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working on refacturing of the strategy class

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This commit is contained in:
Gert Wohlgemuth
2018-06-14 20:27:41 -07:00
parent bd6ed3ada4
commit 179b10e6e7
4 changed files with 71 additions and 18 deletions
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57
freqtrade/strategy/interface.py
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@@ -6,6 +6,7 @@ from typing import Dict
from abc import ABC, abstractmethod
from pandas import DataFrame
import warnings
class IStrategy(ABC):
@@ -19,30 +20,80 @@ class IStrategy(ABC):
ticker_interval -> str: value of the ticker interval to use for the strategy
"""
# associated minimal roi
minimal_roi: Dict
# associated stoploss
stoploss: float
# associated ticker interval
ticker_interval: str
@abstractmethod
# configuration used, just in case the strategy want's to use it for something
config: dict = {}
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
"""
Populate indicators that will be used in the Buy and Sell strategy
:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
:return: a Dataframe with all mandatory indicators for the strategies
"""
warnings.warn("deprecated - please replace this method with advise_indicators!", DeprecationWarning)
return dataframe
@abstractmethod
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
warnings.warn("deprecated - please replace this method with advise_buy!", DeprecationWarning)
dataframe.loc[
(
),
'buy'] = 0
return dataframe
@abstractmethod
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with sell column
"""
warnings.warn("deprecated - please replace this method with advise_sell!", DeprecationWarning)
dataframe.loc[
(
),
'sell'] = 0
return dataframe
def advise_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
This wraps around the internal method
Populate indicators that will be used in the Buy and Sell strategy
:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
:param pair: The currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies
"""
return self.populate_indicators(dataframe)
def advise_buy(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
:param pair: The currently traded pair
:return: DataFrame with buy column
"""
return self.populate_buy_trend(dataframe)
def advise_sell(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
:param pair: The currently traded pair
:return: DataFrame with sell column
"""
return self.populate_sell_trend(dataframe)