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Add some changes to strategytemplate

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This commit is contained in:
Matthias 2021-05-09 09:56:36 +02:00
parent 17b9e898d2
commit 92186d89a2
3 changed files with 12 additions and 6 deletions
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9
freqtrade/data/dataprovider.py
View File

@ -30,7 +30,7 @@ class DataProvider:
self._exchange = exchange
self._pairlists = pairlists
self.__cached_pairs: Dict[PairWithTimeframe, Tuple[DataFrame, datetime]] = {}
self.__slice_index = None
self.__slice_index: Optional[int] = None
def _set_dataframe_max_index(self, limit_index: int):
"""
@ -88,6 +88,8 @@ class DataProvider:
def get_analyzed_dataframe(self, pair: str, timeframe: str) -> Tuple[DataFrame, datetime]:
"""
Retrieve the analyzed dataframe. Returns the full dataframe in trade mode (live / dry),
and the last 1000 candles (up to the time evaluated at this moment) in all other modes.
:param pair: pair to get the data for
:param timeframe: timeframe to get data for
:return: Tuple of (Analyzed Dataframe, lastrefreshed) for the requested pair / timeframe
@ -99,9 +101,10 @@ class DataProvider:
if self.runmode in (RunMode.DRY_RUN, RunMode.LIVE):
df, date = self.__cached_pairs[pair_key]
else:
max_index = self.__slice_index
df, date = self.__cached_pairs[pair_key]
df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES):max_index]
if self.__slice_index is not None:
max_index = self.__slice_index
df = df.iloc[max(0, max_index - MAX_DATAFRAME_CANDLES):max_index]
return df, date
else:
return (DataFrame(), datetime.fromtimestamp(0, tz=timezone.utc))

2
freqtrade/optimize/backtesting.py
View File

@ -386,7 +386,7 @@ class Backtesting:
continue
row_index += 1
self.dataprovider._set_dataframe_max_index(row_index) # noqa
self.dataprovider._set_dataframe_max_index(row_index)
indexes[pair] = row_index
# without positionstacking, we can only have one open trade per pair.

7
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -39,7 +39,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
return self.stoploss
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, **kwargs) -> bool:
time_in_force: str, current_time: 'datetime', **kwargs) -> bool:
"""
Called right before placing a buy order.
Timing for this function is critical, so avoid doing heavy computations or
@ -54,6 +54,7 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
: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 **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
@ -61,7 +62,8 @@ def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: f
return True
def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool:
rate: float, time_in_force: str, sell_reason: str,
current_time: 'datetime', **kwargs) -> bool:
"""
Called right before placing a regular sell order.
Timing for this function is critical, so avoid doing heavy computations or
@ -80,6 +82,7 @@ def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount:
:param sell_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell']
: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 placed on the exchange.
False aborts the process