adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

feature(docs/strategy-advanced/custom_info-storage/example): add ATR column calculation

Browse Source
This commit is contained in:
Joe Schr 2021-03-04 14:59:08 +01:00
parent 4064f856d1
commit 1a02a146a1
1 changed files with 5 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

6
docs/strategy-advanced.md
View File

@ -46,15 +46,19 @@ class AwesomeStrategy(IStrategy):
Imagine you need to store an indicator like `ATR` or `RSI` into `custom_info`. To use this in a meaningful way, you will not only need the raw data of the indicator, but probably also need to keep the right timestamps. Imagine you need to store an indicator like `ATR` or `RSI` into `custom_info`. To use this in a meaningful way, you will not only need the raw data of the indicator, but probably also need to keep the right timestamps.
```python
import talib.abstract as ta
class AwesomeStrategy(IStrategy): class AwesomeStrategy(IStrategy):
# Create custom dictionary # Create custom dictionary
custom_info = {} custom_info = {}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# add indicator mapped to correct DatetimeIndex to custom_info
# using "ATR" here as example # using "ATR" here as example
dataframe['atr'] = ta.ATR(dataframe)
# add indicator mapped to correct DatetimeIndex to custom_info
self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].copy().set_index('date') self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].copy().set_index('date')
return dataframe return dataframe
```
See `custom_stoploss` examples below on how to access the saved dataframe columns See `custom_stoploss` examples below on how to access the saved dataframe columns