adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

use native python logger

Browse Source
This commit is contained in:
gcarq
2018-03-25 21:37:14 +02:00
parent 001d7443da
commit 403f59ef45
18 changed files with 145 additions and 343 deletions
Download Patch File Download Diff File Expand all files Collapse all files

27
freqtrade/analyze.py
View File

@@ -1,6 +1,7 @@
"""
Functions to analyze ticker data with indicators and produce buy and sell signals
"""
import logging
from datetime import datetime, timedelta
from enum import Enum
from typing import Dict, List, Tuple
@@ -9,12 +10,14 @@ import arrow
from pandas import DataFrame, to_datetime
from freqtrade.exchange import get_ticker_history
from freqtrade.logger import Logger
from freqtrade.persistence import Trade
from freqtrade.strategy.strategy import Strategy
from freqtrade.constants import Constants
logger = logging.getLogger(__name__)
class SignalType(Enum):
"""
Enum to distinguish between buy and sell signals
@@ -33,8 +36,6 @@ class Analyze(object):
Init Analyze
:param config: Bot configuration (use the one from Configuration())
"""
self.logger = Logger(name=__name__, level=config.get('loglevel')).get_logger()
self.config = config
self.strategy = Strategy(self.config)
@@ -110,20 +111,20 @@ class Analyze(object):
"""
ticker_hist = get_ticker_history(pair, interval)
if not ticker_hist:
self.logger.warning('Empty ticker history for pair %s', pair)
logger.warning('Empty ticker history for pair %s', pair)
return False, False
try:
dataframe = self.analyze_ticker(ticker_hist)
except ValueError as error:
self.logger.warning(
logger.warning(
'Unable to analyze ticker for pair %s: %s',
pair,
str(error)
)
return False, False
except Exception as error:
self.logger.exception(
logger.exception(
'Unexpected error when analyzing ticker for pair %s: %s',
pair,
str(error)
@@ -131,7 +132,7 @@ class Analyze(object):
return False, False
if dataframe.empty:
self.logger.warning('Empty dataframe for pair %s', pair)
logger.warning('Empty dataframe for pair %s', pair)
return False, False
latest = dataframe.iloc[-1]
@@ -140,7 +141,7 @@ class Analyze(object):
signal_date = arrow.get(latest['date'])
interval_minutes = Constants.TICKER_INTERVAL_MINUTES[interval]
if signal_date < arrow.utcnow() - timedelta(minutes=(interval_minutes + 5)):
self.logger.warning(
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
pair,
(arrow.utcnow() - signal_date).seconds // 60
@@ -148,7 +149,7 @@ class Analyze(object):
return False, False
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
self.logger.debug(
logger.debug(
'trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'],
pair,
@@ -165,17 +166,17 @@ class Analyze(object):
"""
# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
if self.min_roi_reached(trade=trade, current_rate=rate, current_time=date):
self.logger.debug('Required profit reached. Selling..')
logger.debug('Required profit reached. Selling..')
return True
# Experimental: Check if the trade is profitable before selling it (avoid selling at loss)
if self.config.get('experimental', {}).get('sell_profit_only', False):
self.logger.debug('Checking if trade is profitable..')
logger.debug('Checking if trade is profitable..')
if trade.calc_profit(rate=rate) <= 0:
return False
if sell and not buy and self.config.get('experimental', {}).get('use_sell_signal', False):
self.logger.debug('Sell signal received. Selling..')
logger.debug('Sell signal received. Selling..')
return True
return False
@@ -188,7 +189,7 @@ class Analyze(object):
"""
current_profit = trade.calc_profit_percent(current_rate)
if self.strategy.stoploss is not None and current_profit < self.strategy.stoploss:
self.logger.debug('Stop loss hit.')
logger.debug('Stop loss hit.')
return True
# Check if time matches and current rate is above threshold