[SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency.
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Rokas Kupstys
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@ -698,10 +698,7 @@ def informative(timeframe: str, asset: str = '',
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current pair.
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:param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
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specified, defaults to:
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* {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
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currency.
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* {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
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stake currency.
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* {base}_{quote}_{column}_{timeframe} if asset is specified.
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* {column}_{timeframe} if asset is not specified.
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Format string supports these format variables:
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* {asset} - full name of the asset, for example 'BTC/USDT'.
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@ -746,7 +743,7 @@ for more information.
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# Define BTC/STAKE informative pair. Available in populate_indicators and other methods as
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# 'btc_rsi_1h'. Current stake currency should be specified as {stake} format variable
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# instead of hardcoding actual stake currency. Available in populate_indicators and other
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# methods as 'btc_rsi_1h'.
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# methods as 'btc_usdt_rsi_1h' (when stake currency is USDT).
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@informative('1h', 'BTC/{stake}')
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def populate_indicators_btc_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
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@ -780,6 +777,25 @@ for more information.
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Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
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manually as described [in the DataProvider section](#complete-data-provider-sample).
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!!! Note
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Use string formatting when accessing informative dataframes of other pairs. This will allow easily changing stake currency in config without having to adjust strategy code.
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``` python
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def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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stake = self.config['stake_currency']
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dataframe.loc[
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(
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(dataframe[f'btc_{stake}_rsi_1h'] < 35)
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&
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(dataframe['volume'] > 0)
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),
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['buy', 'buy_tag']] = (1, 'buy_signal_rsi')
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return dataframe
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```
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Alternatively column renaming may be used to remove stake currency from column names: `@informative('1h', 'BTC/{stake}', fmt='{base}_{column}_{timeframe}')`.
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!!! Warning "Duplicate method names"
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Methods tagged with `@informative()` decorator must always have unique names! Re-using same name (for example when copy-pasting already defined informative method)
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will overwrite previously defined method and not produce any errors due to limitations of Python programming language. In such cases you will find that indicators
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@ -36,10 +36,7 @@ def informative(timeframe: str, asset: str = '',
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current pair.
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:param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
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specified, defaults to:
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* {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
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currency.
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* {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
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stake currency.
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* {base}_{quote}_{column}_{timeframe} if asset is specified.
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* {column}_{timeframe} if asset is not specified.
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Format string supports these format variables:
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* {asset} - full name of the asset, for example 'BTC/USDT'.
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@ -88,7 +85,7 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
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base, quote = asset.split('/')
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else:
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# When futures are supported this may need reevaluation.
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# base, quote = asset, None
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# base, quote = asset, ''
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raise OperationalException('Not implemented.')
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# Default format. This optimizes for the common case: informative pairs using same stake
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@ -98,10 +95,8 @@ def _create_and_merge_informative_pair(strategy, dataframe: DataFrame, metadata:
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# fmt='{base}_{quote}_{column}_{timeframe}' format or similar.
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if not fmt:
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fmt = '{column}_{timeframe}' # Informatives of current pair
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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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if inf_data.asset:
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fmt = '{base}_' + fmt # Informatives of other pair
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fmt = '{base}_{quote}_' + fmt # Informatives of other pairs
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inf_metadata = {'pair': asset, 'timeframe': timeframe}
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inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe)
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@ -177,7 +177,7 @@ def test_informative_decorator(mocker, default_conf):
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{p: data[(p, strategy.timeframe)] for p in ('XRP/USDT', 'LTC/USDT')})
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expected_columns = [
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'rsi_1h', 'rsi_30m', # Stacked informative decorators
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'btc_rsi_1h', # BTC 1h informative
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'btc_usdt_rsi_1h', # BTC 1h informative
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'rsi_BTC_USDT_btc_usdt_BTC/USDT_30m', # Column formatting
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'rsi_from_callable', # Custom column formatter
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'eth_btc_rsi_1h', # Quote currency not matching stake currency
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