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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) interval_minutes = timeframe_to_minutes(interval)
if (arrow.utcnow() - signal_date).total_seconds() // 60 >= interval_minutes: if (arrow.utcnow() - signal_date).total_seconds() // 60 >= interval_minutes:
logger.warning('Old candle for pair %s. Last tick is %s minutes old', 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 return False, False
# Check if dataframe is out of date # Check if dataframe is out of date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))): if signal_date < (arrow.utcnow().shift(minutes=-(interval_minutes * 2 + offset))):
logger.warning( logger.warning(
'Outdated history for pair %s. Last tick is %s minutes old', 'Outdated history for pair %s. Last tick is %s minutes old',
@ -295,7 +295,7 @@ class IStrategy(ABC):
) )
return False, False 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( logger.debug(
'trigger: %s (pair=%s) buy=%s sell=%s', 'trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'], latest['date'],
@ -306,8 +306,8 @@ class IStrategy(ABC):
return buy, sell return buy, sell
def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool, def should_sell(self, trade: Trade, rate: float, date: datetime, buy: bool,
sell: bool, low: float = None, high: float = None, sell: bool, low: float=None, high: float=None,
force_stoploss: float = 0) -> SellCheckTuple: force_stoploss: float=0) -> SellCheckTuple:
""" """
This function evaluates if one of the conditions required to trigger a sell 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. 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 :return: True if trade should be sold, False otherwise
""" """
# Set current rate to low for backtesting sell # Set current rate to low for backtesting sell
current_rate = low or rate current_rate=low or rate
current_profit = trade.calc_profit_ratio(current_rate) current_profit=trade.calc_profit_ratio(current_rate)
trade.adjust_min_max_rates(high or 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, current_time=date, current_profit=current_profit,
force_stoploss=force_stoploss, high=high) force_stoploss=force_stoploss, high=high)
@ -332,9 +332,9 @@ class IStrategy(ABC):
return stoplossflag return stoplossflag
# Set current rate to high for backtesting sell # Set current rate to high for backtesting sell
current_rate = high or rate current_rate=high or rate
current_profit = trade.calc_profit_ratio(current_rate) current_profit=trade.calc_profit_ratio(current_rate)
config_ask_strategy = self.config.get('ask_strategy', {}) config_ask_strategy=self.config.get('ask_strategy', {})
if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False): if buy and config_ask_strategy.get('ignore_roi_if_buy_signal', False):
# This one is noisy, commented out # This one is noisy, commented out
@ -366,29 +366,29 @@ class IStrategy(ABC):
def stop_loss_reached(self, current_rate: float, trade: Trade, def stop_loss_reached(self, current_rate: float, trade: Trade,
current_time: datetime, current_profit: float, 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, Based on current profit of the trade and configured (trailing) stoploss,
decides to sell or not decides to sell or not
:param current_profit: current profit as ratio :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. # Initiate stoploss with open_rate. Does nothing if stoploss is already set.
trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True) trade.adjust_stop_loss(trade.open_rate, stop_loss_value, initial=True)
if self.trailing_stop: if self.trailing_stop:
# trailing stoploss handling # 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. # 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. # 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): if not (self.trailing_only_offset_is_reached and high_profit < sl_offset):
# Specific handling for trailing_stop_positive # Specific handling for trailing_stop_positive
if self.trailing_stop_positive is not None and high_profit > sl_offset: 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} " logger.debug(f"{trade.pair} - Using positive stoploss: {stop_loss_value} "
f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%") f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%")
@ -401,11 +401,11 @@ class IStrategy(ABC):
(trade.stop_loss >= current_rate) and (trade.stop_loss >= current_rate) and
(not self.order_types.get('stoploss_on_exchange') or self.config['dry_run'])): (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 initial stoploss is not the same as current one then it is trailing.
if trade.initial_stop_loss != trade.stop_loss: if trade.initial_stop_loss != trade.stop_loss:
sell_type = SellType.TRAILING_STOP_LOSS sell_type=SellType.TRAILING_STOP_LOSS
logger.debug( logger.debug(
f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, " f"{trade.pair} - HIT STOP: current price at {current_rate:.6f}, "
f"stoploss is {trade.stop_loss:.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. :return: minimal ROI entry value or None if none proper ROI entry was found.
""" """
# Get highest entry in ROI dict where key <= trade-duration # 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: if not roi_list:
return None, None return None, None
roi_entry = max(roi_list) roi_entry=max(roi_list)
return roi_entry, self.minimal_roi[roi_entry] return roi_entry, self.minimal_roi[roi_entry]
def min_roi_reached(self, trade: Trade, current_profit: float, current_time: datetime) -> bool: 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 :return: True if bot should sell at current rate
""" """
# Check if time matches and current rate is above threshold # Check if time matches and current rate is above threshold
trade_dur = int((current_time.timestamp() - trade.open_date.timestamp()) // 60) trade_dur=int((current_time.timestamp() - trade.open_date.timestamp()) // 60)
_, roi = self.min_roi_reached_entry(trade_dur) _, roi=self.min_roi_reached_entry(trade_dur)
if roi is None: if roi is None:
return False return False
else: else: