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[SQUASH] Address PR comments.

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This commit is contained in:
Rokas Kupstys
2021-09-05 09:54:05 +03:00
parent 1fdb656334
commit f2a1d9d2fc
3 changed files with 72 additions and 34 deletions
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32
freqtrade/strategy/strategy_helper.py
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@@ -8,6 +8,9 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes
PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame]
class InformativeData(NamedTuple):
asset: Optional[str]
timeframe: str
@@ -118,8 +121,7 @@ def stoploss_from_absolute(stop_rate: float, current_rate: float) -> float:
def informative(timeframe: str, asset: str = '',
fmt: Optional[Union[str, Callable[[KwArg(str)], str]]] = None,
ffill: bool = True) -> Callable[[Callable[[Any, DataFrame, dict], DataFrame]],
Callable[[Any, DataFrame, dict], DataFrame]]:
ffill: bool = True) -> Callable[[PopulateIndicators], PopulateIndicators]:
"""
A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to
define informative indicators.
@@ -131,24 +133,32 @@ def informative(timeframe: str, asset: str = '',
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
return dataframe
:param timeframe: Informative timeframe. Must always be higher than strategy timeframe.
: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 {asset}_{name}_{timeframe} if asset is specified, or {name}_{timeframe}
otherwise.
* {asset}: name of informative asset, provided in lower-case, with / replaced with _. Stake
currency is not included in this string.
* {name}: user-specified dataframe column name.
* {timeframe}: informative timeframe.
:param ffill: ffill dataframe after mering informative pair.
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.
"""
_asset = asset
_timeframe = timeframe
_fmt = fmt
_ffill = ffill
def decorator(fn: Callable[[Any, DataFrame, dict], DataFrame]):
def decorator(fn: PopulateIndicators):
informative_pairs = getattr(fn, '_ft_informative', [])
informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill))
setattr(fn, '_ft_informative', informative_pairs)