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Pass analyzed dataframe to get_signal

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Matthias
2020-06-18 08:01:09 +02:00
parent 48225e0d80
commit f1993fb2f4
4 changed files with 16 additions and 45 deletions
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8
freqtrade/freqtradebot.py
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@@ -424,7 +424,8 @@ class FreqtradeBot:
return False
# running get_signal on historical data fetched
(buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe)
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(pair, self.strategy.timeframe)
(buy, sell) = self.strategy.get_signal(pair, self.strategy.timeframe, analyzed_df)
if buy and not sell:
stake_amount = self.get_trade_stake_amount(pair)
@@ -705,7 +706,10 @@ class FreqtradeBot:
if (config_ask_strategy.get('use_sell_signal', True) or
config_ask_strategy.get('ignore_roi_if_buy_signal', False)):
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe)
analyzed_df, _ = self.dataprovider.get_analyzed_dataframe(trade.pair,
self.strategy.timeframe)
(buy, sell) = self.strategy.get_signal(trade.pair, self.strategy.timeframe, analyzed_df)
if config_ask_strategy.get('use_order_book', False):
order_book_min = config_ask_strategy.get('order_book_min', 1)

8
freqtrade/strategy/interface.py
View File

@@ -406,19 +406,15 @@ class IStrategy(ABC):
else:
raise StrategyError(f"Dataframe returned from strategy has mismatching {message}.")
def get_signal(self, pair: str, timeframe: str) -> Tuple[bool, bool]:
def get_signal(self, pair: str, timeframe: str, dataframe: DataFrame) -> Tuple[bool, bool]:
"""
Calculates current signal based based on the buy / sell columns of the dataframe.
Used by Bot to get the signal to buy or sell
:param pair: pair in format ANT/BTC
:param timeframe: timeframe to use
:param dataframe: Analyzed dataframe to get signal from.
:return: (Buy, Sell) A bool-tuple indicating buy/sell signal
"""
if not self.dp:
raise OperationalException("DataProvider not found.")
dataframe, _ = self.dp.get_analyzed_dataframe(pair, timeframe)
if not isinstance(dataframe, DataFrame) or dataframe.empty:
logger.warning(f'Empty candle (OHLCV) data for pair {pair}')
return False, False