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Merge pull request #2695 from freqtrade/custom_pairlock

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Improve pairlocking mechanism to allow usage from within strategy
This commit is contained in:
hroff-1902
2019-12-22 15:03:24 +03:00
committed by GitHub
parent 4f88857442 2195ae59d6
commit 98eed4f2ed
3 changed files with 72 additions and 6 deletions
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docs/strategy-customization.md
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@@ -455,6 +455,51 @@ Sample return value: ETH/BTC had 5 trades, with a total profit of 1.5% (ratio of
!!! Warning
Trade history is not available during backtesting or hyperopt.
### Prevent trades from happening for a specific pair
Freqtrade locks pairs automatically for the current candle (until that candle is over) when a pair is sold, preventing an immediate re-buy of that pair.
Locked pairs will show the message `Pair <pair> is currently locked.`.
#### Locking pairs from within the strategy
Sometimes it may be desired to lock a pair after certain events happen (e.g. multiple losing trades in a row).
Freqtrade has an easy method to do this from within the strategy, by calling `self.lock_pair(pair, until)`.
`until` must be a datetime object in the future, after which trading will be reenabled for that pair.
Locks can also be lifted manually, by calling `self.unlock_pair(pair)`.
To verify if a pair is currently locked, use `self.is_pair_locked(pair)`.
!!! Note
Locked pairs are not persisted, so a restart of the bot, or calling `/reload_conf` will reset locked pairs.
!!! Warning
Locking pairs is not functioning during backtesting.
##### Pair locking example
``` python
from freqtrade.persistence import Trade
from datetime import timedelta, datetime, timezone
# Put the above lines a the top of the strategy file, next to all the other imports
# --------
# Within populate indicators (or populate_buy):
if self.config['runmode'] in ('live', 'dry_run'):
# fetch closed trades for the last 2 days
trades = Trade.get_trades([Trade.pair == metadata['pair'],
Trade.open_date > datetime.utcnow() - timedelta(days=2),
Trade.is_open == False,
]).all()
# Analyze the conditions you'd like to lock the pair .... will probably be different for every strategy
sumprofit = sum(trade.close_profit for trade in trades)
if sumprofit < 0:
# Lock pair for 12 hours
self.lock_pair(metadata['pair'], until=datetime.now(timezone.utc) + timedelta(hours=12))
```
### Print created dataframe
To inspect the created dataframe, you can issue a print-statement in either `populate_buy_trend()` or `populate_sell_trend()`.
@@ -479,11 +524,6 @@ def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
Printing more than a few rows is also possible (simply use `print(dataframe)` instead of `print(dataframe.tail())`), however not recommended, as that will be very verbose (~500 lines per pair every 5 seconds).
### Where can i find a strategy template?
The strategy template is located in the file
[user_data/strategies/sample_strategy.py](https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_strategy.py).
### Specify custom strategy location
If you want to use a strategy from a different directory you can pass `--strategy-path`