[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
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@ -87,8 +87,6 @@ class FreqtradeBot(LoggingMixin):
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self.strategy.dp = self.dataprovider
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self.strategy.dp = self.dataprovider
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# Attach Wallets to strategy instance
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# Attach Wallets to strategy instance
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self.strategy.wallets = self.wallets
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self.strategy.wallets = self.wallets
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# Late initialization (may depend on dp/wallets)
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self.strategy._initialize()
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# Initializing Edge only if enabled
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# Initializing Edge only if enabled
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self.edge = Edge(self.config, self.exchange, self.strategy) if \
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self.edge = Edge(self.config, self.exchange, self.strategy) if \
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@ -159,7 +159,6 @@ class Backtesting:
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# since a "perfect" stoploss-sell is assumed anyway
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# since a "perfect" stoploss-sell is assumed anyway
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# And the regular "stoploss" function would not apply to that case
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# And the regular "stoploss" function would not apply to that case
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self.strategy.order_types['stoploss_on_exchange'] = False
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self.strategy.order_types['stoploss_on_exchange'] = False
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strategy._initialize()
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def _load_protections(self, strategy: IStrategy):
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def _load_protections(self, strategy: IStrategy):
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if self.config.get('enable_protections', False):
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if self.config.get('enable_protections', False):
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@ -35,7 +35,6 @@ class EdgeCli:
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self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
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self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
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self.strategy = StrategyResolver.load_strategy(self.config)
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self.strategy = StrategyResolver.load_strategy(self.config)
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self.strategy.dp = DataProvider(config, None)
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self.strategy.dp = DataProvider(config, None)
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self.strategy._initialize()
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validate_config_consistency(self.config)
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validate_config_consistency(self.config)
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@ -121,7 +121,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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# Class level variables (intentional) containing
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# Class level variables (intentional) containing
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# the dataprovider (dp) (access to other candles, historic data, ...)
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# the dataprovider (dp) (access to other candles, historic data, ...)
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# and wallets - access to the current balance.
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# and wallets - access to the current balance.
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dp: Optional[DataProvider] = None
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dp: DataProvider
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wallets: Optional[Wallets] = None
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wallets: Optional[Wallets] = None
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# Filled from configuration
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# Filled from configuration
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stake_currency: str
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stake_currency: str
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@ -137,44 +137,23 @@ class IStrategy(ABC, HyperStrategyMixin):
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self._last_candle_seen_per_pair: Dict[str, datetime] = {}
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self._last_candle_seen_per_pair: Dict[str, datetime] = {}
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super().__init__(config)
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super().__init__(config)
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def _initialize(self):
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"""
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Late initialization tasks, which may depend on availability of dataprovider/wallets/etc.
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"""
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# Gather informative pairs from @informative-decorated methods.
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# Gather informative pairs from @informative-decorated methods.
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self._ft_informative: Dict[
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self._ft_informative: List[Tuple[InformativeData, PopulateIndicators]] = []
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Tuple[str, str], List[Tuple[InformativeData, PopulateIndicators]]] = {}
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for attr_name in dir(self.__class__):
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for attr_name in dir(self.__class__):
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cls_method = getattr(self.__class__, attr_name)
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cls_method = getattr(self.__class__, attr_name)
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if not callable(cls_method):
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if not callable(cls_method):
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continue
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continue
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ft_informative = getattr(cls_method, '_ft_informative', None)
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informative_data_list = getattr(cls_method, '_ft_informative', None)
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if not isinstance(ft_informative, list):
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if not isinstance(informative_data_list, list):
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# Type check is required because mocker would return a mock object that evaluates to
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# Type check is required because mocker would return a mock object that evaluates to
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# True, confusing this code.
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# True, confusing this code.
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continue
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continue
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strategy_timeframe_minutes = timeframe_to_minutes(self.timeframe)
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strategy_timeframe_minutes = timeframe_to_minutes(self.timeframe)
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for informative_data in ft_informative:
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for informative_data in informative_data_list:
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asset = informative_data.asset
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if timeframe_to_minutes(informative_data.timeframe) < strategy_timeframe_minutes:
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timeframe = informative_data.timeframe
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if timeframe_to_minutes(timeframe) < strategy_timeframe_minutes:
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raise OperationalException('Informative timeframe must be equal or higher than '
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raise OperationalException('Informative timeframe must be equal or higher than '
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'strategy timeframe!')
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'strategy timeframe!')
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if asset:
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self._ft_informative.append((informative_data, cls_method))
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pair = _format_pair_name(self.config, asset)
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try:
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self._ft_informative[(pair, timeframe)].append(
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(informative_data, cls_method))
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except KeyError:
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self._ft_informative[(pair, timeframe)] = [(informative_data, cls_method)]
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else:
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for pair in self.dp.current_whitelist():
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try:
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self._ft_informative[(pair, timeframe)].append(
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(informative_data, cls_method))
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except KeyError:
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self._ft_informative[(pair, timeframe)] = \
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[(informative_data, cls_method)]
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@abstractmethod
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@abstractmethod
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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@ -424,8 +403,13 @@ class IStrategy(ABC, HyperStrategyMixin):
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Internal method which gathers all informative pairs (user or automatically defined).
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Internal method which gathers all informative pairs (user or automatically defined).
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"""
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"""
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informative_pairs = self.informative_pairs()
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informative_pairs = self.informative_pairs()
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if hasattr(self, '_ft_informative'):
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for inf_data, _ in self._ft_informative:
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informative_pairs += list(self._ft_informative.keys())
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if inf_data.asset:
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pair_tf = (_format_pair_name(self.config, inf_data.asset), inf_data.timeframe)
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informative_pairs.append(pair_tf)
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else:
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for pair in self.dp.current_whitelist():
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informative_pairs.append((pair, inf_data.timeframe))
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return list(set(informative_pairs))
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return list(set(informative_pairs))
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def get_strategy_name(self) -> str:
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def get_strategy_name(self) -> str:
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@ -845,14 +829,10 @@ class IStrategy(ABC, HyperStrategyMixin):
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"""
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"""
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logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
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logger.debug(f"Populating indicators for pair {metadata.get('pair')}.")
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if hasattr(self, '_ft_informative'):
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# call populate_indicators_Nm() which were tagged with @informative decorator.
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# call populate_indicators_Nm() which were tagged with @informative decorator.
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for inf_data, populate_fn in self._ft_informative:
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for (pair, timeframe), informatives in self._ft_informative.items():
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dataframe = _create_and_merge_informative_pair(
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for (informative_data, populate_fn) in informatives:
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self, dataframe, metadata, inf_data, populate_fn)
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if not informative_data.asset and pair != metadata['pair']:
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continue
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dataframe = _create_and_merge_informative_pair(
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self, dataframe, metadata, informative_data, populate_fn)
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if self._populate_fun_len == 2:
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if self._populate_fun_len == 2:
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warnings.warn("deprecated - check out the Sample strategy to see "
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warnings.warn("deprecated - check out the Sample strategy to see "
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@ -171,14 +171,13 @@ def _format_pair_name(config, pair: str) -> str:
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stake=config['stake_currency']).upper()
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stake=config['stake_currency']).upper()
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def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
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def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata: dict,
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metadata: dict, informative_data: InformativeData,
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inf_data: InformativeData,
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populate_indicators: Callable[[Any, DataFrame, dict],
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populate_indicators: PopulateIndicators):
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DataFrame]):
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asset = inf_data.asset or ''
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asset = informative_data.asset or ''
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timeframe = inf_data.timeframe
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timeframe = informative_data.timeframe
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fmt = inf_data.fmt
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fmt = informative_data.fmt
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ffill = inf_data.ffill
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ffill = informative_data.ffill
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config = strategy.config
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config = strategy.config
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dp = strategy.dp
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dp = strategy.dp
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@ -205,7 +204,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame,
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fmt = '{column}_{timeframe}' # Informatives of current pair
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fmt = '{column}_{timeframe}' # Informatives of current pair
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if quote != config['stake_currency']:
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if quote != config['stake_currency']:
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fmt = '{quote}_' + fmt # Informatives of different quote currency
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fmt = '{quote}_' + fmt # Informatives of different quote currency
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if informative_data.asset:
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if inf_data.asset:
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fmt = '{base}_' + fmt # Informatives of other pair
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fmt = '{base}_' + fmt # Informatives of other pair
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inf_metadata = {'pair': asset, 'timeframe': timeframe}
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inf_metadata = {'pair': asset, 'timeframe': timeframe}
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@ -160,9 +160,8 @@ def test_informative_decorator(mocker, default_conf):
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mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
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mocker.patch.object(strategy.dp, 'current_whitelist', return_value=[
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'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
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'XRP/USDT', 'LTC/USDT', 'BTC/USDT'
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])
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])
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strategy._initialize()
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assert len(strategy._ft_informative) == 8
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assert len(strategy._ft_informative) == 6 # Equal to number of decorators used
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informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
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informative_pairs = [('XRP/USDT', '1h'), ('LTC/USDT', '1h'), ('XRP/USDT', '30m'),
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('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
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('LTC/USDT', '30m'), ('BTC/USDT', '1h'), ('BTC/USDT', '30m'),
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('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
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('BTC/USDT', '5m'), ('ETH/BTC', '1h'), ('ETH/USDT', '30m')]
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