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Added short and exit_short to strategy

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This commit is contained in:
Sam Germain
2021-08-08 03:38:34 -06:00
parent 98fe3e73de
commit d4a7d2d444
24 changed files with 862 additions and 152 deletions
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4
freqtrade/optimize/backtesting.py
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@@ -231,8 +231,8 @@ class Backtesting:
if has_buy_tag:
pair_data.loc[:, 'buy_tag'] = None # cleanup if buy_tag is exist
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
df_analyzed = self.strategy.advise_exit(
self.strategy.advise_enter(pair_data, {'pair': pair}), {'pair': pair}).copy()
# Trim startup period from analyzed dataframe
df_analyzed = trim_dataframe(df_analyzed, self.timerange,
startup_candles=self.required_startup)

7
freqtrade/optimize/hyperopt.py
View File

@@ -110,7 +110,7 @@ class Hyperopt:
self.backtesting.strategy.advise_indicators = ( # type: ignore
self.custom_hyperopt.populate_indicators) # type: ignore
if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
self.backtesting.strategy.advise_buy = ( # type: ignore
self.backtesting.strategy.advise_enter = ( # type: ignore
self.custom_hyperopt.populate_buy_trend) # type: ignore
if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
self.backtesting.strategy.advise_sell = ( # type: ignore
@@ -283,12 +283,13 @@ class Hyperopt:
params_dict = self._get_params_dict(self.dimensions, raw_params)
# Apply parameters
# TODO-lev: These don't take a side, how can I pass is_short=True/False to it
if HyperoptTools.has_space(self.config, 'buy'):
self.backtesting.strategy.advise_buy = ( # type: ignore
self.backtesting.strategy.advise_enter = ( # type: ignore
self.custom_hyperopt.buy_strategy_generator(params_dict))
if HyperoptTools.has_space(self.config, 'sell'):
self.backtesting.strategy.advise_sell = ( # type: ignore
self.backtesting.strategy.advise_exit = ( # type: ignore
self.custom_hyperopt.sell_strategy_generator(params_dict))
if HyperoptTools.has_space(self.config, 'protection'):