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Update entry/exit timeout documentation

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the type of order is now an Order, no longer a dictionary.

closes #6691
This commit is contained in:
Matthias 2022-04-16 06:47:56 +02:00
parent a4ec8984cd
commit 4019c05fee
4 changed files with 34 additions and 30 deletions
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16
docs/strategy-callbacks.md
View File

@ -418,7 +418,7 @@ The function must return either `True` (cancel order) or `False` (keep order ali
``` python
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
from freqtrade.persistence import Trade, Order
class AwesomeStrategy(IStrategy):
@ -430,7 +430,7 @@ class AwesomeStrategy(IStrategy):
'exit': 60 * 25
}
def check_entry_timeout(self, pair: str, trade: 'Trade', order: dict,
def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
current_time: datetime, **kwargs) -> bool:
if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
return True
@ -441,7 +441,7 @@ class AwesomeStrategy(IStrategy):
return False
def check_exit_timeout(self, pair: str, trade: Trade, order: dict,
def check_exit_timeout(self, pair: str, trade: Trade, order: 'Order',
current_time: datetime, **kwargs) -> bool:
if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
return True
@ -459,7 +459,7 @@ class AwesomeStrategy(IStrategy):
``` python
from datetime import datetime
from freqtrade.persistence import Trade
from freqtrade.persistence import Trade, Order
class AwesomeStrategy(IStrategy):
@ -471,22 +471,22 @@ class AwesomeStrategy(IStrategy):
'exit': 60 * 25
}
def check_entry_timeout(self, pair: str, trade: Trade, order: dict,
def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
current_time: datetime, **kwargs) -> bool:
ob = self.dp.orderbook(pair, 1)
current_price = ob['bids'][0][0]
# Cancel buy order if price is more than 2% above the order.
if current_price > order['price'] * 1.02:
if current_price > order.price * 1.02:
return True
return False
def check_exit_timeout(self, pair: str, trade: Trade, order: dict,
def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
current_time: datetime, **kwargs) -> bool:
ob = self.dp.orderbook(pair, 1)
current_price = ob['asks'][0][0]
# Cancel sell order if price is more than 2% below the order.
if current_price < order['price'] * 0.98:
if current_price < order.price * 0.98:
return True
return False
```

4
docs/strategy_migration.md
View File

@ -183,11 +183,11 @@ class AwesomeStrategy(IStrategy):
``` python hl_lines="2 6"
class AwesomeStrategy(IStrategy):
def check_entry_timeout(self, pair: str, trade: 'Trade', order: dict,
def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
current_time: datetime, **kwargs) -> bool:
return False
def check_exit_timeout(self, pair: str, trade: 'Trade', order: dict,
def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
current_time: datetime, **kwargs) -> bool:
return False
```

26
freqtrade/strategy/interface.py
View File

@ -206,18 +206,18 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
pass
def check_buy_timeout(self, pair: str, trade: Trade, order: dict,
def check_buy_timeout(self, pair: str, trade: Trade, order: Order,
current_time: datetime, **kwargs) -> bool:
"""
DEPRECATED: Please use `check_entry_timeout` instead.
"""
return False
def check_entry_timeout(self, pair: str, trade: Trade, order: dict,
def check_entry_timeout(self, pair: str, trade: Trade, order: Order,
current_time: datetime, **kwargs) -> bool:
"""
Check entry timeout function callback.
This method can be used to override the enter-timeout.
This method can be used to override the entry-timeout.
It is called whenever a limit entry order has been created,
and is not yet fully filled.
Configuration options in `unfilledtimeout` will be verified before this,
@ -225,8 +225,8 @@ class IStrategy(ABC, HyperStrategyMixin):
When not implemented by a strategy, this simply returns False.
:param pair: Pair the trade is for
:param trade: trade object.
:param order: Order dictionary as returned from CCXT.
:param trade: Trade object.
:param order: Order object.
: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 entry order is cancelled.
@ -234,30 +234,30 @@ class IStrategy(ABC, HyperStrategyMixin):
return self.check_buy_timeout(
pair=pair, trade=trade, order=order, current_time=current_time)
def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
def check_sell_timeout(self, pair: str, trade: Trade, order: Order,
current_time: datetime, **kwargs) -> bool:
"""
DEPRECATED: Please use `check_exit_timeout` instead.
"""
return False
def check_exit_timeout(self, pair: str, trade: Trade, order: dict,
def check_exit_timeout(self, pair: str, trade: Trade, order: Order,
current_time: datetime, **kwargs) -> bool:
"""
Check sell timeout function callback.
Check exit timeout function callback.
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.
It is called whenever a limit exit 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.
When not implemented by a strategy, this simply returns False.
:param pair: Pair the trade is for
:param trade: trade object.
:param order: Order dictionary as returned from CCXT.
:param trade: Trade object.
:param order: Order object
: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 (long)sell/(short)buy-order is cancelled.
:return bool: When True is returned, then the exit-order is cancelled.
"""
return self.check_sell_timeout(
pair=pair, trade=trade, order=order, current_time=current_time)

18
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -170,7 +170,8 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
"""
return True
def check_entry_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
current_time: datetime, **kwargs) -> bool:
"""
Check entry timeout function callback.
This method can be used to override the entry-timeout.
@ -183,14 +184,16 @@ def check_entry_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs)
When not implemented by a strategy, this simply returns False.
:param pair: Pair the trade is for
:param trade: trade object.
:param order: Order dictionary as returned from CCXT.
:param trade: Trade object.
:param order: Order object.
: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 buy-order is cancelled.
:return bool: When True is returned, then the entry order is cancelled.
"""
return False
def check_exit_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
current_time: datetime, **kwargs) -> bool:
"""
Check exit timeout function callback.
This method can be used to override the exit-timeout.
@ -203,8 +206,9 @@ def check_exit_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -
When not implemented by a strategy, this simply returns False.
:param pair: Pair the trade is for
:param trade: trade object.
:param order: Order dictionary as returned from CCXT.
:param trade: Trade object.
:param order: Order object.
: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 exit-order is cancelled.
"""