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Merge branch 'freqtrade:develop' into strategy_utils

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This commit is contained in:
hippocritical
2023-02-17 21:07:23 +01:00
committed by GitHub
parent bcef00edee c4ec4db050
commit 08ca0f7c0f
39 changed files with 3620 additions and 1598 deletions
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4
freqtrade/strategy/hyper.py
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@@ -163,7 +163,7 @@ class HyperStrategyMixin:
else:
logger.info(f'Strategy Parameter(default): {attr_name} = {attr.value}')
def get_no_optimize_params(self):
def get_no_optimize_params(self) -> Dict[str, Dict]:
"""
Returns list of Parameters that are not part of the current optimize job
"""
@@ -173,7 +173,7 @@ class HyperStrategyMixin:
'protection': {},
}
for name, p in self.enumerate_parameters():
if not p.optimize or not p.in_space:
if p.category and (not p.optimize or not p.in_space):
params[p.category][name] = p.value
return params

33
freqtrade/strategy/interface.py
View File

@@ -1083,10 +1083,10 @@ class IStrategy(ABC, HyperStrategyMixin):
trade.adjust_min_max_rates(high or current_rate, low or current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=current_time,
current_profit=current_profit,
force_stoploss=force_stoploss, low=low, high=high)
stoplossflag = self.ft_stoploss_reached(current_rate=current_rate, trade=trade,
current_time=current_time,
current_profit=current_profit,
force_stoploss=force_stoploss, low=low, high=high)
# Set current rate to high for backtesting exits
current_rate = (low if trade.is_short else high) or rate
@@ -1153,13 +1153,12 @@ class IStrategy(ABC, HyperStrategyMixin):
return exits
def stop_loss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,
force_stoploss: float, low: Optional[float] = None,
high: Optional[float] = None) -> ExitCheckTuple:
def ft_stoploss_adjust(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,
force_stoploss: float, low: Optional[float] = None,
high: Optional[float] = None) -> None:
"""
Based on current profit of the trade and configured (trailing) stoploss,
decides to exit or not
Adjust stop-loss dynamically if configured to do so.
:param current_profit: current profit as ratio
:param low: Low value of this candle, only set in backtesting
:param high: High value of this candle, only set in backtesting
@@ -1205,6 +1204,20 @@ class IStrategy(ABC, HyperStrategyMixin):
trade.adjust_stop_loss(bound or current_rate, stop_loss_value)
def ft_stoploss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,
force_stoploss: float, low: Optional[float] = None,
high: Optional[float] = None) -> ExitCheckTuple:
"""
Based on current profit of the trade and configured (trailing) stoploss,
decides to exit or not
:param current_profit: current profit as ratio
:param low: Low value of this candle, only set in backtesting
:param high: High value of this candle, only set in backtesting
"""
self.ft_stoploss_adjust(current_rate, trade, current_time, current_profit,
force_stoploss, low, high)
sl_higher_long = (trade.stop_loss >= (low or current_rate) and not trade.is_short)
sl_lower_short = (trade.stop_loss <= (high or current_rate) and trade.is_short)
liq_higher_long = (trade.liquidation_price