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Don't fail if strategy doesn't contain sell signal

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This commit is contained in:
Matthias 2021-08-02 20:17:58 +02:00
parent d8d8261f1b
commit c981641441
2 changed files with 26 additions and 7 deletions
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8
freqtrade/strategy/interface.py
View File

@ -483,8 +483,6 @@ class IStrategy(ABC, HyperStrategyMixin):
message = "No dataframe returned (return statement missing?)."
elif 'buy' not in dataframe:
message = "Buy column not set."
elif 'sell' not in dataframe:
message = "Sell column not set."
elif df_len != len(dataframe):
message = message_template.format("length")
elif df_close != dataframe["close"].iloc[-1]:
@ -531,7 +529,11 @@ class IStrategy(ABC, HyperStrategyMixin):
return False, False, None
buy = latest[SignalType.BUY.value] == 1
sell = latest[SignalType.SELL.value] == 1
sell = False
if SignalType.SELL.value in latest:
sell = latest[SignalType.SELL.value] == 1
buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',

25
tests/strategy/test_interface.py
View File

@ -126,6 +126,27 @@ def test_get_signal_old_dataframe(default_conf, mocker, caplog, ohlcv_history):
assert log_has('Outdated history for pair xyz. Last tick is 16 minutes old', caplog)
def test_get_signal_no_sell_column(default_conf, mocker, caplog, ohlcv_history):
# default_conf defines a 5m interval. we check interval * 2 + 5m
# this is necessary as the last candle is removed (partial candles) by default
ohlcv_history.loc[1, 'date'] = arrow.utcnow()
# Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy()
# Intentionally don't set sell column
# mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
caplog.set_level(logging.INFO)
mocker.patch.object(_STRATEGY, 'assert_df')
assert (True, False, None) == _STRATEGY.get_signal(
'xyz',
default_conf['timeframe'],
mocked_history
)
def test_ignore_expired_candle(default_conf):
default_conf.update({'strategy': 'DefaultStrategy'})
strategy = StrategyResolver.load_strategy(default_conf)
@ -197,10 +218,6 @@ def test_assert_df(ohlcv_history, caplog):
match="Buy column not set"):
_STRATEGY.assert_df(ohlcv_history.drop('buy', axis=1), len(ohlcv_history),
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
with pytest.raises(StrategyError,
match="Sell column not set"):
_STRATEGY.assert_df(ohlcv_history.drop('sell', axis=1), len(ohlcv_history),
ohlcv_history.loc[df_len, 'close'], ohlcv_history.loc[0, 'date'])
_STRATEGY.disable_dataframe_checks = True
caplog.clear()