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Fix mistake in the docs

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Matthias 2021-05-09 10:04:56 +02:00
parent 92186d89a2
commit 00e93dad02
1 changed files with 2 additions and 2 deletions
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docs/strategy-advanced.md
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@ -61,7 +61,7 @@ from freqtrade.strategy import IStrategy, timeframe_to_prev_date
class AwesomeStrategy(IStrategy): class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, **kwargs): current_profit: float, **kwargs):
dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe) dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc) trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze() trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
@ -290,7 +290,7 @@ class AwesomeStrategy(IStrategy):
# Using current_time directly would only work in backtesting. Live/dry runs need time to # Using current_time directly would only work in backtesting. Live/dry runs need time to
# be rounded to previous candle to be used as dataframe index. Rounding must also be # be rounded to previous candle to be used as dataframe index. Rounding must also be
# applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing. # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe) dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
current_candle = dataframe.loc[-1].squeeze() current_candle = dataframe.loc[-1].squeeze()
if 'atr' in current_candle: if 'atr' in current_candle:
# new stoploss relative to current_rate # new stoploss relative to current_rate