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Rokas Kupstys
2021-09-05 09:54:05 +03:00
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docs/strategy-customization.md
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@@ -681,9 +681,47 @@ In some situations it may be confusing to deal with stops relative to current ra
### *@informative()*
``` python
def informative(timeframe: str, asset: str = '',
fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
"""
A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
define informative indicators.
Example usage:
@informative('1h')
def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
return dataframe
:param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe.
:param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use
current pair.
:param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not
specified, defaults to:
* {base}_{column}_{timeframe} if asset is specified and quote currency does match stake
curerncy.
* {base}_{quote}_{column}_{timeframe} if asset is specified and quote currency does not match
stake curerncy.
* {column}_{timeframe} if asset is not specified.
Format string supports these format variables:
* {asset} - full name of the asset, for example 'BTC/USDT'.
* {base} - base currency in lower case, for example 'eth'.
* {BASE} - same as {base}, except in upper case.
* {quote} - quote currency in lower case, for example 'usdt'.
* {QUOTE} - same as {quote}, except in upper case.
* {column} - name of dataframe column.
* {timeframe} - timeframe of informative dataframe.
:param ffill: ffill dataframe after merging informative pair.
"""
```
In most common case it is possible to easily define informative pairs by using a decorator. All decorated `populate_indicators_*` methods run in isolation,
not having access to data from other informative pairs, in the end all informative dataframes are merged and passed to main `populate_indicators()` method.
When hyperopting, please follow instructions of [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter).
When hyperopting, use of hyperoptable parameter `.value` attribute is not supported. Please use `.range` attribute. See [optimizing an indicator parameter](hyperopt.md#optimizing-an-indicator-parameter)
for more information.
??? Example "Fast and easy way to define informative pairs"
@@ -725,17 +763,9 @@ When hyperopting, please follow instructions of [optimizing an indicator paramet
return dataframe
# Define BTC/STAKE informative pair. A custom formatter may be specified for formatting
# column names. Format string supports these format variables:
# * {asset} - full name of the asset, for example 'BTC/USDT'.
# * {base} - base currency in lower case, for example 'eth'.
# * {BASE} - same as {base}, except in upper case.
# * {quote} - quote currency in lower case, for example 'usdt'.
# * {QUOTE} - same as {quote}, except in upper case.
# * {column} - name of dataframe column.
# * {timeframe} - timeframe of informative dataframe.
# A callable `fmt(**kwargs) -> str` may be specified, to implement custom formatting.
# Available in populate_indicators and other methods as 'rsi_upper'.
@informative('1h', 'BTC/{stake}', '{name}')
# column names. A callable `fmt(**kwargs) -> str` may be specified, to implement custom
# formatting. Available in populate_indicators and other methods as 'rsi_upper'.
@informative('1h', 'BTC/{stake}', '{column}')
def populate_indicators_btc_1h_2(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
dataframe['rsi_upper'] = ta.RSI(dataframe, timeperiod=14)
return dataframe
@@ -749,8 +779,6 @@ When hyperopting, please follow instructions of [optimizing an indicator paramet
```
See docstring of `@informative()` decorator for more information.
!!! Note
Do not use `@informative` decorator if you need to use data of one informative pair when generating another informative pair. Instead, define informative pairs
manually as described [in the DataProvider section](#complete-data-provider-sample).