def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore
sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
if sell.sell_flag:
trade.close_date = sell_row[DATE_IDX]
trade.sell_reason = sell.sell_type.value
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
rate=closerate,
time_in_force=time_in_force,
sell_reason=sell.sell_type.value):
return None
trade.close(closerate, show_msg=False)
return trade
return None
def _get_sell_trade_entry(self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
sell = self.strategy.should_sell(trade, sell_row[OPEN_IDX], # type: ignore
sell_row[DATE_IDX], sell_row[BUY_IDX], sell_row[SELL_IDX],
low=sell_row[LOW_IDX], high=sell_row[HIGH_IDX])
if sell.sell_flag:
trade.close_date = sell_row[DATE_IDX]
trade.sell_reason = sell.sell_type.value
trade_dur = int((trade.close_date_utc - trade.open_date_utc).total_seconds() // 60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
trade.close(closerate, show_msg=False)
return trade
return None
def _get_sell_trade_entry_for_candle(
self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
sell = self.strategy.should_sell(
trade,
sell_row[OPEN_IDX], # type: ignore
sell_candle_time,
sell_row[BUY_IDX],
sell_row[SELL_IDX],
low=sell_row[LOW_IDX],
high=sell_row[HIGH_IDX])
if sell.sell_flag:
trade.close_date = sell_candle_time
trade_dur = int(
(trade.close_date_utc - trade.open_date_utc).total_seconds() //
60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit,
default_retval=True)(
pair=trade.pair,
trade=trade,
order_type='limit',
amount=trade.amount,
rate=closerate,
time_in_force=time_in_force,
sell_reason=sell.sell_reason,
current_time=sell_candle_time):
return None
trade.sell_reason = sell.sell_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_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):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
trade.close(closerate, show_msg=False)
return trade
return None
def _get_sell_trade_entry_for_candle(
self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
# Check if we need to adjust our current positions
if self.strategy.position_adjustment_enable:
trade = self._get_adjust_trade_entry_for_candle(trade, sell_row)
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
sell = self.strategy.should_sell(
trade,
sell_row[OPEN_IDX], # type: ignore
sell_candle_time,
sell_row[BUY_IDX],
sell_row[SELL_IDX],
low=sell_row[LOW_IDX],
high=sell_row[HIGH_IDX])
if sell.sell_flag:
trade.close_date = sell_candle_time
trade_dur = int(
(trade.close_date_utc - trade.open_date_utc).total_seconds() //
60)
closerate = self._get_close_rate(sell_row, trade, sell, trade_dur)
# call the custom exit price,with default value as previous closerate
current_profit = trade.calc_profit_ratio(closerate)
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
closerate = strategy_safe_wrapper(
self.strategy.custom_exit_price,
default_retval=closerate)(pair=trade.pair,
trade=trade,
current_time=sell_row[DATE_IDX],
proposed_rate=closerate,
current_profit=current_profit)
# Use the maximum between close_rate and low as we cannot sell outside of a candle.
closerate = min(max(closerate, sell_row[LOW_IDX]),
sell_row[HIGH_IDX])
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit,
default_retval=True)(
pair=trade.pair,
trade=trade,
order_type='limit',
amount=trade.amount,
rate=closerate,
time_in_force=time_in_force,
sell_reason=sell.sell_reason,
current_time=sell_candle_time):
return None
trade.sell_reason = sell.sell_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_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):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
trade.close(closerate, show_msg=False)
return trade
return None
def _get_sell_trade_entry_for_candle(
self, trade: LocalTrade, sell_row: Tuple) -> Optional[LocalTrade]:
# Check if we need to adjust our current positions
if self.strategy.position_adjustment_enable:
check_adjust_buy = True
if self.strategy.max_entry_position_adjustment > -1:
count_of_buys = trade.nr_of_successful_buys
check_adjust_buy = (
count_of_buys <=
self.strategy.max_entry_position_adjustment)
if check_adjust_buy:
trade = self._get_adjust_trade_entry_for_candle(
trade, sell_row)
sell_candle_time = sell_row[DATE_IDX].to_pydatetime()
sell = self.strategy.should_sell(
trade,
sell_row[OPEN_IDX], # type: ignore
sell_candle_time,
sell_row[BUY_IDX],
sell_row[SELL_IDX],
low=sell_row[LOW_IDX],
high=sell_row[HIGH_IDX])
if sell.sell_flag:
trade.close_date = sell_candle_time
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)
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['sell']
if sell.sell_type in (SellType.SELL_SIGNAL, SellType.CUSTOM_SELL):
# Custom exit pricing only for sell-signals
if order_type == 'limit':
closerate = strategy_safe_wrapper(
self.strategy.custom_exit_price,
default_retval=closerate)(
pair=trade.pair,
trade=trade,
current_time=sell_candle_time,
proposed_rate=closerate,
current_profit=current_profit)
# We can't place orders lower than current low.
# freqtrade does not support this in live, and the order would fill immediately
closerate = max(closerate, sell_row[LOW_IDX])
# Confirm trade exit:
time_in_force = self.strategy.order_time_in_force['sell']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit,
default_retval=True)(
pair=trade.pair,
trade=trade,
order_type='limit',
amount=trade.amount,
rate=closerate,
time_in_force=time_in_force,
sell_reason=sell.sell_reason,
current_time=sell_candle_time):
return None
trade.sell_reason = sell.sell_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_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):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
self.order_id_counter += 1
order = Order(
id=self.order_id_counter,
ft_trade_id=trade.id,
order_date=sell_candle_time,
order_update_date=sell_candle_time,
ft_is_open=True,
ft_pair=trade.pair,
order_id=str(self.order_id_counter),
symbol=trade.pair,
ft_order_side="sell",
side="sell",
order_type=order_type,
status="open",
price=closerate,
average=closerate,
amount=trade.amount,
filled=0,
remaining=trade.amount,
cost=trade.amount * closerate,
)
trade.orders.append(order)
return trade
return None
