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added experimental "sell_fullfilled_at_roi"

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This commit is contained in:
Nullart 2018-06-17 06:42:02 +08:00
parent d682424c04
commit e5ad5a6aaa
3 changed files with 34 additions and 15 deletions
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16
freqtrade/analyze.py
View File

@ -10,7 +10,7 @@ import arrow
from pandas import DataFrame, to_datetime
from freqtrade import constants
from freqtrade.exchange import get_ticker_history
from freqtrade.exchange import get_fee, get_ticker_history
from freqtrade.persistence import Trade
from freqtrade.strategy.resolver import StrategyResolver, IStrategy
@ -196,7 +196,6 @@ class Analyze(object):
:return True if bot should sell at current rate
"""
current_profit = trade.calc_profit_percent(current_rate)
if trade.stop_loss is None:
# initially adjust the stop loss to the base value
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss)
@ -247,3 +246,16 @@ class Analyze(object):
"""
return {pair: self.populate_indicators(self.parse_ticker_dataframe(pair_data))
for pair, pair_data in tickerdata.items()}
def trunc_num(self,f, n):
import math
return math.floor(f * 10 ** n) / 10 ** n
def get_roi_rate(self, trade: Trade) -> float:
current_time = datetime.utcnow()
time_diff = (current_time.timestamp() - trade.open_date.timestamp()) / 60
for duration, threshold in self.strategy.minimal_roi.items():
if time_diff > duration:
roi_rate = (trade.open_rate * (1 + threshold)) * (1+(2.1*get_fee(trade.pair)))
return self.trunc_num(roi_rate,8)

4
freqtrade/constants.py
View File

@ -58,8 +58,8 @@ CONF_SCHEMA = {
'unfilledtimeout': {
'type': 'object',
'properties': {
'buy': {'type': 'number', 'minimum': 3},
'sell': {'type': 'number', 'minimum': 10}
'buy': {'type': 'number', 'minimum': 1},
'sell': {'type': 'number', 'minimum': 1}
},
'required': ['buy','sell']
},

25
freqtrade/freqtradebot.py
View File

@ -245,8 +245,9 @@ class FreqtradeBot(object):
:return: float: Price
"""
# Why is this Ask not BID?
ticker = exchange.get_ticker(pair)
logger.info('ticker data %s',ticker)
if ticker['ask'] < ticker['last']:
ticker_rate = ticker['ask']
else:
@ -257,14 +258,15 @@ class FreqtradeBot(object):
logger.info('Getting price from Order Book')
orderBook = exchange.get_order_book(pair,self.config['bid_strategy']['book_order_top'])
orderBook_rate = orderBook['bids'][self.config['bid_strategy']['book_order_top']][0]
orderBook_rate = orderBook_rate+0.00000001
# if ticker has lower rate, then use ticker ( usefull if down trending )
logger.info('...book order bid rate %0.8f',orderBook_rate+0.00000001)
logger.info('...book order bid rate %0.8f',orderBook_rate)
if ticker_rate < orderBook_rate:
logger.info('...using ticker rate instead %0.8f',ticker_rate )
return ticker_rate
return orderBook_rate+0.00000001
return orderBook_rate
else:
logger.info('Using Ask / Last Price')
logger.info('Using Last Ask / Last Price')
return ticker_rate
def create_trade(self) -> bool:
@ -449,7 +451,12 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
if self.config.get('experimental', {}).get('use_sell_signal'):
(buy, sell) = self.analyze.get_signal(trade.pair, self.analyze.get_ticker_interval())
if self.config['ask_strategy']['use_book_order']:
is_set_fullfilled_at_roi = self.config.get('experimental', {}).get('sell_fullfilled_at_roi')
if is_set_fullfilled_at_roi:
sell_rate = self.analyze.get_roi_rate(trade)
logger.info('trying to selling at roi rate %0.8f',sell_rate)
if self.config['ask_strategy']['use_book_order'] and not is_set_fullfilled_at_roi:
logger.info('Using order book for selling...')
# logger.debug('Order book %s',orderBook)
@ -461,15 +468,16 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
for i in range(orderBook_min, orderBook_max+1):
orderBook_rate = orderBook['asks'][i-1][0]
# if orderbook has higher rate (high profit),
# use orderbook, otherwise just use sell rate
logger.info(' order book sell rate top %s: %0.8f',i,orderBook_rate)
# use orderbook, otherwise just use bids rate
logger.info(' order book asks top %s: %0.8f',i,orderBook_rate)
if (sell_rate < orderBook_rate):
sell_rate = orderBook_rate-0.00000001
sell_rate = orderBook_rate
if self.check_sell(trade, sell_rate, buy, sell):
return True
break
else:
logger.info('checking sell')
if self.check_sell(trade, sell_rate, buy, sell):
return True
@ -510,7 +518,6 @@ with limit `{buy_limit:.8f} ({stake_amount:.6f} \
continue
ordertime = arrow.get(order['datetime']).datetime
print(order)
# Check if trade is still actually open
if (int(order['filled']) == 0) and (order['status'] == 'open'):
if order['side'] == 'buy' and ordertime < buy_timeoutthreashold: