strategy interface changes to comments to mention shorting
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Sam Germain
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e2d5299116
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@ -135,7 +135,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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@abstractmethod
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Populate indicators that will be used in the Buy and Sell strategy
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Populate indicators that will be used in the Buy, Sell, Short, Exit_short strategy
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:param dataframe: DataFrame with data from the exchange
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:param metadata: Additional information, like the currently traded pair
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:return: a Dataframe with all mandatory indicators for the strategies
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@ -164,9 +164,9 @@ class IStrategy(ABC, HyperStrategyMixin):
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def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
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"""
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Check buy timeout function callback.
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This method can be used to override the buy-timeout.
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It is called whenever a limit buy order has been created,
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Check buy enter timeout function callback.
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This method can be used to override the enter-timeout.
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It is called whenever a limit buy/short order has been created,
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and is not yet fully filled.
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Configuration options in `unfilledtimeout` will be verified before this,
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so ensure to set these timeouts high enough.
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@ -176,16 +176,16 @@ class IStrategy(ABC, HyperStrategyMixin):
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:param trade: trade object.
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:param order: Order dictionary as returned from CCXT.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: When True is returned, then the buy-order is cancelled.
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:return bool: When True is returned, then the buy/short-order is cancelled.
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"""
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return False
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def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
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"""
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Check sell timeout function callback.
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This method can be used to override the sell-timeout.
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It is called whenever a limit sell order has been created,
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and is not yet fully filled.
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This method can be used to override the exit-timeout.
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It is called whenever a (long) limit sell order or (short) limit buy
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has been created, and is not yet fully filled.
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Configuration options in `unfilledtimeout` will be verified before this,
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so ensure to set these timeouts high enough.
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@ -194,7 +194,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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:param trade: trade object.
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:param order: Order dictionary as returned from CCXT.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: When True is returned, then the sell-order is cancelled.
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:return bool: When True is returned, then the (long)sell/(short)buy-order is cancelled.
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"""
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return False
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@ -210,7 +210,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
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time_in_force: str, current_time: datetime, **kwargs) -> bool:
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"""
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Called right before placing a buy order.
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Called right before placing a buy/short order.
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Timing for this function is critical, so avoid doing heavy computations or
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network requests in this method.
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@ -218,7 +218,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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When not implemented by a strategy, returns True (always confirming).
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:param pair: Pair that's about to be bought.
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:param pair: Pair that's about to be bought/shorted.
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:param order_type: Order type (as configured in order_types). usually limit or market.
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:param amount: Amount in target (quote) currency that's going to be traded.
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:param rate: Rate that's going to be used when using limit orders
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@ -234,7 +234,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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rate: float, time_in_force: str, sell_reason: str,
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current_time: datetime, **kwargs) -> bool:
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"""
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Called right before placing a regular sell order.
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Called right before placing a regular sell/exit_short order.
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Timing for this function is critical, so avoid doing heavy computations or
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network requests in this method.
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@ -253,7 +253,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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'sell_signal', 'force_sell', 'emergency_sell']
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:param current_time: datetime object, containing the current datetime
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: When True is returned, then the sell-order is placed on the exchange.
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:return bool: When True, then the sell-order/exit_short-order is placed on the exchange.
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False aborts the process
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"""
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return True
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@ -371,7 +371,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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Checks if a pair is currently locked
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The 2nd, optional parameter ensures that locks are applied until the new candle arrives,
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and not stop at 14:00:00 - while the next candle arrives at 14:00:02 leaving a gap
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of 2 seconds for a buy to happen on an old signal.
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of 2 seconds for a buy/short to happen on an old signal.
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:param pair: "Pair to check"
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:param candle_date: Date of the last candle. Optional, defaults to current date
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:returns: locking state of the pair in question.
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@ -387,7 +387,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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def analyze_ticker(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Parses the given candle (OHLCV) data and returns a populated DataFrame
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add several TA indicators and buy signal to it
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add several TA indicators and buy/short signal to it
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:param dataframe: Dataframe containing data from exchange
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:param metadata: Metadata dictionary with additional data (e.g. 'pair')
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:return: DataFrame of candle (OHLCV) data with indicator data and signals added
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@ -502,12 +502,14 @@ class IStrategy(ABC, HyperStrategyMixin):
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dataframe: DataFrame
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) -> Tuple[bool, bool, Optional[str]]:
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"""
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Calculates current signal based based on the buy / sell columns of the dataframe.
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Used by Bot to get the signal to buy or sell
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Calculates current signal based based on the buy/short or sell/exit_short
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columns of the dataframe.
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Used by Bot to get the signal to buy, sell, short, or exit_short
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:param pair: pair in format ANT/BTC
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:param timeframe: timeframe to use
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:param dataframe: Analyzed dataframe to get signal from.
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:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
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:return: (Buy, Sell)/(Short, Exit_short) A bool-tuple indicating
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(buy/sell)/(short/exit_short) signal
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"""
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if not isinstance(dataframe, DataFrame) or dataframe.empty:
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logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
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@ -565,12 +567,12 @@ class IStrategy(ABC, HyperStrategyMixin):
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sell: bool, low: float = None, high: float = None,
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force_stoploss: float = 0) -> SellCheckTuple:
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"""
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This function evaluates if one of the conditions required to trigger a sell
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This function evaluates if one of the conditions required to trigger a sell/exit_short
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has been reached, which can either be a stop-loss, ROI or exit-signal.
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:param low: Only used during backtesting to simulate stoploss
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:param high: Only used during backtesting, to simulate ROI
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:param low: Only used during backtesting to simulate (long)stoploss/(short)ROI
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:param high: Only used during backtesting, to simulate (short)stoploss/(long)ROI
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:param force_stoploss: Externally provided stoploss
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:return: True if trade should be sold, False otherwise
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:return: True if trade should be exited, False otherwise
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"""
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current_rate = rate
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current_profit = trade.calc_profit_ratio(current_rate)
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@ -648,7 +650,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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high: float = None) -> SellCheckTuple:
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"""
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Based on current profit of the trade and configured (trailing) stoploss,
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decides to sell or not
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decides to exit or not
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:param current_profit: current profit as ratio
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:param low: Low value of this candle, only set in backtesting
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:param high: High value of this candle, only set in backtesting
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@ -753,7 +755,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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def advise_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Populate indicators that will be used in the Buy and Sell strategy
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Populate indicators that will be used in the Buy, Sell, short, exit_short strategy
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This method should not be overridden.
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:param dataframe: Dataframe with data from the exchange
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:param metadata: Additional information, like the currently traded pair
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@ -769,7 +771,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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def advise_buy(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Based on TA indicators, populates the buy signal for the given dataframe
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Based on TA indicators, populates the buy/short signal for the given dataframe
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This method should not be overridden.
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:param dataframe: DataFrame
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:param metadata: Additional information dictionary, with details like the
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@ -788,7 +790,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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def advise_sell(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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Based on TA indicators, populates the sell signal for the given dataframe
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Based on TA indicators, populates the sell/exit_short signal for the given dataframe
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This method should not be overridden.
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:param dataframe: DataFrame
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:param metadata: Additional information dictionary, with details like the
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