97 lines
3.3 KiB
Python
97 lines
3.3 KiB
Python
"""
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IStrategy interface
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This module defines the interface to apply for strategies
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"""
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import warnings
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from abc import ABC, abstractmethod
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from typing import Dict
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from pandas import DataFrame
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class IStrategy(ABC):
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"""
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Interface for freqtrade strategies
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Defines the mandatory structure must follow any custom strategies
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Attributes you can use:
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minimal_roi -> Dict: Minimal ROI designed for the strategy
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stoploss -> float: optimal stoploss designed for the strategy
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ticker_interval -> str: value of the ticker interval to use for the strategy
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"""
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# associated minimal roi
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minimal_roi: Dict
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# associated stoploss
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stoploss: float
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# associated ticker interval
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ticker_interval: str
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@abstractmethod
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def populate_indicators(self, dataframe: DataFrame) -> DataFrame:
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"""
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Populate indicators that will be used in the Buy and Sell strategy
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:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
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:return: a Dataframe with all mandatory indicators for the strategies
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"""
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warnings.warn("deprecated - please replace this method with advise_indicators!",
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DeprecationWarning)
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return dataframe
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@abstractmethod
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def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame:
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"""
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Based on TA indicators, populates the buy signal for the given dataframe
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:param dataframe: DataFrame
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:return: DataFrame with buy column
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"""
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warnings.warn("deprecated - please replace this method with advise_buy!",
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DeprecationWarning)
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dataframe.loc[(), 'buy'] = 0
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return dataframe
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@abstractmethod
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def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame:
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"""
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Based on TA indicators, populates the sell signal for the given dataframe
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:param dataframe: DataFrame
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:return: DataFrame with sell column
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"""
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warnings.warn("deprecated - please replace this method with advise_sell!",
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DeprecationWarning)
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dataframe.loc[(), 'sell'] = 0
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return dataframe
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def advise_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
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"""
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This wraps around the internal method
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Populate indicators that will be used in the Buy and Sell strategy
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:param dataframe: Raw data from the exchange and parsed by parse_ticker_dataframe()
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:param pair: The currently traded pair
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:return: a Dataframe with all mandatory indicators for the strategies
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"""
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return self.populate_indicators(dataframe)
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def advise_buy(self, dataframe: DataFrame, pair: str) -> DataFrame:
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"""
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Based on TA indicators, populates the buy signal for the given dataframe
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:param dataframe: DataFrame
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:param pair: The currently traded pair
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:return: DataFrame with buy column
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"""
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return self.populate_buy_trend(dataframe)
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def advise_sell(self, dataframe: DataFrame, pair: str) -> DataFrame:
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"""
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Based on TA indicators, populates the sell signal for the given dataframe
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:param dataframe: DataFrame
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:param pair: The currently traded pair
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:return: DataFrame with sell column
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"""
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return self.populate_sell_trend(dataframe)
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