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condensed strategy methods down to 2

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This commit is contained in:
Sam Germain
2021-08-18 04:19:17 -06:00
parent d4a7d2d444
commit 092780df9d
22 changed files with 451 additions and 773 deletions
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87
freqtrade/strategy/interface.py
View File

@@ -62,8 +62,6 @@ class IStrategy(ABC, HyperStrategyMixin):
_populate_fun_len: int = 0
_buy_fun_len: int = 0
_sell_fun_len: int = 0
_short_fun_len: int = 0
_exit_short_fun_len: int = 0
_ft_params_from_file: Dict = {}
# associated minimal roi
minimal_roi: Dict
@@ -145,7 +143,7 @@ class IStrategy(ABC, HyperStrategyMixin):
return dataframe
@abstractmethod
def populate_enter_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
@@ -155,7 +153,7 @@ class IStrategy(ABC, HyperStrategyMixin):
return dataframe
@abstractmethod
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
@@ -166,7 +164,7 @@ class IStrategy(ABC, HyperStrategyMixin):
def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
"""
Check enter timeout function callback.
Check buy timeout function callback.
This method can be used to override the enter-timeout.
It is called whenever a limit buy/short order has been created,
and is not yet fully filled.
@@ -184,7 +182,7 @@ class IStrategy(ABC, HyperStrategyMixin):
def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
"""
Check exit timeout function callback.
Check sell timeout function callback.
This method can be used to override the exit-timeout.
It is called whenever a (long) limit sell order or (short) limit buy
has been created, and is not yet fully filled.
@@ -396,10 +394,8 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
logger.debug("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_enter(dataframe, metadata, is_short=False)
dataframe = self.advise_exit(dataframe, metadata, is_short=False)
dataframe = self.advise_enter(dataframe, metadata, is_short=True)
dataframe = self.advise_exit(dataframe, metadata, is_short=True)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
return dataframe
def _analyze_ticker_internal(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -426,7 +422,7 @@ class IStrategy(ABC, HyperStrategyMixin):
logger.debug("Skipping TA Analysis for already analyzed candle")
dataframe['buy'] = 0
dataframe['sell'] = 0
dataframe['short'] = 0
dataframe['enter_short'] = 0
dataframe['exit_short'] = 0
dataframe['buy_tag'] = None
dataframe['short_tag'] = None
@@ -572,8 +568,8 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
return False
def should_sell(self, trade: Trade, rate: float, date: datetime, enter: bool,
exit: bool, low: float = None, high: float = None,
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
sell: bool, low: float = None, high: float = None,
force_stoploss: float = 0) -> SellCheckTuple:
"""
This function evaluates if one of the conditions required to trigger a sell/exit_short
@@ -597,7 +593,7 @@ class IStrategy(ABC, HyperStrategyMixin):
current_profit = trade.calc_profit_ratio(current_rate)
# if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
roi_reached = (not (enter and self.ignore_roi_if_buy_signal)
roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
and self.min_roi_reached(trade=trade, current_profit=current_profit,
current_time=date))
@@ -610,8 +606,8 @@ class IStrategy(ABC, HyperStrategyMixin):
if (self.sell_profit_only and current_profit <= self.sell_profit_offset):
# sell_profit_only and profit doesn't reach the offset - ignore sell signal
pass
elif self.use_sell_signal and not enter:
if exit:
elif self.use_sell_signal and not buy:
if sell:
sell_signal = SellType.SELL_SIGNAL
else:
trade_type = "exit_short" if trade.is_short else "sell"
@@ -759,7 +755,7 @@ class IStrategy(ABC, HyperStrategyMixin):
def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""
Populates indicators for given candle (OHLCV) data (for multiple pairs)
Does not run advise_enter or advise_exit!
Does not run advise_buy or advise_sell!
Used by optimize operations only, not during dry / live runs.
Using .copy() to get a fresh copy of the dataframe for every strategy run.
Has positive effects on memory usage for whatever reason - also when
@@ -784,12 +780,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
return self.populate_indicators(dataframe, metadata)
def advise_enter(
self,
dataframe: DataFrame,
metadata: dict,
is_short: bool = False
) -> DataFrame:
def advise_buy(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy/short signal for the given dataframe
This method should not be overridden.
@@ -798,27 +789,17 @@ class IStrategy(ABC, HyperStrategyMixin):
currently traded pair
:return: DataFrame with buy column
"""
(type, fun_len) = (
("short", self._short_fun_len)
if is_short else
("buy", self._buy_fun_len)
)
logger.debug(f"Populating {type} signals for pair {metadata.get('pair')}.")
logger.debug(f"Populating enter signals for pair {metadata.get('pair')}.")
if fun_len == 2:
if self._buy_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
return self.populate_enter_trend(dataframe) # type: ignore
return self.populate_buy_trend(dataframe) # type: ignore
else:
return self.populate_enter_trend(dataframe, metadata)
return self.populate_buy_trend(dataframe, metadata)
def advise_exit(
self,
dataframe: DataFrame,
metadata: dict,
is_short: bool = False
) -> DataFrame:
def advise_sell(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the sell/exit_short signal for the given dataframe
This method should not be overridden.
@@ -828,16 +809,26 @@ class IStrategy(ABC, HyperStrategyMixin):
:return: DataFrame with sell column
"""
(type, fun_len) = (
("exit_short", self._exit_short_fun_len)
if is_short else
("sell", self._sell_fun_len)
)
logger.debug(f"Populating {type} signals for pair {metadata.get('pair')}.")
if fun_len == 2:
logger.debug(f"Populating exit signals for pair {metadata.get('pair')}.")
if self._sell_fun_len == 2:
warnings.warn("deprecated - check out the Sample strategy to see "
"the current function headers!", DeprecationWarning)
return self.populate_exit_trend(dataframe) # type: ignore
return self.populate_sell_trend(dataframe) # type: ignore
else:
return self.populate_exit_trend(dataframe, metadata)
return self.populate_sell_trend(dataframe, metadata)
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float,
**kwargs) -> float:
"""
Customize leverage for each new trade. This method is not called when edge module is
enabled.
:param pair: Pair that's currently analyzed
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param proposed_leverage: A leverage proposed by the bot.
:param max_leverage: Max leverage allowed on this pair
:return: A stake size, which is between min_stake and max_stake.
"""
return proposed_leverage

9
freqtrade/strategy/strategy_helper.py
View File

@@ -1,5 +1,6 @@
import pandas as pd
from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
@@ -83,7 +84,13 @@ def stoploss_from_open(
if current_profit == -1:
return 1
stoploss = 1-((1+open_relative_stop)/(1+current_profit)) # TODO-lev: Is this right?
if for_short is True:
# TODO-lev: How would this be calculated for short
raise OperationalException(
"Freqtrade hasn't figured out how to calculated stoploss on shorts")
# stoploss = 1-((1+open_relative_stop)/(1+current_profit))
else:
stoploss = 1-((1+open_relative_stop)/(1+current_profit))
# negative stoploss values indicate the requested stop price is higher than the current price
if for_short: