Merge branch 'develop' into feat/short

This commit is contained in:
Matthias
2021-11-06 15:24:52 +01:00
57 changed files with 1202 additions and 197 deletions

View File

@@ -530,6 +530,7 @@ class IStrategy(ABC, HyperStrategyMixin):
dataframe[SignalType.ENTER_SHORT.value] = 0
dataframe[SignalType.EXIT_SHORT.value] = 0
dataframe[SignalTagType.ENTER_TAG.value] = None
dataframe[SignalTagType.EXIT_TAG.value] = None
# Other Defs in strategy that want to be called every loop here
# twitter_sell = self.watch_twitter_feed(dataframe, metadata)
@@ -643,7 +644,7 @@ class IStrategy(ABC, HyperStrategyMixin):
timeframe: str,
dataframe: DataFrame,
is_short: bool = None
) -> Tuple[bool, bool]:
) -> Tuple[bool, bool, Optional[str]]:
"""
Calculates current exit signal based based on the buy/short or sell/exit_short
columns of the dataframe.
@@ -657,19 +658,21 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
latest, latest_date = self.get_latest_candle(pair, timeframe, dataframe)
if latest is None:
return False, False
return False, False, None
if is_short:
enter = latest.get(SignalType.ENTER_SHORT.value, 0) == 1
exit_ = latest.get(SignalType.EXIT_SHORT.value, 0) == 1
else:
enter = latest[SignalType.ENTER_LONG.value] == 1
exit_ = latest.get(SignalType.EXIT_LONG.value, 0) == 1
exit_tag = latest.get(SignalTagType.EXIT_TAG.value, None)
logger.debug(f"exit-trigger: {latest['date']} (pair={pair}) "
f"enter={enter} exit={exit_}")
return enter, exit_
return enter, exit_, exit_tag
def get_entry_signal(
self,