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Merge branch 'lev-strat' into lev-freqtradebot

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This commit is contained in:
Sam Germain
2021-09-08 00:00:53 -06:00
parent dc83e04f9b b752516f65
commit e13b0414d8
22 changed files with 1129 additions and 208 deletions
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48
freqtrade/freqtradebot.py
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@@ -420,24 +420,25 @@ class FreqtradeBot(LoggingMixin):
return False
# running get_signal on historical data fetched
(buy, sell, buy_tag) = self.strategy.get_signal(
pair,
self.strategy.timeframe,
analyzed_df
)
(side, enter_tag) = self.strategy.get_entry_signal(
pair, self.strategy.timeframe, analyzed_df
)
if buy and not sell:
if side:
stake_amount = self.wallets.get_trade_stake_amount(pair, self.edge)
bid_check_dom = self.config.get('bid_strategy', {}).get('check_depth_of_market', {})
if ((bid_check_dom.get('enabled', False)) and
(bid_check_dom.get('bids_to_ask_delta', 0) > 0)):
# TODO-lev: Does the below need to be adjusted for shorts?
if self._check_depth_of_market_buy(pair, bid_check_dom):
return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
# TODO-lev: pass in "enter" as side.
return self.execute_entry(pair, stake_amount, enter_tag=enter_tag)
else:
return False
return self.execute_entry(pair, stake_amount, buy_tag=buy_tag)
return self.execute_entry(pair, stake_amount, enter_tag=enter_tag)
else:
return False
@@ -466,7 +467,7 @@ class FreqtradeBot(LoggingMixin):
return False
def execute_entry(self, pair: str, stake_amount: float, price: Optional[float] = None,
forcebuy: bool = False, buy_tag: Optional[str] = None) -> bool:
forcebuy: bool = False, enter_tag: Optional[str] = None) -> bool:
"""
Executes a limit buy for the given pair
:param pair: pair for which we want to create a LIMIT_BUY
@@ -575,7 +576,8 @@ class FreqtradeBot(LoggingMixin):
exchange=self.exchange.id,
open_order_id=order_id,
strategy=self.strategy.get_strategy_name(),
buy_tag=buy_tag,
# TODO-lev: compatibility layer for buy_tag (!)
buy_tag=enter_tag,
timeframe=timeframe_to_minutes(self.config['timeframe'])
)
trade.orders.append(order_obj)
@@ -699,22 +701,22 @@ class FreqtradeBot(LoggingMixin):
logger.debug('Handling %s ...', trade)
(buy, sell) = (False, False)
(enter, exit_) = (False, False)
if (self.config.get('use_sell_signal', True) or
self.config.get('ignore_roi_if_buy_signal', False)):
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
(buy, sell, _) = self.strategy.get_signal(
(enter, exit_) = self.strategy.get_exit_signal(
trade.pair,
self.strategy.timeframe,
analyzed_df
analyzed_df, is_short=trade.is_short
)
logger.debug('checking sell')
# TODO-lev: side should depend on trade side.
sell_rate = self.exchange.get_rate(trade.pair, refresh=True, side="sell")
if self._check_and_execute_sell(trade, sell_rate, buy, sell):
if self._check_and_execute_exit(trade, sell_rate, enter, exit_):
return True
logger.debug('Found no sell signal for %s.', trade)
@@ -855,19 +857,19 @@ class FreqtradeBot(LoggingMixin):
logger.warning(f"Could not create trailing stoploss order "
f"for pair {trade.pair}.")
def _check_and_execute_sell(self, trade: Trade, sell_rate: float,
buy: bool, sell: bool) -> bool:
def _check_and_execute_exit(self, trade: Trade, sell_rate: float,
enter: bool, exit_: bool) -> bool:
"""
Check and execute sell
Check and execute trade exit
"""
should_sell = self.strategy.should_sell(
trade, sell_rate, datetime.now(timezone.utc), buy, sell,
should_exit: SellCheckTuple = self.strategy.should_exit(
trade, sell_rate, datetime.now(timezone.utc), enter=enter, exit_=exit_,
force_stoploss=self.edge.stoploss(trade.pair) if self.edge else 0
)
if should_sell.sell_flag:
logger.info(f'Executing Sell for {trade.pair}. Reason: {should_sell.sell_type}')
self.execute_trade_exit(trade, sell_rate, should_sell)
if should_exit.sell_flag:
logger.info(f'Exit for {trade.pair} detected. Reason: {should_exit.sell_type}')
self.execute_trade_exit(trade, sell_rate, should_exit)
return True
return False