Merge branch 'develop' into feat/short

This commit is contained in:
Matthias
2022-01-22 17:25:21 +01:00
77 changed files with 1886 additions and 252 deletions

View File

@@ -106,6 +106,9 @@ class IStrategy(ABC, HyperStrategyMixin):
sell_profit_offset: float
ignore_roi_if_buy_signal: bool
# Position adjustment is disabled by default
position_adjustment_enable: bool = False
# Number of seconds after which the candle will no longer result in a buy on expired candles
ignore_buying_expired_candle_after: int = 0
@@ -383,6 +386,28 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return proposed_stake
def adjust_trade_position(self, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, min_stake: float,
max_stake: float, **kwargs) -> Optional[float]:
"""
Custom trade adjustment logic, returning the stake amount that a trade should be increased.
This means extra buy orders with additional fees.
For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
When not implemented by a strategy, returns None
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Current buy rate.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: Stake amount to adjust your trade
"""
return None
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, side: str,
**kwargs) -> float:
@@ -687,6 +712,8 @@ class IStrategy(ABC, HyperStrategyMixin):
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)
# Tags can be None, which does not resolve to False.
exit_tag = exit_tag if isinstance(exit_tag, str) else None
logger.debug(f"exit-trigger: {latest['date']} (pair={pair}) "
f"enter={enter} exit={exit_}")
@@ -726,6 +753,8 @@ class IStrategy(ABC, HyperStrategyMixin):
enter_signal = SignalDirection.SHORT
enter_tag_value = latest.get(SignalTagType.ENTER_TAG.value, None)
enter_tag_value = enter_tag_value if isinstance(enter_tag_value, str) else None
timeframe_seconds = timeframe_to_seconds(timeframe)
if self.ignore_expired_candle(