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fixed typo

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This commit is contained in:
Yazeed Al Oyoun 2020-03-11 17:10:57 +01:00
parent a82cdf0add
commit d667acb308
1 changed files with 22 additions and 22 deletions
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44
freqtrade/strategy/interface.py
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@ -282,11 +282,11 @@ class IStrategy(ABC):
interval_minutes = timeframe_to_minutes(interval)
if (arrow.utcnow() - signal_date).total_seconds() // 60 >= interval_minutes:
logger.warning('Old candle for pair %s. Last tick is %s minutes old',
pair, int(arrow.utcnow() - signal_date).total_seconds() // 60)
pair, int((arrow.utcnow() - signal_date).total_seconds() // 60)
return False, False
# Check if dataframe is out of date
offset = self.config.get('exchange', {}).get('outdated_offset', 5)
offset=self.config.get('exchange', {}).get('outdated_offset', 5)
if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old',
@ -295,7 +295,7 @@ class IStrategy(ABC):
)
return False, False
(buy, sell) = latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
(buy, sell)=latest[SignalType.BUY.value] == 1, latest[SignalType.SELL.value] == 1
logger.debug(
'trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'],
@ -306,8 +306,8 @@ class IStrategy(ABC):
return buy, sell
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
sell: bool, low: float = None, high: float = None,
force_stoploss: float = 0) -> SellCheckTuple:
sell: bool, low: float=None, high: float=None,
force_stoploss: float=0) -> SellCheckTuple:
"""
This function evaluates if one of the conditions required to trigger a sell
has been reached, which can either be a stop-loss, ROI or sell-signal.
@ -317,12 +317,12 @@ class IStrategy(ABC):
:return: True if trade should be sold, False otherwise
"""
# Set current rate to low for backtesting sell
current_rate = low or rate
current_profit = trade.calc_profit_ratio(current_rate)
current_rate=low or rate
current_profit=trade.calc_profit_ratio(current_rate)
trade.adjust_min_max_rates(high or current_rate)
stoplossflag = self.stop_loss_reached(current_rate=current_rate, trade=trade,
stoplossflag=self.stop_loss_reached(current_rate=current_rate, trade=trade,
current_time=date, current_profit=current_profit,
force_stoploss=force_stoploss, high=high)
@ -332,9 +332,9 @@ class IStrategy(ABC):
return stoplossflag
# Set current rate to high for backtesting sell
current_rate = high or rate
current_profit = trade.calc_profit_ratio(current_rate)
config_ask_strategy = self.config.get('ask_strategy', {})
current_rate=high or rate
current_profit=trade.calc_profit_ratio(current_rate)
config_ask_strategy=self.config.get('ask_strategy', {})
if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
# This one is noisy, commented out
@ -366,29 +366,29 @@ class IStrategy(ABC):
def stop_loss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float,
force_stoploss: float, high: float = None) -> SellCheckTuple:
force_stoploss: float, high: float=None) -> SellCheckTuple:
"""
Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not
:param current_profit: current profit as ratio
"""
stop_loss_value = force_stoploss if force_stoploss else self.stoploss
stop_loss_value=force_stoploss if force_stoploss else self.stoploss
# Initiate stoploss with open_rate. Does nothing if stoploss is already set.
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
if self.trailing_stop:
# trailing stoploss handling
sl_offset = self.trailing_stop_positive_offset
sl_offset=self.trailing_stop_positive_offset
# Make sure current_profit is calculated using high for backtesting.
high_profit = current_profit if not high else trade.calc_profit_ratio(high)
high_profit=current_profit if not high else trade.calc_profit_ratio(high)
# Don't update stoploss if trailing_only_offset_is_reached is true.
if not (self.trailing_only_offset_is_reached and high_profit < sl_offset):
# Specific handling for trailing_stop_positive
if self.trailing_stop_positive is not None and high_profit > sl_offset:
stop_loss_value = self.trailing_stop_positive
stop_loss_value=self.trailing_stop_positive
logger.debug(f"{trade.pair} - Using positive stoploss: {stop_loss_value} "
f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%")
@ -401,11 +401,11 @@ class IStrategy(ABC):
(trade.stop_loss >= current_rate) and
(not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])):
sell_type = SellType.STOP_LOSS
sell_type=SellType.STOP_LOSS
# If initial stoploss is not the same as current one then it is trailing.
if trade.initial_stop_loss != trade.stop_loss:
sell_type = SellType.TRAILING_STOP_LOSS
sell_type=SellType.TRAILING_STOP_LOSS
logger.debug(
f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, "
f"stoploss is {trade.stop_loss:.6f}, "
@ -425,10 +425,10 @@ class IStrategy(ABC):
:return: minimal ROI entry value or None if none proper ROI entry was found.
"""
# Get highest entry in ROI dict where key <= trade-duration
roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
roi_list=list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys()))
if not roi_list:
return None, None
roi_entry = max(roi_list)
roi_entry=max(roi_list)
return roi_entry, self.minimal_roi[roi_entry]
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool:
@ -439,8 +439,8 @@ class IStrategy(ABC):
:return: True if bot should sell at current rate
"""
# Check if time matches and current rate is above threshold
trade_dur = int((current_time.timestamp() - trade.open_date.timestamp()) // 60)
_, roi = self.min_roi_reached_entry(trade_dur)
trade_dur=int((current_time.timestamp() - trade.open_date.timestamp()) // 60)
_, roi=self.min_roi_reached_entry(trade_dur)
if roi is None:
return False
else: