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Test and document leverage strategy callback

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This commit is contained in:
Matthias
2021-09-22 20:14:52 +02:00
parent c791b95405
commit 5928ba9c88
5 changed files with 83 additions and 20 deletions
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37
freqtrade/strategy/interface.py
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@@ -370,8 +370,7 @@ class IStrategy(ABC, HyperStrategyMixin):
proposed_stake: float, min_stake: float, max_stake: float,
**kwargs) -> float:
"""
Customize stake size for each new trade. This method is not called when edge module is
enabled.
Customize stake size for each new trade.
:param pair: Pair that's currently analyzed
:param current_time: datetime object, containing the current datetime
@@ -383,6 +382,23 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return proposed_stake
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, side: str,
**kwargs) -> float:
"""
Customize leverage for each new trade. This method is not called when edge module is
enabled.
: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_leverage: A leverage proposed by the bot.
:param max_leverage: Max leverage allowed on this pair
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A leverage amount, which is between 1.0 and max_leverage.
"""
return 1.0
def informative_pairs(self) -> ListPairsWithTimeframes:
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
@@ -971,20 +987,3 @@ class IStrategy(ABC, HyperStrategyMixin):
if 'exit_long' not in df.columns:
df = df.rename({'sell': 'exit_long'}, axis='columns')
return df
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, side: str,
**kwargs) -> float:
"""
Customize leverage for each new trade. This method is not called when edge module is
enabled.
: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_leverage: A leverage proposed by the bot.
:param max_leverage: Max leverage allowed on this pair
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A leverage amount, which is between 1.0 and max_leverage.
"""
return 1.0