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Convert nan to None in get_signal.

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This commit is contained in:
Matthias 2022-01-16 08:04:39 +01:00
parent 39184e1f95
commit 6c4b261469
2 changed files with 7 additions and 0 deletions
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3
freqtrade/strategy/interface.py
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@ -654,6 +654,9 @@ class IStrategy(ABC, HyperStrategyMixin):
buy_tag = latest.get(SignalTagType.BUY_TAG.value, None) buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
exit_tag = latest.get(SignalTagType.EXIT_TAG.value, None) exit_tag = latest.get(SignalTagType.EXIT_TAG.value, None)
# Tags can be None, which does not resolve to False.
buy_tag = buy_tag if isinstance(buy_tag, str) else None
exit_tag = exit_tag if isinstance(exit_tag, str) else None
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s', logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'], pair, str(buy), str(sell)) latest['date'], pair, str(buy), str(sell))

4
tests/strategy/test_interface.py
View File

@ -36,6 +36,10 @@ def test_returns_latest_signal(ohlcv_history):
mocked_history = ohlcv_history.copy() mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0 mocked_history['sell'] = 0
mocked_history['buy'] = 0 mocked_history['buy'] = 0
# Set tags in lines that don't matter to test nan in the sell line
mocked_history.loc[0, 'buy_tag'] = 'wrong_line'
mocked_history.loc[0, 'exit_tag'] = 'wrong_line'
mocked_history.loc[1, 'sell'] = 1 mocked_history.loc[1, 'sell'] = 1
assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None, None) assert _STRATEGY.get_signal('ETH/BTC', '5m', mocked_history) == (False, True, None, None)