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https://ico.org.uk/media/for-organisations/documents/1589/promotion_of_a_political_party.pdf
They'll have your details via the electoral roll but they are duty bound to honour your request to stop receiving crap from them, but it's not clear how you need to go about doing that. What marketing stuff you receive should (but probably won't) explain how to deny consent. You'll probably have to contact each of the individual parties (at the local level) to add them to their suppression list(s).
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But
(16) Candidates, political parties and referendum campaigners have a right (depending on the type of election or referendum2 ) to send an‘election address’ by Freepost, either addressed to each individual elector or unaddressed to each postal address. This applies to elections for the UK or Scottish Parliament, for the Northern Ireland Assembly or National Assembly for Wales, or for the European Parliament, or at a particular referendum. This type of Freepost mailing does not constitute direct marketing.
(31) Political parties, referendum campaigners and candidates are
entitled to a copy of the full electoral register for electoral or
referendum purposes, which includes contacting individuals on
the list by post. At particular elections or referendums they also
have a specific legal right to send one Freepost mailing, as
described in paragraph 16.
we have a by-election and I discovered almost all parties have my details, with #GDPR how do I ask them to delete them?