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Fix some type errors

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This commit is contained in:
Matthias 2022-05-07 14:53:51 +02:00
parent f1a72e448a
commit 0a713faca8
2 changed files with 25 additions and 14 deletions
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22
freqtrade/optimize/backtesting.py
View File

@ -500,7 +500,8 @@ class Backtesting:
stake_available = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)(
trade=trade, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
trade=trade, # type: ignore[arg-type]
current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
current_profit=current_profit, min_stake=min_stake,
max_stake=min(max_stake, stake_available))
@ -566,7 +567,8 @@ class Backtesting:
if order_type == 'limit':
close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=close_rate)(
pair=trade.pair, trade=trade,
pair=trade.pair,
trade=trade, # type: ignore[arg-type]
current_time=exit_candle_time,
proposed_rate=close_rate, current_profit=current_profit,
exit_tag=exit_reason)
@ -580,7 +582,10 @@ class Backtesting:
time_in_force = self.strategy.order_time_in_force['exit']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type='limit', amount=trade.amount,
pair=trade.pair,
trade=trade, # type: ignore[arg-type]
order_type='limit',
amount=trade.amount,
rate=close_rate,
time_in_force=time_in_force,
sell_reason=exit_reason, # deprecated
@ -656,7 +661,7 @@ class Backtesting:
return self._get_exit_trade_entry_for_candle(trade, row)
def get_valid_price_and_stake(
self, pair: str, row: Tuple, propose_rate: float, stake_amount: Optional[float],
self, pair: str, row: Tuple, propose_rate: float, stake_amount_inp: Optional[float],
direction: LongShort, current_time: datetime, entry_tag: Optional[str],
trade: Optional[LocalTrade], order_type: str
) -> Tuple[float, float, float, float]:
@ -694,6 +699,8 @@ class Backtesting:
) if self._can_short else 1.0
# Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), max_leverage)
elif stake_amount_inp is not None:
stake_amount = stake_amount_inp
min_stake_amount = self.exchange.get_min_pair_stake_amount(
pair, propose_rate, -0.05, leverage=leverage) or 0
@ -901,7 +908,9 @@ class Backtesting:
Check if current analyzed order has to be canceled.
Returns True if the trade should be Deleted (initial order was canceled).
"""
timedout = self.strategy.ft_check_timed_out(trade, order, current_time)
timedout = self.strategy.ft_check_timed_out(
trade, # type: ignore[arg-type]
order, current_time)
if timedout:
if order.side == trade.entry_side:
self.timedout_entry_orders += 1
@ -930,7 +939,8 @@ class Backtesting:
if order.side == trade.entry_side and current_time > order.order_date_utc:
requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price,
default_retval=order.price)(
trade=trade, order=order, pair=trade.pair, current_time=current_time,
trade=trade, # type: ignore[arg-type]
order=order, pair=trade.pair, current_time=current_time,
proposed_rate=row[OPEN_IDX], current_order_rate=order.price,
entry_tag=trade.enter_tag, side=trade.trade_direction
) # default value is current order price

17
freqtrade/strategy/interface.py
View File

@ -16,7 +16,7 @@ from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirecti
SignalType, TradingMode)
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
from freqtrade.persistence import LocalTrade, Order, PairLocks, Trade
from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.strategy.hyper import HyperStrategyMixin
from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
_create_and_merge_informative_pair,
@ -918,19 +918,20 @@ class IStrategy(ABC, HyperStrategyMixin):
if exit_ and not enter:
exit_signal = ExitType.EXIT_SIGNAL
else:
custom_reason = strategy_safe_wrapper(self.custom_exit, default_retval=False)(
reason_cust = strategy_safe_wrapper(self.custom_exit, default_retval=False)(
pair=trade.pair, trade=trade, current_time=current_time,
current_rate=current_rate, current_profit=current_profit)
if custom_reason:
if reason_cust:
exit_signal = ExitType.CUSTOM_EXIT
if isinstance(custom_reason, str):
if len(custom_reason) > CUSTOM_EXIT_MAX_LENGTH:
if isinstance(reason_cust, str):
custom_reason = reason_cust
if len(reason_cust) > CUSTOM_EXIT_MAX_LENGTH:
logger.warning(f'Custom exit reason returned from '
f'custom_exit is too long and was trimmed'
f'to {CUSTOM_EXIT_MAX_LENGTH} characters.')
custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH]
custom_reason = reason_cust[:CUSTOM_EXIT_MAX_LENGTH]
else:
custom_reason = None
custom_reason = ''
if (
exit_signal == ExitType.CUSTOM_EXIT
or (exit_signal == ExitType.EXIT_SIGNAL
@ -1071,7 +1072,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
return current_profit > roi
def ft_check_timed_out(self, trade: LocalTrade, order: Order,
def ft_check_timed_out(self, trade: Trade, order: Order,
current_time: datetime) -> bool:
"""
FT Internal method.