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Merge branch 'develop' into spice-rack

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This commit is contained in:
robcaulk
2022-09-25 11:37:38 +02:00
parent 8b1e5daf22 f4fac53a13
commit aca03e38f6
148 changed files with 3787 additions and 930 deletions
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3
freqtrade/strategy/hyper.py
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@@ -6,6 +6,7 @@ import logging
from pathlib import Path
from typing import Any, Dict, Iterator, List, Tuple, Type, Union
from freqtrade.constants import Config
from freqtrade.exceptions import OperationalException
from freqtrade.misc import deep_merge_dicts, json_load
from freqtrade.optimize.hyperopt_tools import HyperoptTools
@@ -21,7 +22,7 @@ class HyperStrategyMixin:
strategy logic.
"""
def __init__(self, config: Dict[str, Any], *args, **kwargs):
def __init__(self, config: Config, *args, **kwargs):
"""
Initialize hyperoptable strategy mixin.
"""

22
freqtrade/strategy/interface.py
View File

@@ -10,12 +10,13 @@ from typing import Dict, List, Optional, Tuple, Union
import arrow
from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.constants import Config, ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RunMode, SignalDirection,
SignalTagType, SignalType, TradingMode)
from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
from freqtrade.misc import remove_entry_exit_signals
from freqtrade.persistence import Order, PairLocks, Trade
from freqtrade.strategy.hyper import HyperStrategyMixin
from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
@@ -118,7 +119,7 @@ class IStrategy(ABC, HyperStrategyMixin):
# Definition of plot_config. See plotting documentation for more details.
plot_config: Dict = {}
def __init__(self, config: dict) -> None:
def __init__(self, config: Config) -> None:
self.config = config
# Dict to determine if analysis is necessary
self._last_candle_seen_per_pair: Dict[str, datetime] = {}
@@ -759,20 +760,19 @@ class IStrategy(ABC, HyperStrategyMixin):
# always run if process_only_new_candles is set to false
if (not self.process_only_new_candles or
self._last_candle_seen_per_pair.get(pair, None) != dataframe.iloc[-1]['date']):
# Defs that only make change on new candle data.
dataframe = self.analyze_ticker(dataframe, metadata)
self._last_candle_seen_per_pair[pair] = dataframe.iloc[-1]['date']
self.dp._set_cached_df(
pair, self.timeframe, dataframe,
candle_type=self.config.get('candle_type_def', CandleType.SPOT))
candle_type = self.config.get('candle_type_def', CandleType.SPOT)
self.dp._set_cached_df(pair, self.timeframe, dataframe, candle_type=candle_type)
self.dp._emit_df((pair, self.timeframe, candle_type), dataframe)
else:
logger.debug("Skipping TA Analysis for already analyzed candle")
dataframe[SignalType.ENTER_LONG.value] = 0
dataframe[SignalType.EXIT_LONG.value] = 0
dataframe[SignalType.ENTER_SHORT.value] = 0
dataframe[SignalType.EXIT_SHORT.value] = 0
dataframe[SignalTagType.ENTER_TAG.value] = None
dataframe[SignalTagType.EXIT_TAG.value] = None
dataframe = remove_entry_exit_signals(dataframe)
logger.debug("Loop Analysis Launched")