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Update setting to max_entry_position_adjustment

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This commit is contained in:
Matthias 2022-01-27 16:57:50 +01:00
parent 0fa7986369
commit 002226f5fd
11 changed files with 23 additions and 22 deletions
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4
docs/configuration.md
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@ -173,7 +173,7 @@ Mandatory parameters are marked as **Required**, which means that they are requi
| `dataformat_ohlcv` | Data format to use to store historical candle (OHLCV) data. <br> *Defaults to `json`*. <br> **Datatype:** String
| `dataformat_trades` | Data format to use to store historical trades data. <br> *Defaults to `jsongz`*. <br> **Datatype:** String
| `position_adjustment_enable` | Enables the strategy to use position adjustments (additional buys or sells). [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `false`.*<br> **Datatype:** Boolean
| `max_buy_position_adjustment` | Maximum additional buy(s) for each open trade on top of the first buy. Set it to `-1` for unlimited additional buys. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
| `max_entry_position_adjustment` | Maximum additional buy(s) for each open trade on top of the first entry Order. Set it to `-1` for unlimited additional additional orders. [More information here](strategy-callbacks.md#adjust-trade-position). <br> [Strategy Override](#parameters-in-the-strategy). <br>*Defaults to `-1`.*<br> **Datatype:** Positive Integer or -1
### Parameters in the strategy
@ -199,7 +199,7 @@ Values set in the configuration file always overwrite values set in the strategy
* `ignore_roi_if_buy_signal`
* `ignore_buying_expired_candle_after`
* `position_adjustment_enable`
* `max_buy_position_adjustment`
* `max_entry_position_adjustment`
### Configuring amount per trade

6
docs/strategy-callbacks.md
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@ -579,13 +579,13 @@ The `position_adjustment_enable` strategy property enables the usage of `adjust_
For performance reasons, it's disabled by default and freqtrade will show a warning message on startup if enabled.
`adjust_trade_position()` can be used to perform additional orders, for example to manage risk with DCA (Dollar Cost Averaging).
`max_buy_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
`max_entry_position_adjustment` property is used to limit the number of additional buys per trade (on top of the first buy) that the bot can execute. By default, the value is -1 which means the bot have no limit on number of adjustment buys.
The strategy is expected to return a stake_amount (in stake currency) between `min_stake` and `max_stake` if and when an additional buy order should be made (position is increased).
If there are not enough funds in the wallet (the return value is above `max_stake`) then the signal will be ignored.
Additional orders also result in additional fees and those orders don't count towards `max_open_trades`.
This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_buy_position_adjustment`.
This callback is **not** called when there is an open order (either buy or sell) waiting for execution, or when you have reached the maximum amount of extra buys that you have set on `max_entry_position_adjustment`.
`adjust_trade_position()` is called very frequently for the duration of a trade, so you must keep your implementation as performant as possible.
!!! Note "About stake size"
@ -616,7 +616,7 @@ class DigDeeperStrategy(IStrategy):
# ... populate_* methods
# Example specific variables
max_buy_position_adjustment = 3
max_entry_position_adjustment = 3
# This number is explained a bit further down
max_dca_multiplier = 5.5

2
freqtrade/constants.py
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@ -373,7 +373,7 @@ CONF_SCHEMA = {
'default': 'jsongz'
},
'position_adjustment_enable': {'type': 'boolean', 'default': False},
'max_buy_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
'max_entry_position_adjustment': {'type': ['integer', 'number'], 'minimum': -1},
},
'definitions': {
'exchange': {

8
freqtrade/freqtradebot.py
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@ -471,13 +471,13 @@ class FreqtradeBot(LoggingMixin):
If the strategy triggers the adjustment, a new order gets issued.
Once that completes, the existing trade is modified to match new data.
"""
if self.strategy.max_buy_position_adjustment > -1:
if self.strategy.max_entry_position_adjustment > -1:
count_of_buys = trade.nr_of_successful_buys
if count_of_buys > self.strategy.max_buy_position_adjustment:
logger.debug(f"Max adjustment buy for {trade.pair} has been reached.")
if count_of_buys > self.strategy.max_entry_position_adjustment:
logger.debug(f"Max adjustment entries for {trade.pair} has been reached.")
return
else:
logger.debug("Max adjustment buy is set to unlimited.")
logger.debug("Max adjustment entries is set to unlimited.")
current_rate = self.exchange.get_rate(trade.pair, refresh=True, side="buy")
current_profit = trade.calc_profit_ratio(current_rate)

4
freqtrade/optimize/backtesting.py
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@ -382,9 +382,9 @@ class Backtesting:
# Check if we need to adjust our current positions
if self.strategy.position_adjustment_enable:
check_adjust_buy = True
if self.strategy.max_buy_position_adjustment > -1:
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_buy_position_adjustment)
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)

2
freqtrade/resolvers/strategy_resolver.py
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@ -98,7 +98,7 @@ class StrategyResolver(IResolver):
("disable_dataframe_checks", False),
("ignore_buying_expired_candle_after", 0),
("position_adjustment_enable", False),
("max_buy_position_adjustment", -1),
("max_entry_position_adjustment", -1),
]
for attribute, default in attributes:
StrategyResolver._override_attribute_helper(strategy, config,

2
freqtrade/rpc/api_server/api_schemas.py
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@ -174,7 +174,7 @@ class ShowConfig(BaseModel):
state: str
runmode: str
position_adjustment_enable: bool
max_buy_position_adjustment: int
max_entry_position_adjustment: int
class TradeSchema(BaseModel):

9
freqtrade/rpc/rpc.py
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@ -138,9 +138,10 @@ class RPC:
'state': str(botstate),
'runmode': config['runmode'].value,
'position_adjustment_enable': config.get('position_adjustment_enable', False),
'max_buy_position_adjustment': (config['max_buy_position_adjustment']
if config['max_buy_position_adjustment'] != float('inf')
else -1)
'max_entry_position_adjustment': (
config['max_entry_position_adjustment']
if config['max_entry_position_adjustment'] != float('inf')
else -1)
}
return val
@ -251,7 +252,7 @@ class RPC:
profit_str
]
if self._config.get('position_adjustment_enable', False):
max_buy = self._config['max_buy_position_adjustment'] + 1
max_buy = self._config['max_entry_position_adjustment'] + 1
filled_buys = trade.nr_of_successful_buys
detail_trade.append(f"{filled_buys}/{max_buy}")
trades_list.append(detail_trade)

2
freqtrade/rpc/telegram.py
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@ -1350,7 +1350,7 @@ class Telegram(RPCHandler):
if val['position_adjustment_enable']:
pa_info = (
f"*Position adjustment:* On\n"
f"*Max buy position adjustment:* `{val['max_buy_position_adjustment']}`\n"
f"*Max enter position adjustment:* `{val['max_entry_position_adjustment']}`\n"
)
else:
pa_info = "*Position adjustment:* Off\n"

2
freqtrade/strategy/interface.py
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@ -108,7 +108,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# Position adjustment is disabled by default
position_adjustment_enable: bool = False
max_buy_position_adjustment: int = -1
max_entry_position_adjustment: int = -1
# Number of seconds after which the candle will no longer result in a buy on expired candles
ignore_buying_expired_candle_after: int = 0

4
tests/test_freqtradebot.py
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@ -4570,7 +4570,7 @@ def test_process_open_trade_positions_exception(mocker, default_conf_usdt, fee,
def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, caplog) -> None:
default_conf_usdt.update({
"position_adjustment_enable": True,
"max_buy_position_adjustment": 0,
"max_entry_position_adjustment": 0,
})
freqtrade = get_patched_freqtradebot(mocker, default_conf_usdt)
@ -4578,4 +4578,4 @@ def test_check_and_call_adjust_trade_position(mocker, default_conf_usdt, fee, ca
caplog.set_level(logging.DEBUG)
freqtrade.process_open_trade_positions()
assert log_has_re(r"Max adjustment buy for .* has been reached\.", caplog)
assert log_has_re(r"Max adjustment entries for .* has been reached\.", caplog)