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Add current_time to check_timeout functions for convenience

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This commit is contained in:
Matthias 2022-01-22 16:05:13 +01:00
parent 7bef9a9b3e
commit 821a9d9cdc
2 changed files with 19 additions and 12 deletions
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20
docs/strategy-callbacks.md
View File

@ -413,7 +413,7 @@ It applies a tight timeout for higher priced assets, while allowing more time to
The function must return either `True` (cancel order) or `False` (keep order alive).
``` python
from datetime import datetime, timedelta, timezone
from datetime import datetime, timedelta
from freqtrade.persistence import Trade
class AwesomeStrategy(IStrategy):
@ -426,22 +426,24 @@ class AwesomeStrategy(IStrategy):
'sell': 60 * 25
}
def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict,
current_time: datetime, **kwargs) -> bool:
if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
return True
elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
elif trade.open_rate > 10 and trade.open_date_utc < current_time - timedelta(minutes=3):
return True
elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
elif trade.open_rate < 1 and trade.open_date_utc < current_time - timedelta(hours=24):
return True
return False
def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict, **kwargs) -> bool:
if trade.open_rate > 100 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=5):
def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
current_time: datetime, **kwargs) -> bool:
if trade.open_rate > 100 and trade.open_date_utc < current_time - timedelta(minutes=5):
return True
elif trade.open_rate > 10 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(minutes=3):
elif trade.open_rate > 10 and trade.open_date_utc < current_time - timedelta(minutes=3):
return True
elif trade.open_rate < 1 and trade.open_date_utc < datetime.now(timezone.utc) - timedelta(hours=24):
elif trade.open_rate < 1 and trade.open_date_utc < current_time - timedelta(hours=24):
return True
return False
```

11
freqtrade/strategy/interface.py
View File

@ -188,7 +188,8 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return dataframe
def check_buy_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
def check_buy_timeout(self, pair: str, trade: Trade, order: dict,
current_time: datetime, **kwargs) -> bool:
"""
Check buy timeout function callback.
This method can be used to override the buy-timeout.
@ -201,12 +202,14 @@ class IStrategy(ABC, HyperStrategyMixin):
:param pair: Pair the trade is for
:param trade: trade object.
:param order: Order dictionary as returned from CCXT.
:param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the buy-order is cancelled.
"""
return False
def check_sell_timeout(self, pair: str, trade: Trade, order: dict, **kwargs) -> bool:
def check_sell_timeout(self, pair: str, trade: Trade, order: dict,
current_time: datetime, **kwargs) -> bool:
"""
Check sell timeout function callback.
This method can be used to override the sell-timeout.
@ -219,6 +222,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param pair: Pair the trade is for
:param trade: trade object.
:param order: Order dictionary as returned from CCXT.
:param current_time: datetime object, containing the current datetime
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: When True is returned, then the sell-order is cancelled.
"""
@ -872,7 +876,8 @@ class IStrategy(ABC, HyperStrategyMixin):
return strategy_safe_wrapper(getattr(self, time_method),
default_retval=False)(
pair=trade.pair, trade=trade, order=order)
pair=trade.pair, trade=trade, order=order,
current_time=current_time)
def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""