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Merge pull request #1508 from freqtrade/improve_strategy_docs

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Add information about dataframe
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Samuel Husso 2019-01-23 10:15:43 +02:00 committed by GitHub
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docs/bot-optimization.md
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@ -216,12 +216,40 @@ This is the set of candles the bot should download and use for the analysis.
Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work. Common values are `"1m"`, `"5m"`, `"15m"`, `"1h"`, however all values supported by your exchange should work.
Please note that the same buy/sell signals may work with one interval, but not the other. Please note that the same buy/sell signals may work with one interval, but not the other.
This setting is accessible within the strategy by using `self.ticker_interval`.
### Metadata dict ### Metadata dict
The metadata-dict (available for `populate_buy_trend`, `populate_sell_trend`, `populate_indicators`) contains additional information. The metadata-dict (available for `populate_buy_trend`, `populate_sell_trend`, `populate_indicators`) contains additional information.
Currently this is `pair`, which can be accessed using `metadata['pair']` - and will return a pair in the format `XRP/BTC`. Currently this is `pair`, which can be accessed using `metadata['pair']` - and will return a pair in the format `XRP/BTC`.
The Metadata-dict should not be modified and does not persist information across multiple calls.
Instead, have a look at the section [Storing information](#Storing-information)
### Storing information
Storing information can be accomplished by crating a new dictionary within the strategy class.
The name of the variable can be choosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables.
```python
class Awesomestrategy(IStrategy):
# Create custom dictionary
cust_info = {}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Check if the entry already exists
if "crosstime" in self.cust_info[metadata["pair"]:
self.cust_info[metadata["pair"]["crosstime"] += 1
else:
self.cust_info[metadata["pair"]["crosstime"] = 1
```
!!! Warning:
The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
!!! Note:
If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
### Where is the default strategy? ### Where is the default strategy?
The default buy strategy is located in the file The default buy strategy is located in the file