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Ensure follower predictions are persistent and uniquely stored

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This commit is contained in:
robcaulk
2022-05-31 14:35:04 +02:00
parent 70adf55643
commit bac4ced382
3 changed files with 77 additions and 12 deletions
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58
freqtrade/templates/FreqaiExampleStrategy.py
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@@ -242,22 +242,33 @@ class FreqaiExampleStrategy(IStrategy):
if trade_candle.empty:
return None
trade_candle = trade_candle.squeeze()
pair_dict = self.model.bridge.data_drawer.pair_dict
follow_mode = self.config.get('freqai', {}).get('follow_mode', False)
if not follow_mode:
pair_dict = self.model.bridge.data_drawer.pair_dict
else:
pair_dict = self.model.bridge.data_drawer.follower_dict
entry_tag = trade.enter_tag
if 'prediction' + entry_tag not in pair_dict[pair]:
with self.model.bridge.lock:
self.model.bridge.data_drawer.pair_dict[pair][
'prediction' + entry_tag] = abs(trade_candle['prediction'])
self.model.bridge.data_drawer.save_drawer_to_disk()
pair_dict[pair]['prediction' + entry_tag] = abs(trade_candle['prediction'])
if not follow_mode:
self.model.bridge.data_drawer.save_drawer_to_disk()
else:
self.model.bridge.data_drawer.save_follower_dict_to_dist()
else:
if pair_dict[pair]['prediction' + entry_tag] > 0:
roi_price = abs(trade_candle['prediction'])
else:
with self.model.bridge.lock:
self.model.bridge.data_drawer.pair_dict[pair][
'prediction' + entry_tag] = abs(trade_candle['prediction'])
self.model.bridge.data_drawer.save_drawer_to_disk()
pair_dict[pair]['prediction' + entry_tag] = abs(trade_candle['prediction'])
if not follow_mode:
self.model.bridge.data_drawer.save_drawer_to_disk()
else:
self.model.bridge.data_drawer.save_follower_dict_to_dist()
roi_price = abs(trade_candle['prediction'])
roi_time = self.max_roi_time_long.value
@@ -269,17 +280,44 @@ class FreqaiExampleStrategy(IStrategy):
else:
roi_decay += self.linear_roi_offset.value
if current_profit > roi_price:
if current_profit > roi_decay:
return 'roi_custom_win'
if current_profit < -roi_decay:
return 'roi_custom_loss'
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, exit_reason: str,
current_time, **kwargs) -> bool:
entry_tag = trade.enter_tag
follow_mode = self.config.get('freqai', {}).get('follow_mode', False)
if not follow_mode:
pair_dict = self.model.bridge.data_drawer.pair_dict
else:
pair_dict = self.model.bridge.data_drawer.follower_dict
with self.model.bridge.lock:
self.model.bridge.data_drawer.pair_dict[pair]['prediction' + entry_tag] = 0
self.model.bridge.data_drawer.save_drawer_to_disk()
pair_dict[pair]['prediction' + entry_tag] = 0
if not follow_mode:
self.model.bridge.data_drawer.save_drawer_to_disk()
else:
self.model.bridge.data_drawer.save_follower_dict_to_dist()
return True
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time, entry_tag,
side: str, **kwargs) -> bool:
df, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = df.iloc[-1].squeeze()
if side == 'long':
if last_candle['close'] > (last_candle['close'] * (1 + 0.0025)):
return False
else:
if last_candle['close'] < (last_candle['close'] * (1 - 0.0025)):
return False
return True