472 lines
16 KiB
Markdown
472 lines
16 KiB
Markdown
# Strategy Migration between V2 and V3
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To support new markets and trade-types (namely short trades / trades with leverage), some things had to change in the interface.
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If you intend on using markets other than spot markets, please migrate your strategy to the new format.
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We have put a great effort into keeping compatibility with existing strategies, so if you just want to continue using freqtrade in __spot markets__, there should be no changes necessary for now.
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You can use the quick summary as checklist. Please refer to the detailed sections below for full migration details.
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## Quick summary / migration checklist
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Note : `forcesell`, `forcebuy`, `emergencysell` are changed to `force_exit`, `force_enter`, `emergency_exit` respectively.
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* Strategy methods:
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* [`populate_buy_trend()` -> `populate_entry_trend()`](#populate_buy_trend)
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* [`populate_sell_trend()` -> `populate_exit_trend()`](#populate_sell_trend)
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* [`custom_sell()` -> `custom_exit()`](#custom_sell)
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* [`check_buy_timeout()` -> `check_entry_timeout()`](#custom_entry_timeout)
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* [`check_sell_timeout()` -> `check_exit_timeout()`](#custom_entry_timeout)
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* New `side` argument to callbacks without trade object
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* [`custom_stake_amount`](#custom-stake-amount)
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* [`confirm_trade_entry`](#confirm_trade_entry)
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* [`custom_entry_price`](#custom_entry_price)
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* [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit)
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* Dataframe columns:
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* [`buy` -> `enter_long`](#populate_buy_trend)
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* [`sell` -> `exit_long`](#populate_sell_trend)
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* [`buy_tag` -> `enter_tag` (used for both long and short trades)](#populate_buy_trend)
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* [New column `enter_short` and corresponding new column `exit_short`](#populate_sell_trend)
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* trade-object now has the following new properties:
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* `is_short`
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* `entry_side`
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* `exit_side`
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* `trade_direction`
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* renamed: `sell_reason` -> `exit_reason`
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* [Renamed `trade.nr_of_successful_buys` to `trade.nr_of_successful_entries` (mostly relevant for `adjust_trade_position()`)](#adjust-trade-position-changes)
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* Introduced new [`leverage` callback](strategy-callbacks.md#leverage-callback).
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* Informative pairs can now pass a 3rd element in the Tuple, defining the candle type.
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* `@informative` decorator now takes an optional `candle_type` argument.
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* [helper methods](#helper-methods) `stoploss_from_open` and `stoploss_from_absolute` now take `is_short` as additional argument.
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* `INTERFACE_VERSION` should be set to 3.
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* [Strategy/Configuration settings](#strategyconfiguration-settings).
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* `order_time_in_force` buy -> entry, sell -> exit.
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* `order_types` buy -> entry, sell -> exit.
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* `unfilledtimeout` buy -> entry, sell -> exit.
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* Terminology changes
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* Sell reasons changed to reflect the new naming of "exit" instead of sells. Be careful in your strategy if you're using `exit_reason` checks and eventually update your strategy.
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* `sell_signal` -> `exit_signal`
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* `custom_sell` -> `custom_exit`
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* `force_sell` -> `force_exit`
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* `emergency_sell` -> `emergency_exit`
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* Webhook terminology changed from "sell" to "exit", and from "buy" to entry
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* `webhookbuy` -> `webhookentry`
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* `webhookbuyfill` -> `webhookentryfill`
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* `webhookbuycancel` -> `webhookentrycancel`
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* `webhooksell` -> `webhookexit`
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* `webhooksellfill` -> `webhookexitfill`
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* `webhooksellcancel` -> `webhookexitcancel`
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* Telegram notification settings
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* `buy` -> `entry`
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* `buy_fill` -> `entry_fill`
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* `buy_cancel` -> `entry_cancel`
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* `sell` -> `exit`
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* `sell_fill` -> `exit_fill`
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* `sell_cancel` -> `exit_cancel`
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* Strategy/config settings:
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* `use_sell_signal` -> `use_exit_signal`
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* `sell_profit_only` -> `exit_profit_only`
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* `sell_profit_offset` -> `exit_profit_offset`
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* `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal`
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* `forcebuy_enable` -> `force_entry_enable`
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## Extensive explanation
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### `populate_buy_trend`
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In `populate_buy_trend()` - you will want to change the columns you assign from `'buy`' to `'enter_long'`, as well as the method name from `populate_buy_trend` to `populate_entry_trend`.
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```python hl_lines="1 9"
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def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
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(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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),
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['buy', 'buy_tag']] = (1, 'rsi_cross')
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return dataframe
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```
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After:
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```python hl_lines="1 9"
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(qtpylib.crossed_above(dataframe['rsi'], 30)) & # Signal: RSI crosses above 30
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(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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),
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['enter_long', 'enter_tag']] = (1, 'rsi_cross')
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return dataframe
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```
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Please refer to the [Strategy documentation](strategy-customization.md#entry-signal-rules) on how to enter and exit short trades.
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### `populate_sell_trend`
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Similar to `populate_buy_trend`, `populate_sell_trend()` will be renamed to `populate_exit_trend()`.
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We'll also change the column from `'sell'` to `'exit_long'`.
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``` python hl_lines="1 9"
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def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70
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(dataframe['tema'] > dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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),
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['sell', 'exit_tag']] = (1, 'some_exit_tag')
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return dataframe
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```
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After
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``` python hl_lines="1 9"
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(qtpylib.crossed_above(dataframe['rsi'], 70)) & # Signal: RSI crosses above 70
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(dataframe['tema'] > dataframe['bb_middleband']) & # Guard
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(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard
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(dataframe['volume'] > 0) # Make sure Volume is not 0
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),
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['exit_long', 'exit_tag']] = (1, 'some_exit_tag')
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return dataframe
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```
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Please refer to the [Strategy documentation](strategy-customization.md#exit-signal-rules) on how to enter and exit short trades.
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### `custom_sell`
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`custom_sell` has been renamed to `custom_exit`.
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It's now also being called for every iteration, independent of current profit and `exit_profit_only` settings.
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``` python hl_lines="2"
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class AwesomeStrategy(IStrategy):
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def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
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current_profit: float, **kwargs):
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dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
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last_candle = dataframe.iloc[-1].squeeze()
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# ...
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```
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``` python hl_lines="2"
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class AwesomeStrategy(IStrategy):
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def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
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current_profit: float, **kwargs):
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dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
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last_candle = dataframe.iloc[-1].squeeze()
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# ...
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```
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### `custom_entry_timeout`
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`check_buy_timeout()` has been renamed to `check_entry_timeout()`, and `check_sell_timeout()` has been renamed to `check_exit_timeout()`.
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``` python hl_lines="2 6"
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class AwesomeStrategy(IStrategy):
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def check_buy_timeout(self, pair: str, trade: 'Trade', order: dict,
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current_time: datetime, **kwargs) -> bool:
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return False
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def check_sell_timeout(self, pair: str, trade: 'Trade', order: dict,
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current_time: datetime, **kwargs) -> bool:
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return False
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```
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``` python hl_lines="2 6"
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class AwesomeStrategy(IStrategy):
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def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
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current_time: datetime, **kwargs) -> bool:
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return False
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def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
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current_time: datetime, **kwargs) -> bool:
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return False
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```
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### Custom-stake-amount
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New string argument `side` - which can be either `"long"` or `"short"`.
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``` python hl_lines="4"
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class AwesomeStrategy(IStrategy):
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def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
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proposed_stake: float, min_stake: float, max_stake: float,
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entry_tag: Optional[str], **kwargs) -> float:
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# ...
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return proposed_stake
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```
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``` python hl_lines="4"
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class AwesomeStrategy(IStrategy):
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def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
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proposed_stake: float, min_stake: float, max_stake: float,
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entry_tag: Optional[str], side: str, **kwargs) -> float:
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# ...
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return proposed_stake
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```
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### `confirm_trade_entry`
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New string argument `side` - which can be either `"long"` or `"short"`.
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``` python hl_lines="4"
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class AwesomeStrategy(IStrategy):
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def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
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time_in_force: str, current_time: datetime, entry_tag: Optional[str],
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**kwargs) -> bool:
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return True
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```
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After:
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``` python hl_lines="4"
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class AwesomeStrategy(IStrategy):
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def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
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time_in_force: str, current_time: datetime, entry_tag: Optional[str],
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side: str, **kwargs) -> bool:
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return True
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```
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### `confirm_trade_exit`
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Changed argument `sell_reason` to `exit_reason`.
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For compatibility, `sell_reason` will still be provided for a limited time.
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``` python hl_lines="3"
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class AwesomeStrategy(IStrategy):
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def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
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rate: float, time_in_force: str, sell_reason: str,
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current_time: datetime, **kwargs) -> bool:
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return True
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```
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After:
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``` python hl_lines="3"
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class AwesomeStrategy(IStrategy):
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def confirm_trade_exit(self, pair: str, trade: Trade, order_type: str, amount: float,
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rate: float, time_in_force: str, exit_reason: str,
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current_time: datetime, **kwargs) -> bool:
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return True
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```
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### `custom_entry_price`
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New string argument `side` - which can be either `"long"` or `"short"`.
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``` python hl_lines="3"
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class AwesomeStrategy(IStrategy):
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def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
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entry_tag: Optional[str], **kwargs) -> float:
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return proposed_rate
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```
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After:
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``` python hl_lines="3"
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class AwesomeStrategy(IStrategy):
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def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
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entry_tag: Optional[str], side: str, **kwargs) -> float:
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return proposed_rate
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```
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### Adjust trade position changes
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While adjust-trade-position itself did not change, you should no longer use `trade.nr_of_successful_buys` - and instead use `trade.nr_of_successful_entries`, which will also include short entries.
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### Helper methods
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Added argument "is_short" to `stoploss_from_open` and `stoploss_from_absolute`.
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This should be given the value of `trade.is_short`.
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``` python hl_lines="5 7"
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, **kwargs) -> float:
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# once the profit has risen above 10%, keep the stoploss at 7% above the open price
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if current_profit > 0.10:
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return stoploss_from_open(0.07, current_profit)
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return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate)
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return 1
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```
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After:
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``` python hl_lines="5 7"
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, **kwargs) -> float:
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# once the profit has risen above 10%, keep the stoploss at 7% above the open price
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if current_profit > 0.10:
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return stoploss_from_open(0.07, current_profit, is_short=trade.is_short)
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return stoploss_from_absolute(current_rate - (candle['atr'] * 2), current_rate, is_short=trade.is_short)
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```
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### Strategy/Configuration settings
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#### `order_time_in_force`
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`order_time_in_force` attributes changed from `"buy"` to `"entry"` and `"sell"` to `"exit"`.
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``` python
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order_time_in_force: Dict = {
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"buy": "gtc",
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"sell": "gtc",
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}
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```
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After:
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``` python hl_lines="2 3"
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order_time_in_force: Dict = {
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"entry": "gtc",
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"exit": "gtc",
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}
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```
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#### `order_types`
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`order_types` have changed all wordings from `buy` to `entry` - and `sell` to `exit`.
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And two words are joined with `_`.
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``` python hl_lines="2-6"
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order_types = {
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"buy": "limit",
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"sell": "limit",
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"emergencysell": "market",
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"forcesell": "market",
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"forcebuy": "market",
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"stoploss": "market",
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"stoploss_on_exchange": false,
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"stoploss_on_exchange_interval": 60
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}
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```
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After:
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``` python hl_lines="2-6"
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order_types = {
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"entry": "limit",
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"exit": "limit",
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"emergency_exit": "market",
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"force_exit": "market",
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"force_entry": "market",
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"stoploss": "market",
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"stoploss_on_exchange": false,
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"stoploss_on_exchange_interval": 60
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}
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```
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#### Strategy level settings
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* `use_sell_signal` -> `use_exit_signal`
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* `sell_profit_only` -> `exit_profit_only`
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* `sell_profit_offset` -> `exit_profit_offset`
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* `ignore_roi_if_buy_signal` -> `ignore_roi_if_entry_signal`
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``` python hl_lines="2-5"
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# These values can be overridden in the config.
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use_sell_signal = True
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sell_profit_only = True
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sell_profit_offset: 0.01
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ignore_roi_if_buy_signal = False
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```
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After:
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``` python hl_lines="2-5"
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# These values can be overridden in the config.
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use_exit_signal = True
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exit_profit_only = True
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exit_profit_offset: 0.01
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ignore_roi_if_entry_signal = False
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```
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#### `unfilledtimeout`
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`unfilledtimeout` have changed all wordings from `buy` to `entry` - and `sell` to `exit`.
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``` python hl_lines="2-3"
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unfilledtimeout = {
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"buy": 10,
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"sell": 10,
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"exit_timeout_count": 0,
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"unit": "minutes"
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}
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```
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After:
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``` python hl_lines="2-3"
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unfilledtimeout = {
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"entry": 10,
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"exit": 10,
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"exit_timeout_count": 0,
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"unit": "minutes"
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}
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```
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#### `order pricing`
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Order pricing changed in 2 ways. `bid_strategy` was renamed to `entry_pricing` and `ask_strategy` was renamed to `exit_pricing`.
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The attributes `ask_last_balance` -> `price_last_balance` and `bid_last_balance` -> `price_last_balance` were renamed as well.
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Also, price-side can now be defined as `ask`, `bid`, `same` or `other`.
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Please refer to the [pricing documentation](configuration.md#prices-used-for-orders) for more information.
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``` json hl_lines="2-3 6 12-13 16"
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{
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"bid_strategy": {
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"price_side": "bid",
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"use_order_book": true,
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"order_book_top": 1,
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"ask_last_balance": 0.0,
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"check_depth_of_market": {
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"enabled": false,
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"bids_to_ask_delta": 1
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}
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},
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"ask_strategy":{
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"price_side": "ask",
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"use_order_book": true,
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"order_book_top": 1,
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"bid_last_balance": 0.0
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}
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}
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```
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after:
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``` json hl_lines="2-3 6 12-13 16"
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{
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"entry_pricing": {
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1,
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"price_last_balance": 0.0,
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"check_depth_of_market": {
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"enabled": false,
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"bids_to_ask_delta": 1
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}
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},
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"exit_pricing":{
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"price_side": "same",
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"use_order_book": true,
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"order_book_top": 1,
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"price_last_balance": 0.0
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}
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}
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```
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