adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

exchange “None” condition removed as Edge is after Exchange anyway

Browse Source
This commit is contained in:
misagh 2018-10-01 17:29:33 +02:00
parent 114fd7feef
commit f72fb0ad04
1 changed files with 4 additions and 18 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
freqtrade/edge/__init__.py
View File

@ -32,6 +32,7 @@ class Edge():
def __init__(self, config: Dict[str, Any], exchange=None) -> None:
self.config = config
self.exchange = exchange
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.ticker_interval = self.strategy.ticker_interval
self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
@ -45,23 +46,11 @@ class Edge():
self._total_capital = self.edge_config.get('total_capital_in_stake_currency')
self._allowed_risk = self.edge_config.get('allowed_risk')
###
#
###
if exchange is None:
self.config['exchange']['secret'] = ''
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['dry_run'] = True
self.exchange = Exchange(self.config)
else:
self.exchange = exchange
self.fee = self.exchange.get_fee()
def calculate(self) -> bool:
pairs = self.config['exchange']['pair_whitelist']
heartbeat = self.config['edge']['process_throttle_secs']
heartbeat = self.edge_config.get('process_throttle_secs')
if (self._last_updated is not None) and (
self._last_updated + heartbeat > arrow.utcnow().timestamp):
@ -318,7 +307,6 @@ class Edge():
result: list = []
open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal)
# open_trade_index = np.argmax(buy_column == 1)
# return empty if we don't find trade entry (i.e. buy==1) or
# we find a buy but at the of array
@ -337,8 +325,6 @@ class Edge():
if stop_index == -1:
stop_index = float('inf')
# stop_index = np.argmax((ohlc_columns[open_trade_index + 1:, 2] < stop_price) == True)
# Searching for the index where sell is hit
sell_index = utf1st.find_1st(sell_column[open_trade_index + 1:], 1, utf1st.cmp_equal)
@ -346,8 +332,6 @@ class Edge():
if sell_index == -1:
sell_index = float('inf')
# sell_index = np.argmax(sell_column[open_trade_index + 1:] == 1)
# Check if we don't find any stop or sell point (in that case trade remains open)
# It is not interesting for Edge to consider it so we simply ignore the trade
# And stop iterating as the party is over
@ -379,6 +363,8 @@ class Edge():
result.append(trade)
# Calling again the same function recursively but giving
# it a view of exit_index till the end of array
return result + self._detect_stop_and_sell_points(
buy_column[exit_index:],
sell_column[exit_index:],