Name changes for strategy
This commit is contained in:
Sam Germain
@@ -242,13 +242,13 @@ class IStrategy(ABC, HyperStrategyMixin):
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When not implemented by a strategy, returns True (always confirming).
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:param pair: Pair that's about to be sold.
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:param pair: Pair for trade that's about to be exited.
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:param trade: trade object.
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:param order_type: Order type (as configured in order_types). usually limit or market.
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:param amount: Amount in quote currency.
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:param rate: Rate that's going to be used when using limit orders
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:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
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:param sell_reason: Sell reason.
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:param sell_reason: Exit reason.
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Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
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'sell_signal', 'force_sell', 'emergency_sell']
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:param current_time: datetime object, containing the current datetime
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@@ -283,15 +283,15 @@ class IStrategy(ABC, HyperStrategyMixin):
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def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
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current_profit: float, **kwargs) -> Optional[Union[str, bool]]:
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"""
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Custom sell signal logic indicating that specified position should be sold. Returning a
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string or True from this method is equal to setting sell signal on a candle at specified
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time. This method is not called when sell signal is set.
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Custom exit signal logic indicating that specified position should be sold. Returning a
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string or True from this method is equal to setting exit signal on a candle at specified
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time. This method is not called when exit signal is set.
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This method should be overridden to create sell signals that depend on trade parameters. For
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example you could implement a sell relative to the candle when the trade was opened,
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This method should be overridden to create exit signals that depend on trade parameters. For
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example you could implement an exit relative to the candle when the trade was opened,
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or a custom 1:2 risk-reward ROI.
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Custom sell reason max length is 64. Exceeding characters will be removed.
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Custom exit reason max length is 64. Exceeding characters will be removed.
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:param pair: Pair that's currently analyzed
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:param trade: trade object.
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@@ -299,7 +299,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return: To execute sell, return a string with custom sell reason or True. Otherwise return
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:return: To execute exit, return a string with custom sell reason or True. Otherwise return
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None or False.
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"""
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return None
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@@ -528,27 +528,34 @@ class IStrategy(ABC, HyperStrategyMixin):
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)
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return False, False, None
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buy = latest[SignalType.BUY.value] == 1
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enter = latest[SignalType.BUY.value] == 1
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sell = False
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exit = False
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if SignalType.SELL.value in latest:
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sell = latest[SignalType.SELL.value] == 1
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exit = latest[SignalType.SELL.value] == 1
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buy_tag = latest.get(SignalTagType.BUY_TAG.value, None)
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logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
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latest['date'], pair, str(buy), str(sell))
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latest['date'], pair, str(enter), str(exit))
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timeframe_seconds = timeframe_to_seconds(timeframe)
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if self.ignore_expired_candle(latest_date=latest_date,
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current_time=datetime.now(timezone.utc),
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timeframe_seconds=timeframe_seconds,
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buy=buy):
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return False, sell, buy_tag
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return buy, sell, buy_tag
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if self.ignore_expired_candle(
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latest_date=latest_date,
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current_time=datetime.now(timezone.utc),
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timeframe_seconds=timeframe_seconds,
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enter=enter
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):
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return False, exit, buy_tag
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return enter, exit, buy_tag
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def ignore_expired_candle(self, latest_date: datetime, current_time: datetime,
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timeframe_seconds: int, buy: bool):
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if self.ignore_buying_expired_candle_after and buy:
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def ignore_expired_candle(
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self,
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latest_date: datetime,
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current_time: datetime,
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timeframe_seconds: int,
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enter: bool
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):
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if self.ignore_buying_expired_candle_after and enter:
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time_delta = current_time - (latest_date + timedelta(seconds=timeframe_seconds))
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return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
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else:
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@@ -559,7 +566,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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force_stoploss: float = 0) -> SellCheckTuple:
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"""
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This function evaluates if one of the conditions required to trigger a sell
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has been reached, which can either be a stop-loss, ROI or sell-signal.
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has been reached, which can either be a stop-loss, ROI or exit-signal.
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:param low: Only used during backtesting to simulate stoploss
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:param high: Only used during backtesting, to simulate ROI
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:param force_stoploss: Externally provided stoploss
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@@ -578,7 +585,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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current_rate = high or rate
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current_profit = trade.calc_profit_ratio(current_rate)
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# if buy signal and ignore_roi is set, we don't need to evaluate min_roi.
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# if enter signal and ignore_roi is set, we don't need to evaluate min_roi.
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roi_reached = (not (buy and self.ignore_roi_if_buy_signal)
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and self.min_roi_reached(trade=trade, current_profit=current_profit,
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current_time=date))
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@@ -609,12 +616,12 @@ class IStrategy(ABC, HyperStrategyMixin):
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custom_reason = custom_reason[:CUSTOM_SELL_MAX_LENGTH]
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else:
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custom_reason = None
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# TODO: return here if sell-signal should be favored over ROI
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# TODO: return here if exit-signal should be favored over ROI
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# Start evaluations
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# Sequence:
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# ROI (if not stoploss)
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# Sell-signal
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# Exit-signal
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# Stoploss
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if roi_reached and stoplossflag.sell_type != SellType.STOP_LOSS:
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logger.debug(f"{trade.pair} - Required profit reached. sell_type=SellType.ROI")
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@@ -632,7 +639,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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return stoplossflag
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# This one is noisy, commented out...
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# logger.debug(f"{trade.pair} - No sell signal.")
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# logger.debug(f"{trade.pair} - No exit signal.")
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return SellCheckTuple(sell_type=SellType.NONE)
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def stop_loss_reached(self, current_rate: float, trade: Trade,
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@@ -769,7 +776,8 @@ class IStrategy(ABC, HyperStrategyMixin):
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currently traded pair
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:return: DataFrame with buy column
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"""
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logger.debug(f"Populating buy signals for pair {metadata.get('pair')}.")
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logger.debug(f"Populating enter signals for pair {metadata.get('pair')}.")
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if self._buy_fun_len == 2:
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warnings.warn("deprecated - check out the Sample strategy to see "
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@@ -787,7 +795,8 @@ class IStrategy(ABC, HyperStrategyMixin):
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currently traded pair
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:return: DataFrame with sell column
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"""
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logger.debug(f"Populating sell signals for pair {metadata.get('pair')}.")
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logger.debug(f"Populating exit signals for pair {metadata.get('pair')}.")
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if self._sell_fun_len == 2:
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warnings.warn("deprecated - check out the Sample strategy to see "
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"the current function headers!", DeprecationWarning)
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@@ -58,7 +58,10 @@ def merge_informative_pair(dataframe: pd.DataFrame, informative: pd.DataFrame,
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return dataframe
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def stoploss_from_open(open_relative_stop: float, current_profit: float) -> float:
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def stoploss_from_open(
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open_relative_stop: float,
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current_profit: float
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) -> float:
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"""
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Given the current profit, and a desired stop loss value relative to the open price,
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@@ -72,7 +75,7 @@ def stoploss_from_open(open_relative_stop: float, current_profit: float) -> floa
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:param open_relative_stop: Desired stop loss percentage relative to open price
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:param current_profit: The current profit percentage
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:return: Positive stop loss value relative to current price
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:return: Stop loss value relative to current price
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"""
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# formula is undefined for current_profit -1, return maximum value
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