refactor(docs/strategy-advanced): extract "Storing information" section from `strategy-customization.md`

This commit is contained in:
Joe Schr 2021-03-04 14:44:51 +01:00
parent d05acc30fa
commit b52698197b
2 changed files with 47 additions and 47 deletions

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@ -11,6 +11,53 @@ If you're just getting started, please be familiar with the methods described in
!!! Tip
You can get a strategy template containing all below methods by running `freqtrade new-strategy --strategy MyAwesomeStrategy --template advanced`
## Storing information
Storing information can be accomplished by creating a new dictionary within the strategy class.
The name of the variable can be chosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables.
```python
class AwesomeStrategy(IStrategy):
# Create custom dictionary
custom_info = {}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Check if the entry already exists
if not metadata["pair"] in self.custom_info:
# Create empty entry for this pair
self.custom_info[metadata["pair"]] = {}
if "crosstime" in self.custom_info[metadata["pair"]]:
self.custom_info[metadata["pair"]]["crosstime"] += 1
else:
self.custom_info[metadata["pair"]]["crosstime"] = 1
```
!!! Warning
The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
!!! Note
If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
***
### Storing custom information using DatetimeIndex from `dataframe`
Imagine you need to store an indicator like `ATR` or `RSI` into `custom_info`. To use this in a meaningful way, you will not only need the raw data of the indicator, but probably also need to keep the right timestamps.
class AwesomeStrategy(IStrategy):
# Create custom dictionary
custom_info = {}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# add indicator mapped to correct DatetimeIndex to custom_info
# using "ATR" here as example
self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].copy().set_index('date')
return dataframe
See `custom_stoploss` examples below on how to access the saved dataframe columns
## Custom stoploss
A stoploss can only ever move upwards - so if you set it to an absolute profit of 2%, you can never move it below this price.

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@ -302,53 +302,6 @@ Currently this is `pair`, which can be accessed using `metadata['pair']` - and w
The Metadata-dict should not be modified and does not persist information across multiple calls.
Instead, have a look at the section [Storing information](#Storing-information)
### Storing information
Storing information can be accomplished by creating a new dictionary within the strategy class.
The name of the variable can be chosen at will, but should be prefixed with `cust_` to avoid naming collisions with predefined strategy variables.
```python
class AwesomeStrategy(IStrategy):
# Create custom dictionary
custom_info = {}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Check if the entry already exists
if not metadata["pair"] in self.custom_info:
# Create empty entry for this pair
self.custom_info[metadata["pair"]] = {}
if "crosstime" in self.custom_info[metadata["pair"]]:
self.custom_info[metadata["pair"]]["crosstime"] += 1
else:
self.custom_info[metadata["pair"]]["crosstime"] = 1
```
!!! Warning
The data is not persisted after a bot-restart (or config-reload). Also, the amount of data should be kept smallish (no DataFrames and such), otherwise the bot will start to consume a lot of memory and eventually run out of memory and crash.
!!! Note
If the data is pair-specific, make sure to use pair as one of the keys in the dictionary.
***
#### Storing custom information using DatetimeIndex from `dataframe`
Imagine you need to store an indicator like `ATR` or `RSI` into `custom_info`. To use this in a meaningful way, you will not only need the raw data of the indicator, but probably also need to keep the right timestamps.
class AwesomeStrategy(IStrategy):
# Create custom dictionary
custom_info = {}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# add indicator mapped to correct DatetimeIndex to custom_info
# using "ATR" here as example
self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].copy().set_index('date')
return dataframe
See: (custom_stoploss example)[WIP] for how to access it
## Additional data (informative_pairs)
### Get data for non-tradeable pairs