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make Strategy store roi and stoploss values as numbers to avoid later casting

This commit is contained in:
Janne Sinivirta 2018-02-11 15:02:42 +02:00
parent 5190cd507e
commit 2ce03ab1b5
5 changed files with 15 additions and 16 deletions
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5
freqtrade/main.py
View File

@ -296,14 +296,13 @@ def min_roi_reached(trade: Trade, current_rate: float, current_time: datetime) -
strategy = Strategy()
current_profit = trade.calc_profit_percent(current_rate)
if strategy.stoploss is not None and current_profit < float(strategy.stoploss):
if strategy.stoploss is not None and current_profit < strategy.stoploss:
logger.debug('Stop loss hit.')
return True
# Check if time matches and current rate is above threshold
time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
for duration_string, threshold in strategy.minimal_roi.items():
duration = float(duration_string)
for duration, threshold in strategy.minimal_roi.items():
if time_diff < duration:
return False
if time_diff > duration and current_profit > threshold:

10
freqtrade/optimize/hyperopt.py
View File

@ -225,12 +225,12 @@ def calculate_loss(total_profit: float, trade_count: int, trade_duration: float)
return trade_loss + profit_loss + duration_loss
def generate_roi_table(params) -> Dict[str, float]:
def generate_roi_table(params) -> Dict[int, float]:
roi_table = {}
roi_table["0"] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
roi_table[str(params['roi_t3'])] = params['roi_p1'] + params['roi_p2']
roi_table[str(params['roi_t3'] + params['roi_t2'])] = params['roi_p1']
roi_table[str(params['roi_t3'] + params['roi_t2'] + params['roi_t1'])] = 0
roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
return roi_table

6
freqtrade/strategy/strategy.py
View File

@ -71,11 +71,11 @@ class Strategy(object):
# Minimal ROI designed for the strategy
self.minimal_roi = OrderedDict(sorted(
self.custom_strategy.minimal_roi.items(),
key=lambda tuple: float(tuple[0]))) # sort after converting to number
{int(key): value for (key, value) in self.custom_strategy.minimal_roi.items()}.items(),
key=lambda tuple: tuple[0])) # sort after converting to number
# Optimal stoploss designed for the strategy
self.stoploss = self.custom_strategy.stoploss
self.stoploss = float(self.custom_strategy.stoploss)
self.ticker_interval = self.custom_strategy.ticker_interval

2
freqtrade/tests/optimize/test_hyperopt.py
View File

@ -255,7 +255,7 @@ def test_roi_table_generation():
'roi_p2': 2,
'roi_p3': 3,
}
assert generate_roi_table(params) == {'0': 6, '15': 3, '25': 1, '30': 0}
assert generate_roi_table(params) == {0: 6, 15: 3, 25: 1, 30: 0}
# test log_trials_result

8
freqtrade/tests/strategy/test_strategy.py
View File

@ -57,7 +57,7 @@ def test_strategy(result):
strategy.init({'strategy': 'default_strategy'})
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi['0'] == 0.04
assert strategy.minimal_roi[0] == 0.04
assert hasattr(strategy.custom_strategy, 'stoploss')
assert strategy.stoploss == -0.10
@ -86,7 +86,7 @@ def test_strategy_override_minimal_roi(caplog):
strategy.init(config)
assert hasattr(strategy.custom_strategy, 'minimal_roi')
assert strategy.minimal_roi['0'] == 0.5
assert strategy.minimal_roi[0] == 0.5
assert ('freqtrade.strategy.strategy',
logging.INFO,
'Override strategy \'minimal_roi\' with value in config file.'
@ -142,8 +142,8 @@ def test_strategy_singleton():
strategy1.init({'strategy': 'default_strategy'})
assert hasattr(strategy1.custom_strategy, 'minimal_roi')
assert strategy1.minimal_roi['0'] == 0.04
assert strategy1.minimal_roi[0] == 0.04
strategy2 = Strategy()
assert hasattr(strategy2.custom_strategy, 'minimal_roi')
assert strategy2.minimal_roi['0'] == 0.04
assert strategy2.minimal_roi[0] == 0.04