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

Add dataframe parameter to custom_stoploss() and custom_sell() methods.

Browse Source
This commit is contained in:
Rokas Kupstys
2021-04-25 09:15:56 +03:00
parent 961b38636f
commit 595b8735f8
5 changed files with 27 additions and 21 deletions
Download Patch File Download Diff File Expand all files Collapse all files

21
freqtrade/strategy/interface.py
View File

@@ -274,7 +274,7 @@ class IStrategy(ABC, HyperStrategyMixin):
return True
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> float:
current_profit: float, dataframe: DataFrame, **kwargs) -> float:
"""
Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -296,7 +296,8 @@ class IStrategy(ABC, HyperStrategyMixin):
return self.stoploss
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
current_profit: float, dataframe: DataFrame,
**kwargs) -> Optional[Union[str, bool]]:
"""
Custom sell signal logic indicating that specified position should be sold. Returning a
string or True from this method is equal to setting sell signal on a candle at specified
@@ -534,8 +535,8 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
return False
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
sell: bool, low: float = None, high: float = None,
def should_sell(self, dataframe: DataFrame, trade: Trade, rate: float, date: datetime,
buy: bool, sell: bool, low: float = None, high: float = None,
force_stoploss: float = 0) -> SellCheckTuple:
"""
This function evaluates if one of the conditions required to trigger a sell
@@ -551,8 +552,9 @@ class IStrategy(ABC, HyperStrategyMixin):
trade.adjust_min_max_rates(high or current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=date, current_profit=current_profit,
stoplossflag = self.stop_loss_reached(dataframe=dataframe, current_rate=current_rate,
trade=trade, current_time=date,
current_profit=current_profit,
force_stoploss=force_stoploss, high=high)
# Set current rate to high for backtesting sell
@@ -576,7 +578,7 @@ class IStrategy(ABC, HyperStrategyMixin):
sell_signal = SellType.SELL_SIGNAL
else:
custom_reason = strategy_safe_wrapper(self.custom_sell, default_retval=False)(
trade.pair, trade, date, current_rate, current_profit)
trade.pair, trade, date, current_rate, current_profit, dataframe)
if custom_reason:
sell_signal = SellType.CUSTOM_SELL
if isinstance(custom_reason, str):
@@ -615,7 +617,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# logger.debug(f"{trade.pair} - No sell signal.")
return SellCheckTuple(sell_type=SellType.NONE)
def stop_loss_reached(self, current_rate: float, trade: Trade,
def stop_loss_reached(self, dataframe: DataFrame, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,
force_stoploss: float, high: float = None) -> SellCheckTuple:
"""
@@ -633,7 +635,8 @@ class IStrategy(ABC, HyperStrategyMixin):
)(pair=trade.pair, trade=trade,
current_time=current_time,
current_rate=current_rate,
current_profit=current_profit)
current_profit=current_profit,
dataframe=dataframe)
# Sanity check - error cases will return None
if stop_loss_value:
# logger.info(f"{trade.pair} {stop_loss_value=} {current_profit=}")