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Remove dataframe parameter from docs.

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This commit is contained in:
Rokas Kupstys 2021-05-02 12:25:43 +03:00
parent cdfa6adbe5
commit 6af4de8fe8
3 changed files with 10 additions and 16 deletions
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22
docs/strategy-advanced.md
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@ -60,7 +60,8 @@ from freqtrade.strategy import IStrategy, timeframe_to_prev_date
class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, dataframe: DataFrame, **kwargs):
current_profit: float, **kwargs):
dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
@ -105,8 +106,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
current_rate: float, current_profit: float, **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.
@ -156,8 +156,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
current_rate: float, current_profit: float, **kwargs) -> float:
# Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
if current_time - timedelta(minutes=120) > trade.open_date_utc:
@ -183,8 +182,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
current_rate: float, current_profit: float, **kwargs) -> float:
if pair in ('ETH/BTC', 'XRP/BTC'):
return -0.10
@ -210,8 +208,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
current_rate: float, current_profit: float, **kwargs) -> float:
if current_profit < 0.04:
return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
@ -250,8 +247,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
current_rate: float, current_profit: float, **kwargs) -> float:
# evaluate highest to lowest, so that highest possible stop is used
if current_profit > 0.40:
@ -293,8 +289,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
current_rate: float, current_profit: float, **kwargs) -> float:
# Default return value
result = 1
@ -302,6 +297,7 @@ class AwesomeStrategy(IStrategy):
# Using current_time directly would only work in backtesting. Live/dry runs need time to
# be rounded to previous candle to be used as dataframe index. Rounding must also be
# applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
current_time = timeframe_to_prev_date(self.timeframe, current_time)
current_row = dataframe.loc[dataframe['date'] == current_time].squeeze()
if 'atr' in current_row:

3
docs/strategy-customization.md
View File

@ -631,8 +631,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
current_rate: float, current_profit: float, **kwargs) -> float:
# once the profit has risen above 10%, keep the stoploss at 7% above the open price
if current_profit > 0.10:

1
freqtrade/strategy/interface.py
View File

@ -296,7 +296,6 @@ class IStrategy(ABC, HyperStrategyMixin):
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the currentrate
"""