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Merge branch 'develop' into test_coverage

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kryofly
2018-01-20 21:24:28 +01:00
parent cf266a67ad d2371b5bac
commit e94e6292e9
20 changed files with 448 additions and 159 deletions
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27
freqtrade/analyze.py
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@@ -281,38 +281,31 @@ def analyze_ticker(ticker_history: List[Dict]) -> DataFrame:
return dataframe
# FIX: 20180109, there could be some confusion because we will make a
# boolean result (execute the action or not depending on the signal).
# But the above checks can also return False, and we hide that.
# 20180119 Update to above fix, after an code update we now return
# a tuple (buy, sell). We could take advantage of this
# To distinguish an error from an non-signal situation (False, False)
# by just returning False.
# In short, if we return False it is error, If a tuple we
# get the signal situation.
def get_signal(pair: str) -> (bool, bool):
# FIX: Maybe return False, if an error has occured,
# Otherwise we might mask an error as an non-signal-scenario
def get_signal(pair: str, interval: int) -> (bool, bool):
"""
Calculates current signal based several technical analysis indicators
:param pair: pair in format BTC_ANT or BTC-ANT
:return: (True, False) if pair is good for buying and not for selling
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
ticker_hist = get_ticker_history(pair)
ticker_hist = get_ticker_history(pair, interval)
if not ticker_hist:
logger.warning('Empty ticker history for pair %s', pair)
return (False, False)
return (False, False) # return False ?
try:
dataframe = analyze_ticker(ticker_hist)
except ValueError as ex:
logger.warning('Unable to analyze ticker for pair %s: %s', pair, str(ex))
return (False, False)
return (False, False) # return False ?
except Exception as ex:
logger.exception('Unexpected error when analyzing ticker for pair %s: %s', pair, str(ex))
return (False, False)
return (False, False) # return False ?
if dataframe.empty:
logger.warning('Empty dataframe for pair %s', pair)
return (False, False)
return (False, False) # return False ?
latest = dataframe.iloc[-1]
@@ -320,7 +313,7 @@ def get_signal(pair: str) -> (bool, bool):
signal_date = arrow.get(latest['date'])
if signal_date < arrow.now() - timedelta(minutes=10):
logger.warning('Too old dataframe for pair %s', pair)
return (False, False)
return (False, False) # return False ?
(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))