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Change populate_buy_trend to populate_entry_trend

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This commit is contained in:
Matthias 2022-03-12 09:31:14 +01:00
parent efc313b28b
commit 28046c6a22
7 changed files with 64 additions and 39 deletions
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8
freqtrade/resolvers/strategy_resolver.py
View File

@ -220,6 +220,14 @@ class StrategyResolver(IResolver):
)
if strategy:
if strategy.config.get('trading_mode', TradingMode.SPOT) != TradingMode.SPOT:
# Require new method
if type(strategy).populate_entry_trend == IStrategy.populate_entry_trend:
raise OperationalException("`populate_entry_trend` must be implemented.")
if type(strategy).populate_exit_trend == IStrategy.populate_exit_trend:
raise OperationalException("`populate_exit_trend` must be implemented.")
else:
# TODO: Verify if populate_buy and populate_sell are implemented
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)

27
freqtrade/strategy/interface.py
View File

@ -177,19 +177,27 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return dataframe
@abstractmethod
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
DEPRECATED - please migrate to populate_entry_trend
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with buy column
"""
return dataframe
@abstractmethod
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the entry signal for the given dataframe
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with entry columns populated
"""
return self.populate_buy_trend(dataframe, metadata)
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
DEPRECATED - please migrate to populate_exit_trend
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
@ -197,6 +205,15 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the exit signal for the given dataframe
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with exit columns populated
"""
return self.populate_sell_trend(dataframe, metadata)
def bot_loop_start(self, **kwargs) -> None:
"""
Called at the start of the bot iteration (one loop).
@ -1072,7 +1089,7 @@ class IStrategy(ABC, HyperStrategyMixin):
"the current function headers!", DeprecationWarning)
df = self.populate_buy_trend(dataframe) # type: ignore
else:
df = self.populate_buy_trend(dataframe, metadata)
df = self.populate_entry_trend(dataframe, metadata)
if 'enter_long' not in df.columns:
df = df.rename({'buy': 'enter_long', 'buy_tag': 'enter_tag'}, axis='columns')
@ -1094,7 +1111,7 @@ class IStrategy(ABC, HyperStrategyMixin):
"the current function headers!", DeprecationWarning)
df = self.populate_sell_trend(dataframe) # type: ignore
else:
df = self.populate_sell_trend(dataframe, metadata)
df = self.populate_exit_trend(dataframe, metadata)
if 'exit_long' not in df.columns:
df = df.rename({'sell': 'exit_long'}, axis='columns')
return df

18
freqtrade/templates/base_strategy.py.j2
View File

@ -29,7 +29,7 @@ class {{ strategy }}(IStrategy):
You must keep:
- the lib in the section "Do not remove these libs"
- the methods: populate_indicators, populate_buy_trend, populate_sell_trend
- the methods: populate_indicators, populate_entry_trend, populate_exit_trend
You should keep:
- timeframe, minimal_roi, stoploss, trailing_*
"""
@ -119,12 +119,12 @@ class {{ strategy }}(IStrategy):
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame populated with indicators
Based on TA indicators, populates the entry signal for the given dataframe
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with buy column
:return: DataFrame with entry columns populated
"""
dataframe.loc[
(
@ -144,12 +144,12 @@ class {{ strategy }}(IStrategy):
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame populated with indicators
Based on TA indicators, populates the exit signal for the given dataframe
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with buy column
:return: DataFrame with exit columns populated
"""
dataframe.loc[
(

6
freqtrade/templates/sample_short_strategy.py
View File

@ -30,7 +30,7 @@ class SampleShortStrategy(IStrategy):
You must keep:
- the lib in the section "Do not remove these libs"
- the methods: populate_indicators, populate_buy_trend, populate_sell_trend
- the methods: populate_indicators, populate_entry_trend, populate_exit_trend
You should keep:
- timeframe, minimal_roi, stoploss, trailing_*
"""
@ -341,7 +341,7 @@ class SampleShortStrategy(IStrategy):
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame populated with indicators
@ -361,7 +361,7 @@ class SampleShortStrategy(IStrategy):
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame populated with indicators

18
freqtrade/templates/sample_strategy.py
View File

@ -29,7 +29,7 @@ class SampleStrategy(IStrategy):
You must keep:
- the lib in the section "Do not remove these libs"
- the methods: populate_indicators, populate_buy_trend, populate_sell_trend
- the methods: populate_indicators, populate_entry_trend, populate_exit_trend
You should keep:
- timeframe, minimal_roi, stoploss, trailing_*
"""
@ -342,12 +342,12 @@ class SampleStrategy(IStrategy):
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame populated with indicators
Based on TA indicators, populates the entry signal for the given dataframe
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with buy column
:return: DataFrame with entry columns populated
"""
dataframe.loc[
(
@ -371,12 +371,12 @@ class SampleStrategy(IStrategy):
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame populated with indicators
Based on TA indicators, populates the exit signal for the given dataframe
:param dataframe: DataFrame
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with sell column
:return: DataFrame with exit columns populated
"""
dataframe.loc[
(

4
tests/strategy/strats/strategy_test_v3.py
View File

@ -125,7 +125,7 @@ class StrategyTestV3(IStrategy):
return dataframe
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
@ -147,7 +147,7 @@ class StrategyTestV3(IStrategy):
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe.loc[
(
(

4
tests/strategy/test_default_strategy.py
View File

@ -13,8 +13,8 @@ def test_strategy_test_v3_structure():
assert hasattr(StrategyTestV3, 'stoploss')
assert hasattr(StrategyTestV3, 'timeframe')
assert hasattr(StrategyTestV3, 'populate_indicators')
assert hasattr(StrategyTestV3, 'populate_buy_trend')
assert hasattr(StrategyTestV3, 'populate_sell_trend')
assert hasattr(StrategyTestV3, 'populate_entry_trend')
assert hasattr(StrategyTestV3, 'populate_exit_trend')
@pytest.mark.parametrize('is_short,side', [