Merge pull request #8184 from LangLazy/feature

Feature market direction

freqtrade/enums/__init__.py

@@ -5,6 +5,7 @@ from freqtrade.enums.exitchecktuple import ExitCheckTuple
 from freqtrade.enums.exittype import ExitType
 from freqtrade.enums.hyperoptstate import HyperoptState
 from freqtrade.enums.marginmode import MarginMode
+from freqtrade.enums.marketstatetype import MarketDirection
 from freqtrade.enums.ordertypevalue import OrderTypeValues
 from freqtrade.enums.pricetype import PriceType
 from freqtrade.enums.rpcmessagetype import NO_ECHO_MESSAGES, RPCMessageType, RPCRequestType

freqtrade/enums/marketstatetype.py

@@ -0,0 +1,15 @@
+from enum import Enum
+
+
+class MarketDirection(Enum):
+    """
+    Enum for various market directions.
+    """
+    LONG = "long"
+    SHORT = "short"
+    EVEN = "even"
+    NONE = "none"
+
+    def __str__(self):
+        # convert to string
+        return self.value

freqtrade/rpc/rpc.py

@@ -19,8 +19,8 @@ from freqtrade.configuration.timerange import TimeRange
 from freqtrade.constants import CANCEL_REASON, DATETIME_PRINT_FORMAT, Config
 from freqtrade.data.history import load_data
 from freqtrade.data.metrics import calculate_max_drawdown
-from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, State,
-                             TradingMode)
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, SignalDirection,
+                             State, TradingMode)
 from freqtrade.exceptions import ExchangeError, PricingError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_msecs
 from freqtrade.loggers import bufferHandler
@@ -1205,3 +1205,9 @@ class RPC:
             'last_process_loc': last_p.astimezone(tzlocal()).strftime(DATETIME_PRINT_FORMAT),
             'last_process_ts': int(last_p.timestamp()),
         }
+
+    def _update_market_direction(self, direction: MarketDirection) -> None:
+        self._freqtrade.strategy.market_direction = direction
+
+    def _get_market_direction(self) -> MarketDirection:
+        return self._freqtrade.strategy.market_direction

freqtrade/rpc/telegram.py

@@ -25,7 +25,7 @@ from telegram.utils.helpers import escape_markdown
 
 from freqtrade.__init__ import __version__
 from freqtrade.constants import DUST_PER_COIN, Config
-from freqtrade.enums import RPCMessageType, SignalDirection, TradingMode
+from freqtrade.enums import MarketDirection, RPCMessageType, SignalDirection, TradingMode
 from freqtrade.exceptions import OperationalException
 from freqtrade.misc import chunks, plural, round_coin_value
 from freqtrade.persistence import Trade
@@ -129,7 +129,8 @@ class Telegram(RPCHandler):
             r'/weekly$', r'/weekly \d+$', r'/monthly$', r'/monthly \d+$',
             r'/forcebuy$', r'/forcelong$', r'/forceshort$',
             r'/forcesell$', r'/forceexit$',
-            r'/edge$', r'/health$', r'/help$', r'/version$'
+            r'/edge$', r'/health$', r'/help$', r'/version$', r'/marketdir (long|short|even|none)$',
+            r'/marketdir$'
         ]
         # Create keys for generation
         valid_keys_print = [k.replace('$', '') for k in valid_keys]
@@ -197,6 +198,7 @@ class Telegram(RPCHandler):
             CommandHandler('health', self._health),
             CommandHandler('help', self._help),
             CommandHandler('version', self._version),
+            CommandHandler('marketdir', self._changemarketdir)
         ]
         callbacks = [
             CallbackQueryHandler(self._status_table, pattern='update_status_table'),
@@ -1502,6 +1504,9 @@ class Telegram(RPCHandler):
             "*/count:* `Show number of active trades compared to allowed number of trades`\n"
             "*/edge:* `Shows validated pairs by Edge if it is enabled` \n"
             "*/health* `Show latest process timestamp - defaults to 1970-01-01 00:00:00` \n"
+            "*/marketdir [long | short | even | none]:* `Updates the user managed variable "
+            "that represents the current market direction. If no direction is provided `"
+            "`the currently set market direction will be output.` \n"
 
             "_Statistics_\n"
             "------------\n"
@@ -1685,3 +1690,39 @@ class Telegram(RPCHandler):
                 'TelegramError: %s! Giving up on that message.',
                 telegram_err.message
             )
+
+    @authorized_only
+    def _changemarketdir(self, update: Update, context: CallbackContext) -> None:
+        """
+        Handler for /marketdir.
+        Updates the bot's market_direction
+        :param bot: telegram bot
+        :param update: message update
+        :return: None
+        """
+        if context.args and len(context.args) == 1:
+            new_market_dir_arg = context.args[0]
+            old_market_dir = self._rpc._get_market_direction()
+            new_market_dir = None
+            if new_market_dir_arg == "long":
+                new_market_dir = MarketDirection.LONG
+            elif new_market_dir_arg == "short":
+                new_market_dir = MarketDirection.SHORT
+            elif new_market_dir_arg == "even":
+                new_market_dir = MarketDirection.EVEN
+            elif new_market_dir_arg == "none":
+                new_market_dir = MarketDirection.NONE
+
+            if new_market_dir is not None:
+                self._rpc._update_market_direction(new_market_dir)
+                self._send_msg("Successfully updated market direction"
+                               f" from *{old_market_dir}* to *{new_market_dir}*.")
+            else:
+                raise RPCException("Invalid market direction provided. \n"
+                                   "Valid market directions: *long, short, even, none*")
+        elif context.args is not None and len(context.args) == 0:
+            old_market_dir = self._rpc._get_market_direction()
+            self._send_msg(f"Currently set market direction: *{old_market_dir}*")
+        else:
+            raise RPCException("Invalid usage of command /marketdir. \n"
+                               "Usage: */marketdir [short |  long | even | none]*")

freqtrade/strategy/interface.py

@@ -12,8 +12,8 @@ from pandas import DataFrame
 
 from freqtrade.constants import Config, IntOrInf, ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RunMode, SignalDirection,
-                             SignalTagType, SignalType, TradingMode)
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, RunMode,
+                             SignalDirection, SignalTagType, SignalType, TradingMode)
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
 from freqtrade.misc import remove_entry_exit_signals
@@ -122,6 +122,9 @@ class IStrategy(ABC, HyperStrategyMixin):
     # Definition of plot_config. See plotting documentation for more details.
     plot_config: Dict = {}
 
+    # A self set parameter that represents the market direction. filled from configuration
+    market_direction: MarketDirection = MarketDirection.NONE
+
     def __init__(self, config: Config) -> None:
         self.config = config
         # Dict to determine if analysis is necessary