new setting
|
||||
default_conf[setting[0]][setting[1]] = setting[2]
|
||||
|
||||
# Assign deprecated setting
|
||||
default_conf[setting[3]][setting[4]] = setting[5]
|
||||
default_conf[setting[0]][setting[1]] = setting[2]
|
||||
# Assign new setting
|
||||
if setting[3]:
|
||||
default_conf[setting[3]][setting[4]] = setting[5]
|
||||
else:
|
||||
default_conf[setting[4]] = setting[5]
|
||||
|
||||
# New and deprecated settings are conflicting ones
|
||||
with pytest.raises(OperationalException, match=r'DEPRECATED'):
|
||||
|
@ -1153,13 +1163,19 @@ def test_process_temporary_deprecated_settings(mocker, default_conf, setting, ca
|
|||
caplog.clear()
|
||||
|
||||
# Delete new setting
|
||||
del default_conf[setting[0]][setting[1]]
|
||||
if setting[3]:
|
||||
del default_conf[setting[3]][setting[4]]
|
||||
else:
|
||||
del default_conf[setting[4]]
|
||||
|
||||
process_temporary_deprecated_settings(default_conf)
|
||||
assert log_has_re('DEPRECATED', caplog)
|
||||
# The value of the new setting shall have been set to the
|
||||
# value of the deprecated one
|
||||
assert default_conf[setting[0]][setting[1]] == setting[5]
|
||||
if setting[3]:
|
||||
assert default_conf[setting[3]][setting[4]] == setting[2]
|
||||
else:
|
||||
assert default_conf[setting[4]] == setting[2]
|
||||
|
||||
|
||||
@pytest.mark.parametrize("setting", [
|
||||
|
@ -1209,16 +1225,16 @@ def test_check_conflicting_settings(mocker, default_conf, caplog):
|
|||
# New and deprecated settings are conflicting ones
|
||||
with pytest.raises(OperationalException, match=r'DEPRECATED'):
|
||||
check_conflicting_settings(default_conf,
|
||||
'sectionA', 'new_setting',
|
||||
'sectionB', 'deprecated_setting')
|
||||
'sectionB', 'deprecated_setting',
|
||||
'sectionA', 'new_setting')
|
||||
|
||||
caplog.clear()
|
||||
|
||||
# Delete new setting (deprecated exists)
|
||||
del default_conf['sectionA']['new_setting']
|
||||
check_conflicting_settings(default_conf,
|
||||
'sectionA', 'new_setting',
|
||||
'sectionB', 'deprecated_setting')
|
||||
'sectionB', 'deprecated_setting',
|
||||
'sectionA', 'new_setting')
|
||||
assert not log_has_re('DEPRECATED', caplog)
|
||||
assert 'new_setting' not in default_conf['sectionA']
|
||||
|
||||
|
@ -1229,8 +1245,8 @@ def test_check_conflicting_settings(mocker, default_conf, caplog):
|
|||
# Delete deprecated setting
|
||||
del default_conf['sectionB']['deprecated_setting']
|
||||
check_conflicting_settings(default_conf,
|
||||
'sectionA', 'new_setting',
|
||||
'sectionB', 'deprecated_setting')
|
||||
'sectionB', 'deprecated_setting',
|
||||
'sectionA', 'new_setting')
|
||||
assert not log_has_re('DEPRECATED', caplog)
|
||||
assert default_conf['sectionA']['new_setting'] == 'valA'
|
||||
|
||||
|
@ -1242,15 +1258,13 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
|
|||
# (they may not exist in the config)
|
||||
default_conf['sectionA'] = {}
|
||||
default_conf['sectionB'] = {}
|
||||
# Assign new setting
|
||||
default_conf['sectionA']['new_setting'] = 'valA'
|
||||
# Assign deprecated setting
|
||||
default_conf['sectionB']['deprecated_setting'] = 'valB'
|
||||
|
||||
# Both new and deprecated settings exists
|
||||
process_deprecated_setting(default_conf,
|
||||
'sectionA', 'new_setting',
|
||||
'sectionB', 'deprecated_setting')
|
||||
'sectionB', 'deprecated_setting',
|
||||
'sectionA', 'new_setting')
|
||||
assert log_has_re('DEPRECATED', caplog)
|
||||
# The value of the new setting shall have been set to the
|
||||
# value of the deprecated one
|
||||
|
@ -1261,8 +1275,8 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
|
|||
# Delete new setting (deprecated exists)
|
||||
del default_conf['sectionA']['new_setting']
|
||||
process_deprecated_setting(default_conf,
|
||||
'sectionA', 'new_setting',
|
||||
'sectionB', 'deprecated_setting')
|
||||
'sectionB', 'deprecated_setting',
|
||||
'sectionA', 'new_setting')
|
||||
assert log_has_re('DEPRECATED', caplog)
|
||||
# The value of the new setting shall have been set to the
|
||||
# value of the deprecated one
|
||||
|
@ -1275,11 +1289,21 @@ def test_process_deprecated_setting(mocker, default_conf, caplog):
|
|||
# Delete deprecated setting
|
||||
del default_conf['sectionB']['deprecated_setting']
|
||||
process_deprecated_setting(default_conf,
|
||||
'sectionA', 'new_setting',
|
||||
'sectionB', 'deprecated_setting')
|
||||
'sectionB', 'deprecated_setting',
|
||||
'sectionA', 'new_setting')
|
||||
assert not log_has_re('DEPRECATED', caplog)
|
||||
assert default_conf['sectionA']['new_setting'] == 'valA'
|
||||
|
||||
caplog.clear()
|
||||
# Test moving to root
|
||||
default_conf['sectionB']['deprecated_setting2'] = "DeadBeef"
|
||||
process_deprecated_setting(default_conf,
|
||||
'sectionB', 'deprecated_setting2',
|
||||
None, 'new_setting')
|
||||
|
||||
assert log_has_re('DEPRECATED', caplog)
|
||||
assert default_conf['new_setting']
|
||||
|
||||
|
||||
def test_process_removed_setting(mocker, default_conf, caplog):
|
||||
patched_configuration_load_config_file(mocker, default_conf)
|
||||
|
|
|
@ -2960,11 +2960,11 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
|
|||
buy=MagicMock(return_value=limit_buy_order_open),
|
||||
get_fee=fee,
|
||||
)
|
||||
default_conf['ask_strategy'] = {
|
||||
default_conf.update({
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': True,
|
||||
'sell_profit_offset': 0.1,
|
||||
}
|
||||
})
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
||||
|
@ -2977,7 +2977,7 @@ def test_sell_profit_only_enable_profit(default_conf, limit_buy_order, limit_buy
|
|||
patch_get_signal(freqtrade, value=(False, True))
|
||||
assert freqtrade.handle_trade(trade) is False
|
||||
|
||||
freqtrade.config['ask_strategy']['sell_profit_offset'] = 0.0
|
||||
freqtrade.strategy.sell_profit_offset = 0.0
|
||||
assert freqtrade.handle_trade(trade) is True
|
||||
|
||||
assert trade.sell_reason == SellType.SELL_SIGNAL.value
|
||||
|
@ -2997,10 +2997,10 @@ def test_sell_profit_only_disable_profit(default_conf, limit_buy_order, limit_bu
|
|||
buy=MagicMock(return_value=limit_buy_order_open),
|
||||
get_fee=fee,
|
||||
)
|
||||
default_conf['ask_strategy'] = {
|
||||
default_conf.update({
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': False,
|
||||
}
|
||||
})
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
freqtrade.strategy.min_roi_reached = MagicMock(return_value=False)
|
||||
|
@ -3028,10 +3028,10 @@ def test_sell_profit_only_enable_loss(default_conf, limit_buy_order, limit_buy_o
|
|||
buy=MagicMock(return_value=limit_buy_order_open),
|
||||
get_fee=fee,
|
||||
)
|
||||
default_conf['ask_strategy'] = {
|
||||
default_conf.update({
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': True,
|
||||
}
|
||||
})
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
freqtrade.strategy.stop_loss_reached = MagicMock(return_value=SellCheckTuple(
|
||||
|
@ -3058,10 +3058,10 @@ def test_sell_profit_only_disable_loss(default_conf, limit_buy_order, limit_buy_
|
|||
buy=MagicMock(return_value=limit_buy_order_open),
|
||||
get_fee=fee,
|
||||
)
|
||||
default_conf['ask_strategy'] = {
|
||||
default_conf.update({
|
||||
'use_sell_signal': True,
|
||||
'sell_profit_only': False,
|
||||
}
|
||||
})
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
|
@ -3209,9 +3209,8 @@ def test_ignore_roi_if_buy_signal(default_conf, limit_buy_order, limit_buy_order
|
|||
buy=MagicMock(return_value=limit_buy_order_open),
|
||||
get_fee=fee,
|
||||
)
|
||||
default_conf['ask_strategy'] = {
|
||||
'ignore_roi_if_buy_signal': True
|
||||
}
|
||||
default_conf['ignore_roi_if_buy_signal'] = True
|
||||
|
||||
freqtrade = FreqtradeBot(default_conf)
|
||||
patch_get_signal(freqtrade)
|
||||
freqtrade.strategy.min_roi_reached = MagicMock(return_value=True)
|
||||
|
|
Loading…
Reference in New Issue
Block a user