merging develop into async. requirement.txt conflict resolved

This commit is contained in:
misagh
2018-09-06 20:28:07 +02:00
9 changed files with 235 additions and 99 deletions

View File

@@ -70,8 +70,15 @@ class IStrategy(ABC):
# associated ticker interval
ticker_interval: str
# run "populate_indicators" only for new candle
process_only_new_candles: bool = False
# Dict to determine if analysis is necessary
_last_candle_seen_per_pair: Dict[str, datetime] = {}
def __init__(self, config: dict) -> None:
self.config = config
self._last_candle_seen_per_pair = {}
@abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -112,10 +119,30 @@ class IStrategy(ABC):
add several TA indicators and buy signal to it
:return DataFrame with ticker data and indicator data
"""
dataframe = parse_ticker_dataframe(ticker_history)
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
pair = str(metadata.get('pair'))
# Test if seen this pair and last candle before.
# always run if process_only_new_candles is set to true
if (not self.process_only_new_candles or
self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
# Defs that only make change on new candle data.
logging.debug("TA Analysis Launched")
dataframe = self.advise_indicators(dataframe, metadata)
dataframe = self.advise_buy(dataframe, metadata)
dataframe = self.advise_sell(dataframe, metadata)
self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
else:
logging.debug("Skippinig TA Analysis for already analyzed candle")
dataframe['buy'] = 0
dataframe['sell'] = 0
# Other Defs in strategy that want to be called every loop here
# twitter_sell = self.watch_twitter_feed(dataframe, metadata)
logging.debug("Loop Analysis Launched")
return dataframe
def get_signal(self, pair: str, interval: str,

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@@ -66,6 +66,15 @@ class StrategyResolver(object):
else:
config['ticker_interval'] = self.strategy.ticker_interval
if 'process_only_new_candles' in config:
self.strategy.process_only_new_candles = config['process_only_new_candles']
logger.info(
"Override process_only_new_candles 'process_only_new_candles' "
"with value in config file: %s.", config['process_only_new_candles']
)
else:
config['process_only_new_candles'] = self.strategy.process_only_new_candles
# Sort and apply type conversions
self.strategy.minimal_roi = OrderedDict(sorted(
{int(key): value for (key, value) in self.strategy.minimal_roi.items()}.items(),