Replace is_reduced and is_increased properties with increased_count and reduced_count

jesse/strategies/Strategy.py

@@ -29,6 +29,9 @@ class Strategy(ABC):
         self.index = 0
         self.vars = {}
 
+        self.increased_count = 0
+        self.reduced_count = 0
+
         self.buy = None
         self._buy = None
         self.sell = None
@@ -47,7 +50,6 @@ class Strategy(ABC):
         self.trade = None
         self.trades_count = 0
 
-        self._initial_qty = None
         self._is_executing = False
         self._is_initiated = False
 
@@ -69,24 +71,6 @@ class Strategy(ABC):
                 for dna in self.hyperparameters():
                     self.hp[dna['name']] = dna['default']
 
-    @property
-    def is_reduced(self):
-        """
-        Has the size of position been reduced since it was opened
-        :return: bool
-        """
-        if self.position.is_close:
-            return None
-
-        return self.position.qty < self._initial_qty
-
-    @property
-    def is_increased(self):
-        if self.position.is_close:
-            return None
-
-        return self.position.qty > self._initial_qty
-
     def _broadcast(self, msg: str):
         """Broadcasts the event to all OTHER strategies
 
@@ -403,7 +387,8 @@ class Strategy(ABC):
         self._stop_loss_orders = []
         self._take_profit_orders = []
 
-        self._initial_qty = None
+        self.increased_count = 0
+        self.reduced_count = 0
 
     def on_cancel(self):
         """
@@ -668,6 +653,8 @@ class Strategy(ABC):
                 self._execute_short()
 
     def _on_open_position(self, order: Order):
+        self.increased_count = 1
+
         self._broadcast('route-open-position')
 
         if self.take_profit is not None:
@@ -729,7 +716,6 @@ class Strategy(ABC):
                 )
 
         self._open_position_orders = []
-        self._initial_qty = self.position.qty
         self.on_open_position(order)
         self._detect_and_handle_entry_and_exit_modifications()
 
@@ -772,6 +758,8 @@ class Strategy(ABC):
         pass
 
     def _on_increased_position(self, order: Order):
+        self.increased_count += 1
+
         self._open_position_orders = []
 
         self._broadcast('route-increased-position')
@@ -792,6 +780,8 @@ class Strategy(ABC):
         """
         prepares for on_reduced_position() is implemented by user
         """
+        self.reduced_count += 1
+
         self._open_position_orders = []
 
         self._broadcast('route-reduced-position')

jesse/strategies/Test13/__init__.py

@@ -29,5 +29,5 @@ class Test13(Strategy):
         return []
 
     def update_position(self):
-        if self.is_reduced:
+        if self.reduced_count > 0:
             self.take_profit = self.position.qty, 16

jesse/strategies/Test14/__init__.py

@@ -20,7 +20,7 @@ class Test14(Strategy):
         self.take_profit = qty, 13
 
     def update_position(self):
-        if self.is_reduced:
+        if self.reduced_count > 0:
             self.stop_loss = self.position.qty, 4
 
     def go_short(self):

jesse/strategies/Test42/__init__.py

@@ -1,35 +0,0 @@
-from jesse.strategies import Strategy
-
-
-# test_is_increased
-class Test42(Strategy):
-    def should_long(self) -> bool:
-        return self.index == 0
-
-    def should_short(self) -> bool:
-        return False
-
-    def go_long(self):
-        self.buy = [
-            (.5, 2),
-            (.5, 4),
-        ]
-        self.take_profit = [
-            (.5, 6),
-            (.5, 10),
-        ]
-
-    def update_position(self):
-        if self.price < 4 and self.position.qty == .5:
-            assert not self.is_increased
-            assert not self.is_reduced
-
-        if self.position.qty == 1:
-            assert self.is_increased
-            assert not self.is_reduced
-
-    def go_short(self):
-        pass
-
-    def should_cancel(self):
-        return False

jesse/strategies/Test43/__init__.py

@@ -1,31 +0,0 @@
-from jesse.strategies import Strategy
-
-
-# test_is_reduced
-class Test43(Strategy):
-    def should_long(self) -> bool:
-        return self.index == 0
-
-    def should_short(self) -> bool:
-        return False
-
-    def go_long(self):
-        self.buy = 1, 2
-        self.take_profit = [
-            (.5, 6),
-            (.5, 10),
-        ]
-
-    def update_position(self):
-        if self.position.qty == 1:
-            assert not self.is_increased
-            assert not self.is_reduced
-        elif self.position.qty == .5:
-            assert not self.is_increased
-            assert self.is_reduced
-
-    def go_short(self):
-        pass
-
-    def should_cancel(self):
-        return False

jesse/strategies/TestIncreasedAndReducedCount/__init__.py

@@ -0,0 +1,47 @@
+from jesse.strategies import Strategy
+
+
+# test_increaed_and_reduced_count
+class TestIncreasedAndReducedCount(Strategy):
+    def should_long(self) -> bool:
+        return self.index == 0
+
+    def should_short(self) -> bool:
+        return False
+
+    def go_long(self):
+        qty = 1
+        self.buy = qty, self.price
+
+    def update_position(self):
+        if self.position.qty == 1 and self.index == 1:
+            assert self.reduced_count == 0
+
+            assert self.increased_count == 1
+            # now increase position
+            self.buy = 1, self.price
+
+        elif self.position.qty == 2:
+            assert self.increased_count == 2
+
+            # reduce it by one
+            self.take_profit = 0.5, self.price
+        elif self.position.qty == 1.5:
+            assert self.reduced_count == 1
+            self.take_profit = 0.5, self.price
+        else:
+            assert self.reduced_count == 2
+
+            # close trade
+            self.liquidate()
+
+    def prepare(self):
+        if self.trades_count == 1:
+            assert self.increased_count == 0
+            assert self.reduced_count == 0
+
+    def go_short(self):
+        pass
+
+    def should_cancel(self):
+        return False

tests/test_parent_strategy.py

@@ -218,15 +218,6 @@ def test_increasing_position_size_after_opening():
     assert t1.qty == 2
     assert t1.fee == 0
 
-
-def test_is_increased():
-    single_route_backtest('Test42')
-
-
-def test_is_reduced():
-    single_route_backtest('Test43')
-
-
 def test_is_smart_enough_to_open_positions_via_market_orders():
     set_up([
         (exchanges.SANDBOX, 'ETHUSDT', timeframes.MINUTE_1, 'Test05'),
@@ -927,6 +918,10 @@ def test_has_active_entry_orders():
     single_route_backtest('TestHasEntryOrders')
 
 
+def test_increaed_and_reduced_count():
+    single_route_backtest('TestIncreasedAndReducedCount')
+
+
 # def test_route_capital_isolation():
 #     set_up(
 #         [