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Pass current_time to confirm_trade_entry/confirm_trade_exit.

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This commit is contained in:
Rokas Kupstys
2021-05-02 12:20:25 +03:00
parent d34da3f981
commit dc6e702fec
3 changed files with 12 additions and 7 deletions
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6
freqtrade/freqtradebot.py
View File

@@ -552,7 +552,7 @@ class FreqtradeBot(LoggingMixin):
if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)( if not strategy_safe_wrapper(self.strategy.confirm_trade_entry, default_retval=True)(
pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested, pair=pair, order_type=order_type, amount=amount, rate=buy_limit_requested,
time_in_force=time_in_force): time_in_force=time_in_force, current_time=datetime.utcnow()):
logger.info(f"User requested abortion of buying {pair}") logger.info(f"User requested abortion of buying {pair}")
return False return False
amount = self.exchange.amount_to_precision(pair, amount) amount = self.exchange.amount_to_precision(pair, amount)
@@ -1190,8 +1190,8 @@ class FreqtradeBot(LoggingMixin):
if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)( if not strategy_safe_wrapper(self.strategy.confirm_trade_exit, default_retval=True)(
pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit, pair=trade.pair, trade=trade, order_type=order_type, amount=amount, rate=limit,
time_in_force=time_in_force, time_in_force=time_in_force, sell_reason=sell_reason.sell_reason,
sell_reason=sell_reason.sell_reason): current_time=datetime.utcnow()):
logger.info(f"User requested abortion of selling {trade.pair}") logger.info(f"User requested abortion of selling {trade.pair}")
return False return False

7
freqtrade/strategy/interface.py
View File

@@ -229,7 +229,7 @@ class IStrategy(ABC, HyperStrategyMixin):
pass pass
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float, def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, **kwargs) -> bool: time_in_force: str, current_time: datetime, **kwargs) -> bool:
""" """
Called right before placing a buy order. Called right before placing a buy order.
Timing for this function is critical, so avoid doing heavy computations or Timing for this function is critical, so avoid doing heavy computations or
@@ -244,6 +244,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param amount: Amount in target (quote) currency that's going to be traded. :param amount: Amount in target (quote) currency that's going to be traded.
:param rate: Rate that's going to be used when using limit orders :param rate: Rate that's going to be used when using limit orders
:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled). :param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
:param current_time: datetime object, containing the current datetime
: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 bool: When True is returned, then the buy-order is placed on the exchange. :return bool: When True is returned, then the buy-order is placed on the exchange.
False aborts the process False aborts the process
@@ -251,7 +252,8 @@ class IStrategy(ABC, HyperStrategyMixin):
return True return True
def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float, def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
rate: float, time_in_force: str, sell_reason: str, **kwargs) -> bool: rate: float, time_in_force: str, sell_reason: str,
current_time: datetime, **kwargs) -> bool:
""" """
Called right before placing a regular sell order. Called right before placing a regular sell order.
Timing for this function is critical, so avoid doing heavy computations or Timing for this function is critical, so avoid doing heavy computations or
@@ -270,6 +272,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param sell_reason: Sell reason. :param sell_reason: Sell reason.
Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss', Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
'sell_signal', 'force_sell', 'emergency_sell'] 'sell_signal', 'force_sell', 'emergency_sell']
:param current_time: datetime object, containing the current datetime
: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 bool: When True is returned, then the sell-order is placed on the exchange. :return bool: When True is returned, then the sell-order is placed on the exchange.
False aborts the process False aborts the process

6
tests/strategy/test_default_strategy.py
View File

@@ -36,9 +36,11 @@ def test_default_strategy(result, fee):
) )
assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1, assert strategy.confirm_trade_entry(pair='ETH/BTC', order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc') is True rate=20000, time_in_force='gtc',
current_time=datetime.utcnow()) is True
assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1, assert strategy.confirm_trade_exit(pair='ETH/BTC', trade=trade, order_type='limit', amount=0.1,
rate=20000, time_in_force='gtc', sell_reason='roi') is True rate=20000, time_in_force='gtc', sell_reason='roi',
current_time=datetime.utcnow()) is True
assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(), assert strategy.custom_stoploss(pair='ETH/BTC', trade=trade, current_time=datetime.now(),
current_rate=20_000, current_profit=0.05) == strategy.stoploss current_rate=20_000, current_profit=0.05) == strategy.stoploss