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Merge 970a4c3bf7 into 192521523f

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jblestang
2018-02-05 06:55:09 +00:00
committed by GitHub
parent 192521523f 970a4c3bf7
commit 6aa9f6553e
15 changed files with 138 additions and 46 deletions
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30
freqtrade/strategy/default_strategy.py
View File

@@ -29,7 +29,7 @@ class DefaultStrategy(IStrategy):
# Optimal ticker interval for the strategy
ticker_interval = 5
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
def populate_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
@@ -196,7 +196,7 @@ class DefaultStrategy(IStrategy):
return dataframe
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
def populate_buy_trend(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
@@ -217,7 +217,7 @@ class DefaultStrategy(IStrategy):
return dataframe
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
def populate_sell_trend(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
@@ -238,3 +238,27 @@ class DefaultStrategy(IStrategy):
),
'sell'] = 1
return dataframe
def did_bought(self, pair: str):
"""
we are notified that a given pair was bought
:param pair: the pair that was is concerned by the dataframe
"""
def did_sold(self, pair: str):
"""
we are notified that a given pair was sold
:param pair: the pair that was is concerned by the dataframe
"""
def did_cancel_buy(self, pair: str):
"""
we are notified that a given pair buy was not filled
:param pair: the pair that was is concerned by the dataframe
"""
def did_cancel_sell(self, pair: str):
"""
we are notified that a given pair was not sold
:param pair: the pair that was is concerned by the dataframe
"""

37
freqtrade/strategy/interface.py
View File

@@ -19,26 +19,57 @@ class IStrategy(ABC):
"""
@abstractmethod
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
def populate_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Populate indicators that will be used in the Buy and Sell strategy
:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
:param pair: the pair that was is concerned by the dataframe
:return: a Dataframe with all mandatory indicators for the strategies
"""
@abstractmethod
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
def populate_buy_trend(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
:param pair: the pair that was is concerned by the dataframe
:return: DataFrame with buy column
:return:
"""
@abstractmethod
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
def populate_sell_trend(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
:param pair: the pair that was is concerned by the dataframe
:return: DataFrame with buy column
"""
@abstractmethod
def did_bought(self, pair: str):
"""
we are notified that a given pair was bought
:param pair: the pair that was is concerned by the dataframe
"""
@abstractmethod
def did_sold(self, pair: str):
"""
we are notified that a given pair was sold
:param pair: the pair that was is concerned by the dataframe
"""
@abstractmethod
def did_cancel_buy(self, pair: str):
"""
we are notified that a given buy for a pair was cancelled
:param pair: the pair that was is concerned by the dataframe
"""
@abstractmethod
def did_cancel_sell(self, pair: str):
"""
we are notified that a given sell for a pair was cancelled
:param pair: the pair that was is concerned by the dataframe
"""

40
freqtrade/strategy/strategy.py
View File

@@ -151,27 +151,55 @@ class Strategy(object):
return path
def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
def populate_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Populate indicators that will be used in the Buy and Sell strategy
:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
:return: a Dataframe with all mandatory indicators for the strategies
"""
return self.custom_strategy.populate_indicators(dataframe)
return self.custom_strategy.populate_indicators(dataframe, pair)
def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
def populate_buy_trend(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the buy signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
:return:
"""
return self.custom_strategy.populate_buy_trend(dataframe)
return self.custom_strategy.populate_buy_trend(dataframe, pair)
def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
def populate_sell_trend(self, dataframe: DataFrame, pair: str) -> DataFrame:
"""
Based on TA indicators, populates the sell signal for the given dataframe
:param dataframe: DataFrame
:return: DataFrame with buy column
"""
return self.custom_strategy.populate_sell_trend(dataframe)
return self.custom_strategy.populate_sell_trend(dataframe, pair)
def did_bought(self, pair: str):
"""
we are notified that a given pair was bought
:param pair: the pair that was is concerned by the dataframe
"""
return self.custom_strategy.did_bought(pair)
def did_sold(self, pair: str):
"""
we are notified that a given pair was sold
:param pair: the pair that was is concerned by the dataframe
"""
return self.custom_strategy.did_sold(pair)
def did_cancel_buy(self, pair: str):
"""
we are notified that a given pair was bought
:param pair: the pair that was is concerned by the dataframe
"""
return self.custom_strategy.did_cancel_buy(pair)
def did_cancel_sell(self, pair: str):
"""
we are notified that a given pair was sold
:param pair: the pair that was is concerned by the dataframe
"""
return self.custom_strategy.did_cancel_sell(pair)