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Update confirm_trade_entry to support "side" parameter

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This commit is contained in:
Matthias 2021-09-26 19:32:24 +02:00
parent 4d49f1a0c7
commit 84e013de2d
6 changed files with 20 additions and 11 deletions
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8
docs/strategy-advanced.md
View File

@ -539,9 +539,10 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time: datetime, **kwargs) -> bool:
time_in_force: str, current_time: datetime,
side: str, **kwargs) -> bool:
"""
Called right before placing a buy order.
Called right before placing a entry order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
@ -549,12 +550,13 @@ class AwesomeStrategy(IStrategy):
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be bought.
:param pair: Pair that's about to be bought/shorted.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in target (quote) currency that's going to be traded.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param current_time: datetime object, containing the current datetime
:param side: 'long' or 'short' - indicating the direction of the proposed trade
: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 placed on the exchange.
False aborts the process

5
freqtrade/freqtradebot.py
View File

@ -519,9 +519,12 @@ class FreqtradeBot(LoggingMixin):
order_type = self.strategy.order_types.get('forcebuy', order_type)
# TODO-lev: Will this work for shorting?
# TODO-lev: Add non-hardcoded "side" parameter
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=enter_limit_requested,
time_in_force=time_in_force, current_time=datetime.now(timezone.utc)):
time_in_force=time_in_force, current_time=datetime.now(timezone.utc),
side='long'
):
logger.info(f"User requested abortion of buying {pair}")
return False
amount = self.exchange.amount_to_precision(pair, amount)

3
freqtrade/optimize/backtesting.py
View File

@ -440,7 +440,8 @@ class Backtesting:
# Confirm trade entry:
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=stake_amount, rate=row[OPEN_IDX],
time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime()):
time_in_force=time_in_force, current_time=row[DATE_IDX].to_pydatetime(),
side=direction):
return None
if stake_amount and (not min_stake_amount or stake_amount > min_stake_amount):

5
freqtrade/strategy/interface.py
View File

@ -230,9 +230,9 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
pass
# TODO-lev: add side
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time: datetime, **kwargs) -> bool:
time_in_force: str, current_time: datetime,
side: str, **kwargs) -> bool:
"""
Called right before placing a entry order.
Timing for this function is critical, so avoid doing heavy computations or
@ -248,6 +248,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param current_time: datetime object, containing the current datetime
:param side: 'long' or 'short' - indicating the direction of the proposed trade
: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 placed on the exchange.
False aborts the process

8
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -80,9 +80,10 @@ def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', curre
return None
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
time_in_force: str, current_time: datetime,
side: str, **kwargs) -> bool:
"""
Called right before placing a buy order.
Called right before placing a entry order.
Timing for this function is critical, so avoid doing heavy computations or
network requests in this method.
@ -90,12 +91,13 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
When not implemented by a strategy, returns True (always confirming).
:param pair: Pair that's about to be bought.
:param pair: Pair that's about to be bought/shorted.
:param order_type: Order type (as configured in order_types). usually limit or market.
:param amount: Amount in target (quote) currency that's going to be traded.
:param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param current_time: datetime object, containing the current datetime
:param side: 'long' or 'short' - indicating the direction of the proposed trade
: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 placed on the exchange.
False aborts the process

2
tests/strategy/test_default_strategy.py
View File

@ -37,7 +37,7 @@ def test_strategy_test_v2(result, fee):
assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc',
current_time=datetime.utcnow()) is True
current_time=datetime.utcnow(), side='long') is True
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc', sell_reason='roi',
current_time=datetime.utcnow()) is True