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strategy interface changes to comments to mention shorting

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Sam Germain 2021-08-18 06:23:44 -06:00
parent e2d5299116
commit 314359dd6e
1 changed files with 28 additions and 26 deletions
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54
freqtrade/strategy/interface.py
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@ -135,7 +135,7 @@ class IStrategy(ABC, HyperStrategyMixin):
@abstractmethod @abstractmethod
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: 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 dataframe: DataFrame with data from the exchange
:param metadata: Additional information, like the currently traded pair :param metadata: Additional information, like the currently traded pair
:return: a Dataframe with all mandatory indicators for the strategies :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: def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
""" """
Check buy timeout function callback. Check buy enter timeout function callback.
This method can be used to override the buy-timeout. This method can be used to override the enter-timeout.
It is called whenever a limit buy order has been created, It is called whenever a limit buy/short order has been created,
and is not yet fully filled. and is not yet fully filled.
Configuration options in `unfilledtimeout` will be verified before this, Configuration options in `unfilledtimeout` will be verified before this,
so ensure to set these timeouts high enough. so ensure to set these timeouts high enough.
@ -176,16 +176,16 @@ class IStrategy(ABC, HyperStrategyMixin):
:param trade: trade object. :param trade: trade object.
:param order: Order dictionary as returned from CCXT. :param order: Order dictionary as returned from CCXT.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :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 return False
def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool: def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
""" """
Check sell timeout function callback. Check sell timeout function callback.
This method can be used to override the sell-timeout. This method can be used to override the exit-timeout.
It is called whenever a limit sell order has been created, It is called whenever a (long) limit sell order or (short) limit buy
and is not yet fully filled. has been created, and is not yet fully filled.
Configuration options in `unfilledtimeout` will be verified before this, Configuration options in `unfilledtimeout` will be verified before this,
so ensure to set these timeouts high enough. so ensure to set these timeouts high enough.
@ -194,7 +194,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param trade: trade object. :param trade: trade object.
:param order: Order dictionary as returned from CCXT. :param order: Order dictionary as returned from CCXT.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :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 return False
@ -210,7 +210,7 @@ class IStrategy(ABC, HyperStrategyMixin):
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time: datetime, **kwargs) -> bool: 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 Timing for this function is critical, so avoid doing heavy computations or
network requests in this method. network requests in this method.
@ -218,7 +218,7 @@ class IStrategy(ABC, HyperStrategyMixin):
When not implemented by a strategy, returns True (always confirming). 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 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 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 :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, rate: float, time_in_force: str, sell_reason: str,
current_time: datetime, **kwargs) -> bool: 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 Timing for this function is critical, so avoid doing heavy computations or
network requests in this method. network requests in this method.
@ -253,7 +253,7 @@ class IStrategy(ABC, HyperStrategyMixin):
'sell_signal', 'force_sell', 'emergency_sell'] 'sell_signal', 'force_sell', 'emergency_sell']
:param current_time: datetime object, containing the current datetime :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. :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 False aborts the process
""" """
return True return True
@ -371,7 +371,7 @@ class IStrategy(ABC, HyperStrategyMixin):
Checks if a pair is currently locked Checks if a pair is currently locked
The 2nd, optional parameter ensures that locks are applied until the new candle arrives, 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 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 pair: "Pair to check"
:param candle_date: Date of the last candle. Optional, defaults to current date :param candle_date: Date of the last candle. Optional, defaults to current date
:returns: locking state of the pair in question. :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: def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
""" """
Parses the given candle (OHLCV) data and returns a populated 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 dataframe: Dataframe containing data from exchange
:param metadata: Metadata dictionary with additional data (e.g. 'pair') :param metadata: Metadata dictionary with additional data (e.g. 'pair')
:return: DataFrame of candle (OHLCV) data with indicator data and signals added :return: DataFrame of candle (OHLCV) data with indicator data and signals added
@ -502,12 +502,14 @@ class IStrategy(ABC, HyperStrategyMixin):
dataframe: DataFrame dataframe: DataFrame
) -> Tuple[bool, bool, Optional[str]]: ) -> Tuple[bool, bool, Optional[str]]:
""" """
Calculates current signal based based on the buy / sell columns of the dataframe. Calculates current signal based based on the buy/short or sell/exit_short
Used by Bot to get the signal to buy or sell 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 pair: pair in format ANT/BTC
:param timeframe: timeframe to use :param timeframe: timeframe to use
:param dataframe: Analyzed dataframe to get signal from. :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: if not isinstance(dataframe, DataFrame) or dataframe.empty:
logger.warning(f'Empty candle (OHLCV) data for pair {pair}') 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, sell: bool, low: float = None, high: float = None,
force_stoploss: float = 0) -> SellCheckTuple: 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. has been reached, which can either be a stop-loss, ROI or exit-signal.
:param low: Only used during backtesting to simulate stoploss :param low: Only used during backtesting to simulate (long)stoploss/(short)ROI
:param high: Only used during backtesting, to simulate ROI :param high: Only used during backtesting, to simulate (short)stoploss/(long)ROI
:param force_stoploss: Externally provided stoploss :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_rate = rate
current_profit = trade.calc_profit_ratio(current_rate) current_profit = trade.calc_profit_ratio(current_rate)
@ -648,7 +650,7 @@ class IStrategy(ABC, HyperStrategyMixin):
high: float = None) -> SellCheckTuple: high: float = None) -> SellCheckTuple:
""" """
Based on current profit of the trade and configured (trailing) stoploss, 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 current_profit: current profit as ratio
:param low: Low value of this candle, only set in backtesting :param low: Low value of this candle, only set in backtesting
:param high: High 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: 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. This method should not be overridden.
:param dataframe: Dataframe with data from the exchange :param dataframe: Dataframe with data from the exchange
:param metadata: Additional information, like the currently traded pair :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: 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. This method should not be overridden.
:param dataframe: DataFrame :param dataframe: DataFrame
:param metadata: Additional information dictionary, with details like the :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: 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. This method should not be overridden.
:param dataframe: DataFrame :param dataframe: DataFrame
:param metadata: Additional information dictionary, with details like the :param metadata: Additional information dictionary, with details like the