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refactor(strategy_helper): passed dataframe directly to find_candle_datetime() and helpers

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This commit is contained in:
Joe Schr 2021-07-06 18:14:45 +02:00
parent 833a07ebd2
commit 75873db4ea
1 changed files with 20 additions and 19 deletions
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47
freqtrade/strategy/strategy_helper.py
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@ -87,40 +87,41 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
return max(stoploss, 0.0) return max(stoploss, 0.0)
def get_custom_dataframe(self, pair: str): def get_trade_candle(dataframe, trade: Trade, timeframe: str, now: datetime = None):
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
return dataframe
def get_trade_candle(self, trade: 'Trade'):
""" """
search for nearest row of trade.open_date search for nearest row of trade.open_date
""" """
trade_candle = find_candle_datetime(self, trade.open_date_utc, pair=trade.pair, now=None) trade_candle = find_candle_datetime(dataframe,
return trade_candle timeframe,
query_date=trade.open_date_utc,
def get_buy_candle(self, trade: 'Trade', timeframe="5m"):
"""
search for nearest row of trade.open_date
"""
trade_candle = find_candle_datetime(
self,
trade.open_date_utc - timedelta(minutes=timeframe_to_minutes(self.timeframe)),
pair=trade.pair, pair=trade.pair,
now=None) now=now)
return trade_candle return trade_candle
def find_candle_datetime(self, query_date: datetime, pair: str, now: datetime): def get_buy_candle(dataframe, trade: Trade, timeframe: str, now: datetime = None):
"""
search for nearest row of trade.open_date minus 1 candle (the buy decision candle)
"""
trade_open = trade.open_date_utc
one_frame = timedelta(minutes=timeframe_to_minutes(timeframe))
trade_candle = find_candle_datetime(dataframe,
timeframe,
query_date=trade_open - one_frame,
pair=trade.pair,
now=now)
return trade_candle
def find_candle_datetime(dataframe: pd.DataFrame, timeframe: str, query_date: datetime, pair: str, now: datetime = None):
result = None result = None
dataframe = get_custom_dataframe(self, pair) candle = find_candle_datetime_safer(dataframe, query_date)
candle = find_candle_datetime_safer(self, query_date, now, dataframe,) # candle = find_candle_datetime_faster(dataframe, timeframe, query_date, now)
result = candle if candle.empty else candle.squeeze() result = candle if candle.empty else candle.squeeze()
return result return result
def find_candle_datetime_faster(self, query_date: datetime, now: datetime, dataframe): def find_candle_datetime_faster(dataframe: pd.DataFrame, timeframe: str, query_date: datetime, now: datetime = None):
if(now and now == query_date): if(now and now == query_date):
candle = dataframe.iloc[-1] candle = dataframe.iloc[-1]
else: else:
@ -129,7 +130,7 @@ def find_candle_datetime_faster(self, query_date: datetime, now: datetime, dataf
return candle return candle
def find_candle_datetime_safer(self, query_date: datetime, now: datetime, dataframe): def find_candle_datetime_safer(dataframe: pd.DataFrame, query_date: datetime):
df = dataframe[['date']].set_index('date') df = dataframe[['date']].set_index('date')
try: try: