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fix in custom entry function output,remove changes related to outdated prices, doc exemple minor changes

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This commit is contained in:
axel 2021-08-01 02:09:59 -04:00
parent f11f5d17e9
commit 5284112b69
3 changed files with 5 additions and 74 deletions
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4
docs/strategy-advanced.md
View File

@ -373,7 +373,7 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def custom_entry_price(self, pair: str, current_time: datetime,
current_rate, **kwargs) -> float:
proposed_rate, **kwargs) -> float:
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
timeframe=self.timeframe)
@ -393,7 +393,7 @@ However, freqtrade also offers a custom callback for both order types, which all
!!! Note
Unfilled order timeouts are not relevant during backtesting or hyperopt, and are only relevant during real (live) trading. Therefore these methods are only called in these circumstances.
## Custom order timeout example
### Custom order timeout example
A simple example, which applies different unfilled-timeouts depending on the price of the asset can be seen below.
It applies a tight timeout for higher priced assets, while allowing more time to fill on cheap coins.

65
freqtrade/freqtradebot.py
View File

@ -169,7 +169,6 @@ class FreqtradeBot(LoggingMixin):
with self._sell_lock:
# Check and handle any timed out open orders
self.check_handle_timedout()
self.check_handle_custom_entryprice_outdated()
# Protect from collisions with forcesell.
# Without this, freqtrade my try to recreate stoploss_on_exchange orders
@ -920,70 +919,6 @@ class FreqtradeBot(LoggingMixin):
order=order))):
self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['TIMEOUT'])
def _check_entryprice_outdated(self, side: str, order: dict) -> bool:
"""
Check if entry price is outdated by comparing it to the new prefered entry price
, and if the order is still open and price outdated
"""
#print("check_entryprice_outdated")
if self.config.get('use_custom_entry_price', False):
order_prefered_entry_price = order['price'] # order['trade']
#print(order)
#order_open_rate_requested = order.trade['open_rate_requested']
#print("order_trade_object : {}".format(order['trade']))
# get pep from strategy data provider
pair = order['symbol']
old_prefered_entry_price = order_prefered_entry_price
#new_prefered_entry_price = self.strategy.custom_info[pair]['pep_long'].iloc[-1] #buy_limit_requested
new_prefered_entry_price = self.strategy.entryprice
old_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, order_prefered_entry_price)
new_prefered_entry_price_rounded = self.exchange.price_to_precision(pair, new_prefered_entry_price)
if old_prefered_entry_price_rounded != new_prefered_entry_price_rounded:
print("order['symbol']: {}".format(order['symbol']))
print("new_prefered_entry_price: {}, old_prefered_entry_price: {}".format(new_prefered_entry_price, old_prefered_entry_price))
print("rounded new pep: {}, rounded old pep: {}".format(new_prefered_entry_price_rounded, old_prefered_entry_price_rounded))
print("Delta in prefered entry price, order to cancel")
return True
else:
return False
else:
return False
def check_handle_custom_entryprice_outdated(self) -> None:
"""
Check if any orders prefered entryprice change and cancel if necessary
:return: None
"""
for trade in Trade.get_open_order_trades():
try:
if not trade.open_order_id:
continue
order = self.exchange.fetch_order(trade.open_order_id, trade.pair)
except (ExchangeError):
logger.info('Cannot query order for %s due to %s', trade, traceback.format_exc())
continue
fully_cancelled = self.update_trade_state(trade, trade.open_order_id, order)
# Refresh entryprice value if order is open
if (order['status'] == 'open'):
self.strategy.entryprice = strategy_safe_wrapper(self.strategy.custom_entry_price)(
pair=trade.pair, current_time=datetime.now(timezone.utc),
current_rate=trade.open_rate_requested)
if (order['side'] == 'buy' and (order['status'] == 'open') and (
self._check_entryprice_outdated('buy', order))):
self.handle_cancel_buy(trade, order, constants.CANCEL_REASON['ENTRYPRICECHANGED'])
elif (order['side'] == 'sell' and (order['status'] == 'open') and (
self._check_entryprice_outdated('sell', order))):
self.handle_cancel_sell(trade, order, constants.CANCEL_REASON['EXITPRICECHANGED'])
def cancel_all_open_orders(self) -> None:
"""
Cancel all orders that are currently open

10
freqtrade/strategy/interface.py
View File

@ -69,10 +69,6 @@ class IStrategy(ABC, HyperStrategyMixin):
# associated stoploss
stoploss: float
# custom order price
entryprice: Optional[float] = None
exitprice: Optional[float] = None
# trailing stoploss
trailing_stop: bool = False
trailing_stop_positive: Optional[float] = None
@ -284,7 +280,7 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return self.stoploss
def custom_entry_price(self, pair: str, current_time: datetime, current_rate: float,
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
**kwargs) -> float:
"""
Custom entry price logic, returning the new entry price.
@ -296,11 +292,11 @@ class IStrategy(ABC, HyperStrategyMixin):
:param pair: Pair that's currently analyzed
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param proposed_rate: Rate, calculated based on pricing settings in ask_strategy.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New entry price value if provided
"""
return self.entryprice
return proposed_rate
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> Optional[Union[str, bool]]: