Small doc changes

This commit is contained in:
Matthias 2021-04-26 19:27:22 +02:00
parent 31a2285eac
commit dbf33271b5
5 changed files with 22 additions and 16 deletions

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@ -49,10 +49,13 @@ It is possible to define custom sell signals. This is very useful when we need t
An example of how we can set stop-loss and take-profit targets in the dataframe and also sell trades that were open longer than 1 day: An example of how we can set stop-loss and take-profit targets in the dataframe and also sell trades that were open longer than 1 day:
``` python ``` python
from freqtrade.strategy import IStrategy, timeframe_to_prev_date
class AwesomeStrategy(IStrategy): class AwesomeStrategy(IStrategy):
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float, def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
current_profit: float, dataframe: Dataframe, **kwargs) -> bool: current_profit: float, dataframe: DataFrame, **kwargs):
trade_row = dataframe.loc[dataframe['date'] == timeframe_to_prev_date(trade.open_date_utc)].squeeze() trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
# Sell when price falls below value in stoploss column of taken buy signal. # Sell when price falls below value in stoploss column of taken buy signal.
if 'stop_loss' in trade_row: if 'stop_loss' in trade_row:
@ -64,7 +67,7 @@ class AwesomeStrategy(IStrategy):
if trade.open_rate < trade_row['take_profit'] <= current_rate: if trade.open_rate < trade_row['take_profit'] <= current_rate:
return 'take_profit' return 'take_profit'
# Sell any positions at a loss if they are helpd for more than two days. # Sell any positions at a loss if they are held for more than two days.
if current_profit < 0 and (current_time.replace(tzinfo=trade.open_date_utc.tzinfo) - trade.open_date_utc).days >= 1: if current_profit < 0 and (current_time.replace(tzinfo=trade.open_date_utc.tzinfo) - trade.open_date_utc).days >= 1:
return 'unclog' return 'unclog'
``` ```
@ -95,7 +98,7 @@ class AwesomeStrategy(IStrategy):
use_custom_stoploss = True use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, dataframe: Dataframe, current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float: **kwargs) -> float:
""" """
Custom stoploss logic, returning the new distance relative to current_rate (as ratio). Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
@ -113,7 +116,7 @@ class AwesomeStrategy(IStrategy):
:param current_rate: Rate, calculated based on pricing settings in ask_strategy. :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate. :param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the currentrate :return float: New stoploss value, relative to the current rate
""" """
return -0.04 return -0.04
``` ```
@ -228,7 +231,6 @@ Instead of continuously trailing behind the current price, this example sets fix
* Once profit is > 25% - set stoploss to 15% above open price. * Once profit is > 25% - set stoploss to 15% above open price.
* Once profit is > 40% - set stoploss to 25% above open price. * Once profit is > 40% - set stoploss to 25% above open price.
``` python ``` python
from datetime import datetime from datetime import datetime
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
@ -255,6 +257,7 @@ class AwesomeStrategy(IStrategy):
# return maximum stoploss value, keeping current stoploss price unchanged # return maximum stoploss value, keeping current stoploss price unchanged
return 1 return 1
``` ```
#### Custom stoploss using an indicator from dataframe example #### Custom stoploss using an indicator from dataframe example
Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR" Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g. "ATR"
@ -266,7 +269,7 @@ Imagine you want to use `custom_stoploss()` to use a trailing indicator like e.g
see [Common mistakes when developing strategies](strategy-customization.md#common-mistakes-when-developing-strategies) for more info. see [Common mistakes when developing strategies](strategy-customization.md#common-mistakes-when-developing-strategies) for more info.
!!! Note !!! Note
DataFrame is indexed by candle date. During dry/live runs `current_time` and `dataframe` is indexed by candle date. During dry/live runs `current_time` and
`trade.open_date_utc` will not match candle dates precisely and using them as indices will throw `trade.open_date_utc` will not match candle dates precisely and using them as indices will throw
an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to previous an error. Use `date = timeframe_to_prev_date(self.timeframe, date)` to round a date to previous
candle before using it as a `dataframe` index. candle before using it as a `dataframe` index.
@ -286,8 +289,9 @@ class AwesomeStrategy(IStrategy):
current_rate: float, current_profit: float, dataframe: DataFrame, current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float: **kwargs) -> float:
# Default return value
result = 1 result = 1
if self.custom_info and pair in self.custom_info and trade: if trade:
# Using current_time directly would only work in backtesting. Live/dry runs need time to # Using current_time directly would only work in backtesting. Live/dry runs need time to
# be rounded to previous candle to be used as dataframe index. Rounding must also be # be rounded to previous candle to be used as dataframe index. Rounding must also be
# applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing. # applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.

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@ -631,9 +631,10 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
use_custom_stoploss = True use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime, def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
current_rate: float, current_profit: float, **kwargs) -> float: current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
# once the profit has risin above 10%, keep the stoploss at 7% above the open price # once the profit has risen above 10%, keep the stoploss at 7% above the open price
if current_profit > 0.10: if current_profit > 0.10:
return stoploss_from_open(0.07, current_profit) return stoploss_from_open(0.07, current_profit)

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@ -1158,8 +1158,6 @@ class FreqtradeBot(LoggingMixin):
:param trade: Trade instance :param trade: Trade instance
:param limit: limit rate for the sell order :param limit: limit rate for the sell order
:param sell_reason: Reason the sell was triggered :param sell_reason: Reason the sell was triggered
:param custom_reason: A custom sell reason. Provided only if
sell_reason == SellType.CUSTOM_SELL,
:return: True if it succeeds (supported) False (not supported) :return: True if it succeeds (supported) False (not supported)
""" """
sell_type = 'sell' sell_type = 'sell'

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@ -290,6 +290,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param current_time: datetime object, containing the current datetime :param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy. :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate. :param current_profit: Current profit (as ratio), calculated based on current_rate.
:param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the currentrate :return float: New stoploss value, relative to the currentrate
""" """

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@ -14,8 +14,9 @@ def bot_loop_start(self, **kwargs) -> None:
use_custom_stoploss = True use_custom_stoploss = True
def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float, def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime',
current_profit: float, **kwargs) -> float: current_rate: float, current_profit: float, dataframe: DataFrame,
**kwargs) -> float:
""" """
Custom stoploss logic, returning the new distance relative to current_rate (as ratio). Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
e.g. returning -0.05 would create a stoploss 5% below current_rate. e.g. returning -0.05 would create a stoploss 5% below current_rate.
@ -31,6 +32,7 @@ def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', c
:param current_time: datetime object, containing the current datetime :param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy. :param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate. :param current_profit: Current profit (as ratio), calculated based on current_rate.
:param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy. :param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New stoploss value, relative to the currentrate :return float: New stoploss value, relative to the currentrate
""" """