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This commit is contained in:
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'),
("ignore_roi_if_buy_signal", False, 'ask_strategy'),
("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:
if subkey:

10
freqtrade/strategy/interface.py
View File

@@ -15,7 +15,7 @@ from pandas import DataFrame
from freqtrade.constants import ListPairsWithTimeframes
from freqtrade.data.dataprovider import DataProvider
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.persistence import PairLocks, Trade
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
logger.debug('trigger: %s (pair=%s) buy=%s sell=%s',
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 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:
current_time = datetime.now(timezone.utc) - timedelta(
seconds=self.ignore_buying_expired_candle_after)
candle_time = dataframe['date'].tail(1).iat[0]
time_delta = current_time - candle_time
time_delta = current_time - latest_date + timedelta(seconds=timeframe_seconds)
return time_delta.total_seconds() > self.ignore_buying_expired_candle_after
else:
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_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
mocked_history = ohlcv_history.copy()
mocked_history['sell'] = 0
mocked_history['buy'] = 0
mocked_history.loc[1, 'buy'] = 1
mocked_history.loc[1, 'sell'] = 1
latest_date = mocked_history['date'].max()
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):