make should_cancel_entry optional

jesse/modes/backtest_mode.py

@@ -528,8 +528,8 @@ def _prepare_routes(hyperparameters: dict = None) -> None:
             r.strategy = StrategyClass()
         except TypeError:
             raise exceptions.InvalidStrategy(
-                "Looks like the structure of your strategy directory is incorrect. Make sure to include the strategy INSIDE the __init__.py file. Another reason for this error might be that your strategy is missing the mandatory methods such as should_long(), go_long(), and should_cancel_entry(). "
-                "\nIf you need working examples, check out: https://github.com/jesse-ai/example-strategies"
+                "Looks like the structure of your strategy directory is incorrect. Make sure to include the strategy INSIDE the __init__.py file. Another reason for this error might be that your strategy is missing the mandatory methods such as should_long(), go_long(). "
+                "\nIf you need working examples, check out: https://jesse.trade/strategies"
             )
         except:
             raise

jesse/services/strategy_handler/ExampleStrategy/__init__.py

@@ -17,6 +17,3 @@ def go_long(self):
     def go_short(self):
         # For futures trading only
         pass
-
-    def should_cancel_entry(self) -> bool:
-        return True

jesse/strategies/Strategy.py

@@ -556,9 +556,12 @@ def should_long(self) -> bool:
     def should_short(self) -> bool:
         return False
 
-    @abstractmethod
     def should_cancel_entry(self) -> bool:
-        pass
+        """
+        Whether to cancel the active  entry orders or not. By default, it will cancel the
+        entry orders when a new candle is formed and the position is still not open.
+        """
+        return True
 
     def before(self) -> None:
         """

jesse/strategies/TestWithoutCancelMethod/__init__.py

@@ -0,0 +1,15 @@
+from jesse.strategies import Strategy
+
+
+class TestWithoutCancelMethod(Strategy):
+    def should_long(self):
+        return False
+
+    def go_long(self):
+        pass
+
+    def go_short(self):
+        pass
+
+    def should_short(self):
+        return False

jesse/version.py

@@ -1 +1 @@
-__version__ = '1.3.12'
+__version__ = '1.3.13'

setup.py

@@ -1,7 +1,7 @@
 from setuptools import setup, find_packages
 
 # also change in version.py
-VERSION = '1.3.12'
+VERSION = '1.3.13'
 DESCRIPTION = "A trading framework for cryptocurrencies"
 with open("requirements.txt", "r", encoding="utf-8") as f:
     REQUIRED_PACKAGES = f.read().splitlines()

tests/test_parent_strategy.py

@@ -867,3 +867,6 @@ def test_chart_values():
     with pytest.raises(ValueError):
         single_route_backtest('TestAddLineToExtraChart')
 
+
+def test_without_cancel_method():
+    single_route_backtest('TestWithoutCancelMethod')