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Merge pull request #3394 from freqtrade/disable_dataframechecks

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Allow changing severity of strategy-validations to log only.
This commit is contained in:
hroff-1902
2020-05-30 19:28:38 +03:00
committed by GitHub
parent b1e6662c11 376c536dd1
commit 36c7089a03
6 changed files with 46 additions and 28 deletions
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1
freqtrade/constants.py
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@@ -227,6 +227,7 @@ CONF_SCHEMA = {
'db_url': {'type': 'string'},
'initial_state': {'type': 'string', 'enum': ['running', 'stopped']},
'forcebuy_enable': {'type': 'boolean'},
'disable_dataframe_checks': {'type': 'boolean'},
'internals': {
'type': 'object',
'default': {},

49
freqtrade/resolvers/strategy_resolver.py
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@@ -52,37 +52,38 @@ class StrategyResolver(IResolver):
# Set attributes
# Check if we need to override configuration
# (Attribute name, default, ask_strategy)
attributes = [("minimal_roi", {"0": 10.0}, False),
("ticker_interval", None, False),
("stoploss", None, False),
("trailing_stop", None, False),
("trailing_stop_positive", None, False),
("trailing_stop_positive_offset", 0.0, False),
("trailing_only_offset_is_reached", None, False),
("process_only_new_candles", None, False),
("order_types", None, False),
("order_time_in_force", None, False),
("stake_currency", None, False),
("stake_amount", None, False),
("startup_candle_count", None, False),
("unfilledtimeout", None, False),
("use_sell_signal", True, True),
("sell_profit_only", False, True),
("ignore_roi_if_buy_signal", False, True),
# (Attribute name, default, subkey)
attributes = [("minimal_roi", {"0": 10.0}, None),
("ticker_interval", None, None),
("stoploss", None, None),
("trailing_stop", None, None),
("trailing_stop_positive", None, None),
("trailing_stop_positive_offset", 0.0, None),
("trailing_only_offset_is_reached", None, None),
("process_only_new_candles", None, None),
("order_types", None, None),
("order_time_in_force", None, None),
("stake_currency", None, None),
("stake_amount", None, None),
("startup_candle_count", None, None),
("unfilledtimeout", None, None),
("use_sell_signal", True, 'ask_strategy'),
("sell_profit_only", False, 'ask_strategy'),
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("disable_dataframe_checks", False, 'internals')
]
for attribute, default, ask_strategy in attributes:
if ask_strategy:
StrategyResolver._override_attribute_helper(strategy, config['ask_strategy'],
for attribute, default, subkey in attributes:
if subkey:
StrategyResolver._override_attribute_helper(strategy, config.get(subkey, {}),
attribute, default)
else:
StrategyResolver._override_attribute_helper(strategy, config,
attribute, default)
# Loop this list again to have output combined
for attribute, _, exp in attributes:
if exp and attribute in config['ask_strategy']:
logger.info("Strategy using %s: %s", attribute, config['ask_strategy'][attribute])
for attribute, _, subkey in attributes:
if subkey and attribute in config[subkey]:
logger.info("Strategy using %s: %s", attribute, config[subkey][attribute])
elif attribute in config:
logger.info("Strategy using %s: %s", attribute, config[attribute])

11
freqtrade/strategy/interface.py
View File

@@ -106,6 +106,9 @@ class IStrategy(ABC):
# run "populate_indicators" only for new candle
process_only_new_candles: bool = False
# Disable checking the dataframe (converts the error into a warning message)
disable_dataframe_checks: bool = False
# Count of candles the strategy requires before producing valid signals
startup_candle_count: int = 0
@@ -285,8 +288,7 @@ class IStrategy(ABC):
""" keep some data for dataframes """
return len(dataframe), dataframe["close"].iloc[-1], dataframe["date"].iloc[-1]
@staticmethod
def assert_df(dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
def assert_df(self, dataframe: DataFrame, df_len: int, df_close: float, df_date: datetime):
""" make sure data is unmodified """
message = ""
if df_len != len(dataframe):
@@ -296,7 +298,10 @@ class IStrategy(ABC):
elif df_date != dataframe["date"].iloc[-1]:
message = "last date"
if message:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
if self.disable_dataframe_checks:
logger.warning(f"Dataframe returned from strategy has mismatching {message}.")
else:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
def get_signal(self, pair: str, interval: str, dataframe: DataFrame) -> Tuple[bool, bool]:
"""