merged with feat/short after feat/short added styling and comment changes PR

This commit is contained in:
Sam Germain 2021-08-22 21:37:20 -06:00
commit 5ca3f49cb5
7 changed files with 33 additions and 29 deletions

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@ -232,10 +232,7 @@ class Backtesting:
pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist
df_analyzed = self.strategy.advise_sell( df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy( self.strategy.advise_buy(pair_data, {'pair': pair}),
pair_data,
{'pair': pair}
),
{'pair': pair} {'pair': pair}
).copy() ).copy()
# Trim startup period from analyzed dataframe # Trim startup period from analyzed dataframe

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@ -285,13 +285,11 @@ class Hyperopt:
# Apply parameters # Apply parameters
if HyperoptTools.has_space(self.config, 'buy'): if HyperoptTools.has_space(self.config, 'buy'):
self.backtesting.strategy.advise_buy = ( # type: ignore self.backtesting.strategy.advise_buy = ( # type: ignore
self.custom_hyperopt.buy_strategy_generator(params_dict) self.custom_hyperopt.buy_strategy_generator(params_dict))
)
if HyperoptTools.has_space(self.config, 'sell'): if HyperoptTools.has_space(self.config, 'sell'):
self.backtesting.strategy.advise_sell = ( # type: ignore self.backtesting.strategy.advise_sell = ( # type: ignore
self.custom_hyperopt.sell_strategy_generator(params_dict) self.custom_hyperopt.sell_strategy_generator(params_dict))
)
if HyperoptTools.has_space(self.config, 'protection'): if HyperoptTools.has_space(self.config, 'protection'):
for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'): for attr_name, attr in self.backtesting.strategy.enumerate_parameters('protection'):

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@ -193,11 +193,13 @@ class StrategyResolver(IResolver):
# register temp path with the bot # register temp path with the bot
abs_paths.insert(0, temp.resolve()) abs_paths.insert(0, temp.resolve())
strategy = StrategyResolver._load_object(paths=abs_paths, strategy = StrategyResolver._load_object(
object_name=strategy_name, paths=abs_paths,
add_source=True, object_name=strategy_name,
kwargs={'config': config}, add_source=True,
) kwargs={'config': config},
)
if strategy: if strategy:
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args) strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args) strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)

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@ -553,15 +553,22 @@ class IStrategy(ABC, HyperStrategyMixin):
logger.debug(f'trigger: %s (pair=%s) {enter_type.value}=%s {exit_type.value}=%s', logger.debug(f'trigger: %s (pair=%s) {enter_type.value}=%s {exit_type.value}=%s',
latest['date'], pair, str(enter), str(exit)) latest['date'], pair, str(enter), str(exit))
timeframe_seconds = timeframe_to_seconds(timeframe) timeframe_seconds = timeframe_to_seconds(timeframe)
if self.ignore_expired_candle(latest_date=latest_date, if self.ignore_expired_candle(
current_time=datetime.now(timezone.utc), latest_date=latest_date,
timeframe_seconds=timeframe_seconds, current_time=datetime.now(timezone.utc),
enter=enter): timeframe_seconds=timeframe_seconds,
enter=enter
):
return False, exit, enter_tag_value return False, exit, enter_tag_value
return enter, exit, enter_tag_value return enter, exit, enter_tag_value
def ignore_expired_candle(self, latest_date: datetime, current_time: datetime, def ignore_expired_candle(
timeframe_seconds: int, enter: bool): self,
latest_date: datetime,
current_time: datetime,
timeframe_seconds: int,
enter: bool
):
if self.ignore_buying_expired_candle_after and enter: if self.ignore_buying_expired_candle_after and enter:
time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds)) time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds))
return time_delta.total_seconds() > self.ignore_buying_expired_candle_after return time_delta.total_seconds() > self.ignore_buying_expired_candle_after

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@ -46,7 +46,7 @@ class SampleHyperOpt(IHyperOpt):
""" """
@staticmethod @staticmethod
def buy_indicator_space() -> List[Dimension]: def indicator_space() -> List[Dimension]:
""" """
Define your Hyperopt space for searching buy strategy parameters. Define your Hyperopt space for searching buy strategy parameters.
""" """
@ -63,8 +63,7 @@ class SampleHyperOpt(IHyperOpt):
Categorical([True, False], name='fastd-enabled'), Categorical([True, False], name='fastd-enabled'),
Categorical([True, False], name='adx-enabled'), Categorical([True, False], name='adx-enabled'),
Categorical([True, False], name='rsi-enabled'), Categorical([True, False], name='rsi-enabled'),
Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger'), Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
] ]
@staticmethod @staticmethod
@ -157,7 +156,7 @@ class SampleHyperOpt(IHyperOpt):
'sell-macd_cross_signal', 'sell-macd_cross_signal',
'sell-sar_reversal'], 'sell-sar_reversal'],
name='sell-trigger' name='sell-trigger'
), )
] ]
@staticmethod @staticmethod

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@ -750,6 +750,7 @@ def test_auto_hyperopt_interface(default_conf):
# TODO-lev: Should these be 4,4 and 10? # TODO-lev: Should these be 4,4 and 10?
assert len(all_params['buy']) == 4 assert len(all_params['buy']) == 4
assert len(all_params['sell']) == 4 assert len(all_params['sell']) == 4
# Number of Hyperoptable parameters
assert all_params['count'] == 10 assert all_params['count'] == 10
strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy') strategy.__class__.sell_rsi = IntParameter([0, 10], default=5, space='buy')

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@ -385,13 +385,13 @@ def test_call_deprecated_function(result, monkeypatch, default_conf, caplog):
assert isinstance(indicator_df, DataFrame) assert isinstance(indicator_df, DataFrame)
assert 'adx' in indicator_df.columns assert 'adx' in indicator_df.columns
buydf = strategy.advise_buy(result, metadata=metadata) enterdf = strategy.advise_buy(result, metadata=metadata)
assert isinstance(buydf, DataFrame) assert isinstance(enterdf, DataFrame)
assert 'buy' in buydf.columns assert 'buy' in enterdf.columns
selldf = strategy.advise_sell(result, metadata=metadata) exitdf = strategy.advise_sell(result, metadata=metadata)
assert isinstance(selldf, DataFrame) assert isinstance(exitdf, DataFrame)
assert 'sell' in selldf assert 'sell' in exitdf
assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.", assert log_has("DEPRECATED: Please migrate to using 'timeframe' instead of 'ticker_interval'.",
caplog) caplog)