Merge pull request #8184 from LangLazy/feature

Feature market direction

docs/telegram-usage.md

@@ -152,7 +152,7 @@ You can create your own keyboard in `config.json`:
 !!! Note "Supported Commands"
     Only the following commands are allowed. Command arguments are not supported!
 
-    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`
+    `/start`, `/stop`, `/status`, `/status table`, `/trades`, `/profit`, `/performance`, `/daily`, `/stats`, `/count`, `/locks`, `/balance`, `/stopentry`, `/reload_config`, `/show_config`, `/logs`, `/whitelist`, `/blacklist`, `/edge`, `/help`, `/version`, `/marketdir`
 
 ## Telegram commands
 
@@ -179,6 +179,7 @@ official commands. You can ask at any moment for help with `/help`.
 | `/count` | Displays number of trades used and available
 | `/locks` | Show currently locked pairs.
 | `/unlock <pair or lock_id>` | Remove the lock for this pair (or for this lock id).
+| `/marketdir [long | short | even | none]` | Updates the user managed variable that represents the current market direction. If no direction is provided, the currently set direction will be displayed.
 | **Modify Trade states** |
 | `/forceexit <trade_id> | /fx <tradeid>` | Instantly exits the given trade  (Ignoring `minimum_roi`).
 | `/forceexit all | /fx all` | Instantly exits all open trades (Ignoring `minimum_roi`).
@@ -416,3 +417,23 @@ ARDR/ETH   0.366667      0.143059       -0.01
 ### /version
 
 > **Version:** `0.14.3`
+
+### /marketdir
+
+If a market direction is provided the command updates the user managed variable that represents the current market direction.
+This variable is not set to any valid market direction on bot startup and must be set by the user. The example below is for `/marketdir long`:
+
+```
+Successfully updated marketdirection from none to long.
+```
+
+If no market direction is provided the command outputs the currently set market directions. The example below is for `/marketdir`:
+
+```
+Currently set marketdirection: even
+```
+
+You can use the market direction in your strategy via `self.market_direction`.
+
+!!! Warning "Bot restarts"
+    Please note that the market direction is not persisted, and will be reset after a bot restart/reload.

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,
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, SignalDirection,
-                             TradingMode)
+                             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,
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, MarketDirection, RunMode,
-                             SignalTagType, SignalType, TradingMode)
+                             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

tests/rpc/test_rpc_telegram.py

@@ -20,7 +20,8 @@ from telegram.error import BadRequest, NetworkError, TelegramError
 from freqtrade import __version__
 from freqtrade.constants import CANCEL_REASON
 from freqtrade.edge import PairInfo
-from freqtrade.enums import ExitType, RPCMessageType, RunMode, SignalDirection, State
+from freqtrade.enums import (ExitType, MarketDirection, RPCMessageType, RunMode, SignalDirection,
+                             State)
 from freqtrade.exceptions import OperationalException
 from freqtrade.freqtradebot import FreqtradeBot
 from freqtrade.loggers import setup_logging
@@ -106,7 +107,7 @@ def test_telegram_init(default_conf, mocker, caplog) -> None:
                    "['reload_config', 'reload_conf'], ['show_config', 'show_conf'], "
                    "['stopbuy', 'stopentry'], ['whitelist'], ['blacklist'], "
                    "['blacklist_delete', 'bl_delete'], "
-                   "['logs'], ['edge'], ['health'], ['help'], ['version']"
+                   "['logs'], ['edge'], ['health'], ['help'], ['version'], ['marketdir']"
                    "]")
 
     assert log_has(message_str, caplog)
@@ -2395,3 +2396,15 @@ def test__send_msg_keyboard(default_conf, mocker, caplog) -> None:
     assert log_has("using custom keyboard from config.json: "
                    "[['/daily', '/stats', '/balance', '/profit', '/profit 5'], ['/count', "
                    "'/start', '/reload_config', '/help']]", caplog)
+
+
+def test_change_market_direction(default_conf, mocker, update) -> None:
+    telegram, _, msg_mock = get_telegram_testobject(mocker, default_conf)
+    assert telegram._rpc._freqtrade.strategy.market_direction == MarketDirection.NONE
+    context = MagicMock()
+    context.args = ["long"]
+    telegram._changemarketdir(update, context)
+    assert telegram._rpc._freqtrade.strategy.market_direction == MarketDirection.LONG
+    context = MagicMock()
+    context.args = ["invalid"]
+    assert telegram._rpc._freqtrade.strategy.market_direction == MarketDirection.LONG