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ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal

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This commit is contained in:
Matthias 2022-04-05 20:20:51 +02:00
parent 5bafdb6108
commit b1378efdeb
17 changed files with 42 additions and 38 deletions
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2
config_examples/config_full.example.json
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@ -18,7 +18,7 @@
"use_exit_signal": true,
"exit_profit_only": false,
"exit_profit_offset": 0.0,
"ignore_roi_if_buy_signal": false,
"ignore_roi_if_entry_signal": false,
"ignore_buying_expired_candle_after": 300,
"trading_mode": "spot",
"margin_mode": "",

4
docs/configuration.md
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@ -119,7 +119,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `use_exit_signal` | Use sell signals produced by the strategy in addition to the `minimal_roi`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `true`.* <br> **Datatype:** Boolean
| `exit_profit_only` | Wait until the bot reaches `exit_profit_offset` before taking an exit decision. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `exit_profit_offset` | Sell-signal is only active above this value. Only active in combination with `exit_profit_only=True`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `0.0`.* <br> **Datatype:** Float (as ratio)
| `ignore_roi_if_buy_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `ignore_roi_if_entry_signal` | Do not sell if the buy signal is still active. This setting takes preference over `minimal_roi` and `use_exit_signal`. [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.* <br> **Datatype:** Boolean
| `ignore_buying_expired_candle_after` | Specifies the number of seconds until a buy signal is no longer used. <br> **Datatype:** Integer
| `order_types` | Configure order-types depending on the action (`"entry"`, `"exit"`, `"stoploss"`, `"stoploss_on_exchange"`). [More information below](#understand-order_types). [Strategy Override](#parameters-in-the-strategy).<br> **Datatype:** Dict
| `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). <br> **Datatype:** Dict
@ -201,7 +201,7 @@ Values set in the configuration file always overwrite values set in the strategy
- `use_exit_signal`
* `exit_profit_only`
- `exit_profit_offset`
* `ignore_roi_if_buy_signal`
- `ignore_roi_if_entry_signal`
* `ignore_buying_expired_candle_after`
* `position_adjustment_enable`
* `max_entry_position_adjustment`

2
freqtrade/configuration/config_validation.py
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@ -320,3 +320,5 @@ 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')

18
freqtrade/configuration/deprecated_settings.py
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@ -73,8 +73,6 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
# check_conflicting_settings(config, 'ask_strategy', 'use_sell_signal',
# 'experimental', 'use_sell_signal')
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')
# New settings
@ -105,15 +103,17 @@ def process_temporary_deprecated_settings(config: Dict[str, Any]) -> None:
# 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', '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_buy_signal')
process_removed_setting(config, 'ask_strategy', 'use_sell_signal', None, 'use_sell_signal')
process_removed_setting(config, 'ask_strategy', 'sell_profit_only', None, 'sell_profit_only')
process_removed_setting(config, 'ask_strategy', 'sell_profit_offset',
None, 'sell_profit_offset')
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(

2
freqtrade/constants.py
View File

@ -152,7 +152,7 @@ CONF_SCHEMA = {
'use_exit_signal': {'type': 'boolean'},
'exit_profit_only': {'type': 'boolean'},
'exit_profit_offset': {'type': 'number'},
'ignore_roi_if_buy_signal': {'type': 'boolean'},
'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},

2
freqtrade/freqtradebot.py
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@ -927,7 +927,7 @@ class FreqtradeBot(LoggingMixin):
exit_signal_type = "exit_short" if trade.is_short else "exit_long"
if (self.config.get('use_exit_signal', True) or
self.config.get('ignore_roi_if_buy_signal', False)):
self.config.get('ignore_roi_if_entry_signal', False)):
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)

2
freqtrade/optimize/optimize_reports.py
View File

@ -463,7 +463,7 @@ def generate_strategy_stats(pairlist: List[str],
'use_exit_signal': config['use_exit_signal'],
'exit_profit_only': config['exit_profit_only'],
'exit_profit_offset': config['exit_profit_offset'],
'ignore_roi_if_buy_signal': config['ignore_roi_if_buy_signal'],
'ignore_roi_if_entry_signal': config['ignore_roi_if_entry_signal'],
**daily_stats,
**trade_stats
}

6
freqtrade/resolvers/strategy_resolver.py
View File

@ -87,7 +87,7 @@ class StrategyResolver(IResolver):
("unfilledtimeout", None),
("use_exit_signal", True),
("exit_profit_only", False),
("ignore_roi_if_buy_signal", False),
("ignore_roi_if_entry_signal", False),
("exit_profit_offset", 0.0),
("disable_dataframe_checks", False),
("ignore_buying_expired_candle_after", 0),
@ -190,12 +190,16 @@ class StrategyResolver(IResolver):
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)
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')

4
freqtrade/strategy/interface.py
View File

@ -93,7 +93,7 @@ class IStrategy(ABC, HyperStrategyMixin):
use_exit_signal: bool
exit_profit_only: bool
exit_profit_offset: float
ignore_roi_if_buy_signal: bool
ignore_roi_if_entry_signal: bool
# Position adjustment is disabled by default
position_adjustment_enable: bool = False
@ -871,7 +871,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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))

2
freqtrade/templates/base_strategy.py.j2
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@ -67,7 +67,7 @@ class {{ strategy }}(IStrategy):
# These values can be overridden in the config.
use_exit_signal = True
exit_profit_only = False
ignore_roi_if_buy_signal = False
ignore_roi_if_entry_signal = False
# Number of candles the strategy requires before producing valid signals
startup_candle_count: int = 30

2
freqtrade/templates/sample_strategy.py
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@ -67,7 +67,7 @@ class SampleStrategy(IStrategy):
# These values can be overridden in the config.
use_exit_signal = True
exit_profit_only = False
ignore_roi_if_buy_signal = False
ignore_roi_if_entry_signal = False
# Hyperoptable parameters
buy_rsi = IntParameter(low=1, high=50, default=30, space='buy', optimize=True, load=True)

10
tests/optimize/test_backtesting.py
View File

@ -1154,7 +1154,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
backtestmock = MagicMock(return_value={
@ -1231,7 +1231,7 @@ def test_backtest_start_multi_strat_nomock(default_conf, mocker, caplog, testdat
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
@ -1349,7 +1349,7 @@ def test_backtest_start_nomock_futures(default_conf_usdt, mocker,
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"ignore_roi_if_entry_signal": False,
"strategy": CURRENT_TEST_STRATEGY,
})
patch_exchange(mocker)
@ -1453,7 +1453,7 @@ def test_backtest_start_multi_strat_nomock_detail(default_conf, mocker,
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
result1 = pd.DataFrame({'pair': ['XRP/BTC', 'LTC/BTC'],
@ -1560,7 +1560,7 @@ def test_backtest_start_multi_strat_caching(default_conf, mocker, caplog, testda
"use_exit_signal": True,
"exit_profit_only": False,
"exit_profit_offset": 0.0,
"ignore_roi_if_buy_signal": False,
"ignore_roi_if_entry_signal": False,
})
patch_exchange(mocker)
backtestmock = MagicMock(return_value={

2
tests/test_configuration.py
View File

@ -1240,8 +1240,6 @@ def test_pairlist_resolving_fallback(mocker):
@pytest.mark.parametrize("setting", [
("webhook", "webhookbuy", 'testWEbhook',
"webhook", "webhookentry", 'testWEbhook'),
("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),
])

8
tests/test_freqtradebot.py
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@ -3799,7 +3799,7 @@ 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,
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)
@ -3817,7 +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)
@ -4016,7 +4016,7 @@ def test_trailing_stop_loss_positive(
@pytest.mark.parametrize("is_short", [False, True])
def test_disable_ignore_roi_if_buy_signal(default_conf_usdt, limit_order, limit_order_open,
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)
@ -4037,7 +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)

2
tests/testdata/backtest-result_multistrat.json vendored
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2
tests/testdata/backtest-result_new.json vendored
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10
tests/testdata/strategy_SampleStrategy.fthypt vendored
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