Merge branch 'develop' into pairlocks_direction
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@@ -23,7 +23,7 @@ class InformativeData:
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def informative(timeframe: str, asset: str = '',
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fmt: Optional[Union[str, Callable[[Any], str]]] = None,
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*,
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candle_type: Optional[CandleType] = None,
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candle_type: Optional[Union[CandleType, str]] = None,
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ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
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"""
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A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
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@@ -3,7 +3,6 @@ IStrategy interface
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This module defines the interface to apply for strategies
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"""
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import logging
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import warnings
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from abc import ABC, abstractmethod
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from datetime import datetime, timedelta, timezone
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from typing import Dict, List, Optional, Tuple, Union
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@@ -44,14 +43,11 @@ class IStrategy(ABC, HyperStrategyMixin):
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"""
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# Strategy interface version
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# Default to version 2
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# Version 1 is the initial interface without metadata dict
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# Version 1 is the initial interface without metadata dict - deprecated and no longer supported.
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# Version 2 populate_* include metadata dict
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# Version 3 - First version with short and leverage support
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INTERFACE_VERSION: int = 3
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_populate_fun_len: int = 0
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_buy_fun_len: int = 0
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_sell_fun_len: int = 0
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_ft_params_from_file: Dict
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# associated minimal roi
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minimal_roi: Dict = {}
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@@ -114,7 +110,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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# Class level variables (intentional) containing
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# the dataprovider (dp) (access to other candles, historic data, ...)
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# and wallets - access to the current balance.
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dp: Optional[DataProvider]
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dp: DataProvider
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wallets: Optional[Wallets] = None
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# Filled from configuration
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stake_currency: str
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@@ -197,6 +193,13 @@ class IStrategy(ABC, HyperStrategyMixin):
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"""
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return self.populate_sell_trend(dataframe, metadata)
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def bot_start(self, **kwargs) -> None:
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"""
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Called only once after bot instantiation.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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"""
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pass
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def bot_loop_start(self, **kwargs) -> None:
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"""
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Called at the start of the bot iteration (one loop).
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@@ -359,7 +362,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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def custom_exit_price(self, pair: str, trade: Trade,
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current_time: datetime, proposed_rate: float,
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current_profit: float, **kwargs) -> float:
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current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
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"""
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Custom exit price logic, returning the new exit price.
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@@ -372,6 +375,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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:param current_time: datetime object, containing the current datetime
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:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param exit_tag: Exit reason.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: New exit price value if provided
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"""
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@@ -1092,12 +1096,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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dataframe = _create_and_merge_informative_pair(
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self, dataframe, metadata, inf_data, populate_fn)
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if self._populate_fun_len == 2:
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warnings.warn("deprecated - check out the Sample strategy to see "
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"the current function headers!", DeprecationWarning)
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return self.populate_indicators(dataframe) # type: ignore
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else:
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return self.populate_indicators(dataframe, metadata)
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return self.populate_indicators(dataframe, metadata)
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def advise_entry(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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"""
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@@ -1111,12 +1110,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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logger.debug(f"Populating enter signals for pair {metadata.get('pair')}.")
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if self._buy_fun_len == 2:
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warnings.warn("deprecated - check out the Sample strategy to see "
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"the current function headers!", DeprecationWarning)
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df = self.populate_buy_trend(dataframe) # type: ignore
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else:
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df = self.populate_entry_trend(dataframe, metadata)
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df = self.populate_entry_trend(dataframe, metadata)
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if 'enter_long' not in df.columns:
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df = df.rename({'buy': 'enter_long', 'buy_tag': 'enter_tag'}, axis='columns')
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@@ -1131,14 +1125,8 @@ class IStrategy(ABC, HyperStrategyMixin):
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currently traded pair
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:return: DataFrame with exit column
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"""
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logger.debug(f"Populating exit signals for pair {metadata.get('pair')}.")
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if self._sell_fun_len == 2:
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warnings.warn("deprecated - check out the Sample strategy to see "
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"the current function headers!", DeprecationWarning)
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df = self.populate_sell_trend(dataframe) # type: ignore
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else:
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df = self.populate_exit_trend(dataframe, metadata)
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df = self.populate_exit_trend(dataframe, metadata)
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if 'exit_long' not in df.columns:
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df = df.rename({'sell': 'exit_long'}, axis='columns')
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return df
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