diff --git a/freqtrade/strategy/interface.py b/freqtrade/strategy/interface.py index f78846da3..a36a6f082 100644 --- a/freqtrade/strategy/interface.py +++ b/freqtrade/strategy/interface.py @@ -135,7 +135,7 @@ class IStrategy(ABC, HyperStrategyMixin): @abstractmethod def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Populate indicators that will be used in the Buy and Sell strategy + Populate indicators that will be used in the Buy, Sell, Short, Exit_short strategy :param dataframe: DataFrame with data from the exchange :param metadata: Additional information, like the currently traded pair :return: a Dataframe with all mandatory indicators for the strategies @@ -164,9 +164,9 @@ class IStrategy(ABC, HyperStrategyMixin): def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: """ - Check buy timeout function callback. - This method can be used to override the buy-timeout. - It is called whenever a limit buy order has been created, + Check buy enter timeout function callback. + This method can be used to override the enter-timeout. + It is called whenever a limit buy/short order has been created, and is not yet fully filled. Configuration options in `unfilledtimeout` will be verified before this, so ensure to set these timeouts high enough. @@ -176,16 +176,16 @@ class IStrategy(ABC, HyperStrategyMixin): :param trade: trade object. :param order: Order dictionary as returned from CCXT. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return bool: When True is returned, then the buy-order is cancelled. + :return bool: When True is returned, then the buy/short-order is cancelled. """ return False def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: """ Check sell timeout function callback. - This method can be used to override the sell-timeout. - It is called whenever a limit sell order has been created, - and is not yet fully filled. + This method can be used to override the exit-timeout. + It is called whenever a (long) limit sell order or (short) limit buy + has been created, and is not yet fully filled. Configuration options in `unfilledtimeout` will be verified before this, so ensure to set these timeouts high enough. @@ -194,7 +194,7 @@ class IStrategy(ABC, HyperStrategyMixin): :param trade: trade object. :param order: Order dictionary as returned from CCXT. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return bool: When True is returned, then the sell-order is cancelled. + :return bool: When True is returned, then the (long)sell/(short)buy-order is cancelled. """ return False @@ -210,7 +210,7 @@ class IStrategy(ABC, HyperStrategyMixin): def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, time_in_force: str, current_time: datetime, **kwargs) -> bool: """ - Called right before placing a buy order. + Called right before placing a buy/short order. Timing for this function is critical, so avoid doing heavy computations or network requests in this method. @@ -218,7 +218,7 @@ class IStrategy(ABC, HyperStrategyMixin): When not implemented by a strategy, returns True (always confirming). - :param pair: Pair that's about to be bought. + :param pair: Pair that's about to be bought/shorted. :param order_type: Order type (as configured in order_types). usually limit or market. :param amount: Amount in target (quote) currency that's going to be traded. :param rate: Rate that's going to be used when using limit orders @@ -234,7 +234,7 @@ class IStrategy(ABC, HyperStrategyMixin): rate: float, time_in_force: str, sell_reason: str, current_time: datetime, **kwargs) -> bool: """ - Called right before placing a regular sell order. + Called right before placing a regular sell/exit_short order. Timing for this function is critical, so avoid doing heavy computations or network requests in this method. @@ -253,7 +253,7 @@ class IStrategy(ABC, HyperStrategyMixin): 'sell_signal', 'force_sell', 'emergency_sell'] :param current_time: datetime object, containing the current datetime :param **kwargs: Ensure to keep this here so updates to this won't break your strategy. - :return bool: When True is returned, then the sell-order is placed on the exchange. + :return bool: When True, then the sell-order/exit_short-order is placed on the exchange. False aborts the process """ return True @@ -371,7 +371,7 @@ class IStrategy(ABC, HyperStrategyMixin): Checks if a pair is currently locked The 2nd, optional parameter ensures that locks are applied until the new candle arrives, and not stop at 14:00:00 - while the next candle arrives at 14:00:02 leaving a gap - of 2 seconds for a buy to happen on an old signal. + of 2 seconds for a buy/short to happen on an old signal. :param pair: "Pair to check" :param candle_date: Date of the last candle. Optional, defaults to current date :returns: locking state of the pair in question. @@ -387,7 +387,7 @@ class IStrategy(ABC, HyperStrategyMixin): def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ Parses the given candle (OHLCV) data and returns a populated DataFrame - add several TA indicators and buy signal to it + add several TA indicators and buy/short signal to it :param dataframe: Dataframe containing data from exchange :param metadata: Metadata dictionary with additional data (e.g. 'pair') :return: DataFrame of candle (OHLCV) data with indicator data and signals added @@ -502,12 +502,14 @@ class IStrategy(ABC, HyperStrategyMixin): dataframe: DataFrame ) -> Tuple[bool, bool, Optional[str]]: """ - Calculates current signal based based on the buy / sell columns of the dataframe. - Used by Bot to get the signal to buy or sell + Calculates current signal based based on the buy/short or sell/exit_short + columns of the dataframe. + Used by Bot to get the signal to buy, sell, short, or exit_short :param pair: pair in format ANT/BTC :param timeframe: timeframe to use :param dataframe: Analyzed dataframe to get signal from. - :return: (Buy, Sell) A bool-tuple indicating buy/sell signal + :return: (Buy, Sell)/(Short, Exit_short) A bool-tuple indicating + (buy/sell)/(short/exit_short) signal """ if not isinstance(dataframe, DataFrame) or dataframe.empty: logger.warning(f'Empty candle (OHLCV) data for pair {pair}') @@ -565,12 +567,12 @@ class IStrategy(ABC, HyperStrategyMixin): sell: bool, low: float = None, high: float = None, force_stoploss: float = 0) -> SellCheckTuple: """ - This function evaluates if one of the conditions required to trigger a sell + This function evaluates if one of the conditions required to trigger a sell/exit_short has been reached, which can either be a stop-loss, ROI or exit-signal. - :param low: Only used during backtesting to simulate stoploss - :param high: Only used during backtesting, to simulate ROI + :param low: Only used during backtesting to simulate (long)stoploss/(short)ROI + :param high: Only used during backtesting, to simulate (short)stoploss/(long)ROI :param force_stoploss: Externally provided stoploss - :return: True if trade should be sold, False otherwise + :return: True if trade should be exited, False otherwise """ current_rate = rate current_profit = trade.calc_profit_ratio(current_rate) @@ -648,7 +650,7 @@ class IStrategy(ABC, HyperStrategyMixin): high: float = None) -> SellCheckTuple: """ Based on current profit of the trade and configured (trailing) stoploss, - decides to sell or not + decides to exit or not :param current_profit: current profit as ratio :param low: Low value of this candle, only set in backtesting :param high: High value of this candle, only set in backtesting @@ -753,7 +755,7 @@ class IStrategy(ABC, HyperStrategyMixin): def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Populate indicators that will be used in the Buy and Sell strategy + Populate indicators that will be used in the Buy, Sell, short, exit_short strategy This method should not be overridden. :param dataframe: Dataframe with data from the exchange :param metadata: Additional information, like the currently traded pair @@ -769,7 +771,7 @@ class IStrategy(ABC, HyperStrategyMixin): def advise_buy(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Based on TA indicators, populates the buy signal for the given dataframe + Based on TA indicators, populates the buy/short signal for the given dataframe This method should not be overridden. :param dataframe: DataFrame :param metadata: Additional information dictionary, with details like the @@ -788,7 +790,7 @@ class IStrategy(ABC, HyperStrategyMixin): def advise_sell(self, dataframe: DataFrame, metadata: dict) -> DataFrame: """ - Based on TA indicators, populates the sell signal for the given dataframe + Based on TA indicators, populates the sell/exit_short signal for the given dataframe This method should not be overridden. :param dataframe: DataFrame :param metadata: Additional information dictionary, with details like the