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hoeckxer
2021-01-05 14:49:35 +01:00
parent c9ed2137bb
commit e3f3f36298
3 changed files with 10 additions and 11 deletions
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2
freqtrade/resolvers/strategy_resolver.py
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@@ -79,6 +79,8 @@ class StrategyResolver(IResolver):
("sell_profit_only", False, 'ask_strategy'), ("sell_profit_only", False, 'ask_strategy'),
("ignore_roi_if_buy_signal", False, 'ask_strategy'), ("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("disable_dataframe_checks", False, None), ("disable_dataframe_checks", False, None),
("ignore_buying_expired_candle", None, 'ask_strategy'),
("ignore_buying_expired_candle_after", 0, 'ask_strategy')
] ]
for attribute, default, subkey in attributes: for attribute, default, subkey in attributes:
if subkey: if subkey:

10
freqtrade/strategy/interface.py
View File

@@ -15,7 +15,7 @@ from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider from freqtrade.data.dataprovider import DataProvider
from freqtrade.exceptions import OperationalException, StrategyError from freqtrade.exceptions import OperationalException, StrategyError
from freqtrade.exchange import timeframe_to_minutes from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.exchange.exchange import timeframe_to_next_date from freqtrade.exchange.exchange import timeframe_to_next_date
from freqtrade.persistence import PairLocks, Trade from freqtrade.persistence import PairLocks, Trade
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
@@ -481,16 +481,16 @@ class IStrategy(ABC):
(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('trigger: %s (pair=%s) buy=%s sell=%s', logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
latest['date'], pair, str(buy), str(sell)) latest['date'], pair, str(buy), str(sell))
if self.ignore_expired_candle(dataframe=dataframe, buy=buy): timeframe_seconds = timeframe_to_seconds(timeframe)
if self.ignore_expired_candle(latest_date=latest_date, timeframe_seconds=timeframe_seconds, buy=buy):
return False, sell return False, sell
return buy, sell return buy, sell
def ignore_expired_candle(self, dataframe: DataFrame, buy: bool): def ignore_expired_candle(self, latest_date: datetime, timeframe_seconds: int, buy: bool):
if self.ignore_buying_expired_candle and buy: if self.ignore_buying_expired_candle and buy:
current_time = datetime.now(timezone.utc) - timedelta( current_time = datetime.now(timezone.utc) - timedelta(
seconds=self.ignore_buying_expired_candle_after) seconds=self.ignore_buying_expired_candle_after)
candle_time = dataframe['date'].tail(1).iat[0] time_delta = current_time - latest_date + timedelta(seconds=timeframe_seconds)
time_delta = current_time - candle_time
return time_delta.total_seconds() > self.ignore_buying_expired_candle_after return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
else: else:
return False return False

9
tests/strategy/test_interface.py
View File

@@ -112,15 +112,12 @@ def test_ignore_expired_candle(default_conf, ohlcv_history):
strategy.ignore_buying_expired_candle = True strategy.ignore_buying_expired_candle = True
strategy.ignore_buying_expired_candle_after = 60 strategy.ignore_buying_expired_candle_after = 60
ohlcv_history.loc[-1, 'date'] = arrow.utcnow().shift(minutes=-3) ohlcv_history.loc[-1, 'date'] = arrow.utcnow()
# Take a copy to correctly modify the call # Take a copy to correctly modify the call
mocked_history = ohlcv_history.copy() mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0 latest_date = mocked_history['date'].max()
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
mocked_history.loc[1, 'sell'] = 1
assert strategy.ignore_expired_candle(mocked_history, True) is True assert strategy.ignore_expired_candle(latest_date=latest_date, timeframe_seconds=300, buy=True) is True
def test_assert_df_raise(mocker, caplog, ohlcv_history): def test_assert_df_raise(mocker, caplog, ohlcv_history):