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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_available = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position, stake_amount = strategy_safe_wrapper(self.strategy.adjust_trade_position,
default_retval=None)( 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, current_profit=current_profit, min_stake=min_stake,
max_stake=min(max_stake, stake_available)) max_stake=min(max_stake, stake_available))
@ -566,7 +567,8 @@ class Backtesting:
if order_type == 'limit': if order_type == 'limit':
close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price, close_rate = strategy_safe_wrapper(self.strategy.custom_exit_price,
default_retval=close_rate)( default_retval=close_rate)(
pair=trade.pair, trade=trade, pair=trade.pair,
trade=trade, # type: ignore[arg-type]
current_time=exit_candle_time, current_time=exit_candle_time,
proposed_rate=close_rate, current_profit=current_profit, proposed_rate=close_rate, current_profit=current_profit,
exit_tag=exit_reason) exit_tag=exit_reason)
@ -580,7 +582,10 @@ class Backtesting:
time_in_force = self.strategy.order_time_in_force['exit'] time_in_force = self.strategy.order_time_in_force['exit']
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)( 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, rate=close_rate,
time_in_force=time_in_force, time_in_force=time_in_force,
sell_reason=exit_reason, # deprecated sell_reason=exit_reason, # deprecated
@ -656,7 +661,7 @@ class Backtesting:
return self._get_exit_trade_entry_for_candle(trade, row) return self._get_exit_trade_entry_for_candle(trade, row)
def get_valid_price_and_stake( 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], direction: LongShort, current_time: datetime, entry_tag: Optional[str],
trade: Optional[LocalTrade], order_type: str trade: Optional[LocalTrade], order_type: str
) -> Tuple[float, float, float, float]: ) -> Tuple[float, float, float, float]:
@ -694,6 +699,8 @@ class Backtesting:
) if self._can_short else 1.0 ) if self._can_short else 1.0
# Cap leverage between 1.0 and max_leverage. # Cap leverage between 1.0 and max_leverage.
leverage = min(max(leverage, 1.0), 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( min_stake_amount = self.exchange.get_min_pair_stake_amount(
pair, propose_rate, -0.05, leverage=leverage) or 0 pair, propose_rate, -0.05, leverage=leverage) or 0
@ -901,7 +908,9 @@ class Backtesting:
Check if current analyzed order has to be canceled. Check if current analyzed order has to be canceled.
Returns True if the trade should be Deleted (initial order was 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 timedout:
if order.side == trade.entry_side: if order.side == trade.entry_side:
self.timedout_entry_orders += 1 self.timedout_entry_orders += 1
@ -930,7 +939,8 @@ class Backtesting:
if order.side == trade.entry_side and current_time > order.order_date_utc: if order.side == trade.entry_side and current_time > order.order_date_utc:
requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price, requested_rate = strategy_safe_wrapper(self.strategy.adjust_entry_price,
default_retval=order.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, proposed_rate=row[OPEN_IDX], current_order_rate=order.price,
entry_tag=trade.enter_tag, side=trade.trade_direction entry_tag=trade.enter_tag, side=trade.trade_direction
) # default value is current order price ) # 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) SignalType, TradingMode)
from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds 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.hyper import HyperStrategyMixin
from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators, from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
_create_and_merge_informative_pair, _create_and_merge_informative_pair,
@ -918,19 +918,20 @@ class IStrategy(ABC, HyperStrategyMixin):
if exit_ and not enter: if exit_ and not enter:
exit_signal = ExitType.EXIT_SIGNAL exit_signal = ExitType.EXIT_SIGNAL
else: 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, pair=trade.pair, trade=trade, current_time=current_time,
current_rate=current_rate, current_profit=current_profit) current_rate=current_rate, current_profit=current_profit)
if custom_reason: if reason_cust:
exit_signal = ExitType.CUSTOM_EXIT exit_signal = ExitType.CUSTOM_EXIT
if isinstance(custom_reason, str): if isinstance(reason_cust, str):
if len(custom_reason) > CUSTOM_EXIT_MAX_LENGTH: custom_reason = reason_cust
if len(reason_cust) > CUSTOM_EXIT_MAX_LENGTH:
logger.warning(f'Custom exit reason returned from ' logger.warning(f'Custom exit reason returned from '
f'custom_exit is too long and was trimmed' f'custom_exit is too long and was trimmed'
f'to {CUSTOM_EXIT_MAX_LENGTH} characters.') f'to {CUSTOM_EXIT_MAX_LENGTH} characters.')
custom_reason = custom_reason[:CUSTOM_EXIT_MAX_LENGTH] custom_reason = reason_cust[:CUSTOM_EXIT_MAX_LENGTH]
else: else:
custom_reason = None custom_reason = ''
if ( if (
exit_signal == ExitType.CUSTOM_EXIT exit_signal == ExitType.CUSTOM_EXIT
or (exit_signal == ExitType.EXIT_SIGNAL or (exit_signal == ExitType.EXIT_SIGNAL
@ -1071,7 +1072,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else: else:
return current_profit > roi 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: current_time: datetime) -> bool:
""" """
FT Internal method. FT Internal method.