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check that the strategy dataframe matches the one given by the bot

This commit is contained in:
orehunt 2020-03-24 13:54:46 +01:00
parent 3b89e7d393
commit 0f53e646fd
1 changed files with 16 additions and 3 deletions
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19
freqtrade/strategy/interface.py
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@ -241,8 +241,18 @@ class IStrategy(ABC):
return dataframe
def get_signal(self, pair: str, interval: str,
dataframe: DataFrame) -> Tuple[bool, bool]:
@staticmethod
def preserve_df(d: DataFrame) -> Tuple[int, float, datetime]:
""" keep some data for dataframes """
return len(d), d["close"].iloc[-1], d["date"].iloc[-1]
@staticmethod
def assert_df(d: DataFrame, df_len: int, df_close: float, df_date: datetime):
""" make sure data is unmodified """
if df_len != len(d) or df_close != d["close"].iloc[-1] or df_date != d["date"].iloc[-1]:
raise Exception("Dataframe returned from strategy does not match original")
def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format ANT/BTC
@ -254,8 +264,11 @@ class IStrategy(ABC):
logger.warning('Empty candle (OHLCV) data for pair %s', pair)
return False, False
latest_date = dataframe['date'].max()
try:
df_len, df_close, df_date = self.preserve_df(dataframe)
dataframe = self._analyze_ticker_internal(dataframe, {'pair': pair})
self.assert_df(dataframe, df_len, df_close, df_date)
except ValueError as error:
logger.warning(
'Unable to analyze candle (OHLCV) data for pair %s: %s',
@ -275,7 +288,7 @@ class IStrategy(ABC):
logger.warning('Empty dataframe for pair %s', pair)
return False, False
latest = dataframe.iloc[-1]
latest = dataframe.loc[dataframe['date'] == latest_date].iloc[-1]
# Check if dataframe is out of date
signal_date = arrow.get(latest['date'])