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Freqtrade
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Strategy migration
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GitHub
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Freqtrade
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GitHub
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Home
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Quickstart with Docker
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Installation
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Installation
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Linux/MacOS/Raspberry
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Windows
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Freqtrade Basics
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Configuration
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Strategy Quickstart
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Strategy Customization
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Strategy Callbacks
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Stoploss
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Plugins
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Start the bot
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Control the bot
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< span class = "md-nav__icon md-icon" > < / span >
Control the bot
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< a href = "../telegram-usage/" class = "md-nav__link" >
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Telegram
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< a href = "../freq-ui/" class = "md-nav__link" >
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freqUI
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REST API
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Web Hook
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Data Downloading
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Backtesting
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Hyperopt
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FreqAI
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FreqAI
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Strategy migration
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Strategy migration
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populate_buy_trend
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populate_sell_trend
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custom_sell
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FreqAI strategy
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Updating Freqtrade
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< h1 id = "strategy-migration-between-v2-and-v3" > Strategy Migration between V2 and V3< a class = "headerlink" href = "#strategy-migration-between-v2-and-v3" title = "Permanent link" > ¶ < / a > < / h1 >
< p > To support new markets and trade-types (namely short trades / trades with leverage), some things had to change in the interface.
If you intend on using markets other than spot markets, please migrate your strategy to the new format.< / p >
< p > We have put a great effort into keeping compatibility with existing strategies, so if you just want to continue using freqtrade in < strong > spot markets< / strong > , there should be no changes necessary for now.< / p >
< p > You can use the quick summary as checklist. Please refer to the detailed sections below for full migration details.< / p >
< h2 id = "quick-summary-migration-checklist" > Quick summary / migration checklist< a class = "headerlink" href = "#quick-summary-migration-checklist" title = "Permanent link" > ¶ < / a > < / h2 >
< p > Note : < code > forcesell< / code > , < code > forcebuy< / code > , < code > emergencysell< / code > are changed to < code > force_exit< / code > , < code > force_enter< / code > , < code > emergency_exit< / code > respectively.< / p >
< ul >
< li > Strategy methods:< ul >
< li > < a href = "#populate_buy_trend" > < code > populate_buy_trend()< / code > -> < code > populate_entry_trend()< / code > < / a > < / li >
< li > < a href = "#populate_sell_trend" > < code > populate_sell_trend()< / code > -> < code > populate_exit_trend()< / code > < / a > < / li >
< li > < a href = "#custom_sell" > < code > custom_sell()< / code > -> < code > custom_exit()< / code > < / a > < / li >
< li > < a href = "#custom_entry_timeout" > < code > check_buy_timeout()< / code > -> < code > check_entry_timeout()< / code > < / a > < / li >
< li > < a href = "#custom_entry_timeout" > < code > check_sell_timeout()< / code > -> < code > check_exit_timeout()< / code > < / a > < / li >
< li > New < code > side< / code > argument to callbacks without trade object< ul >
< li > < a href = "#custom_stake_amount" > < code > custom_stake_amount< / code > < / a > < / li >
< li > < a href = "#confirm_trade_entry" > < code > confirm_trade_entry< / code > < / a > < / li >
< li > < a href = "#custom_entry_price" > < code > custom_entry_price< / code > < / a > < / li >
< / ul >
< / li >
< li > < a href = "#confirm_trade_exit" > Changed argument name in < code > confirm_trade_exit< / code > < / a > < / li >
< / ul >
< / li >
< li > Dataframe columns:< ul >
< li > < a href = "#populate_buy_trend" > < code > buy< / code > -> < code > enter_long< / code > < / a > < / li >
< li > < a href = "#populate_sell_trend" > < code > sell< / code > -> < code > exit_long< / code > < / a > < / li >
< li > < a href = "#populate_buy_trend" > < code > buy_tag< / code > -> < code > enter_tag< / code > (used for both long and short trades)< / a > < / li >
< li > < a href = "#populate_sell_trend" > New column < code > enter_short< / code > and corresponding new column < code > exit_short< / code > < / a > < / li >
< / ul >
< / li >
< li > trade-object now has the following new properties:< ul >
< li > < code > is_short< / code > < / li >
< li > < code > entry_side< / code > < / li >
< li > < code > exit_side< / code > < / li >
< li > < code > trade_direction< / code > < / li >
< li > renamed: < code > sell_reason< / code > -> < code > exit_reason< / code > < / li >
< / ul >
< / li >
< li > < a href = "#adjust-trade-position-changes" > Renamed < code > trade.nr_of_successful_buys< / code > to < code > trade.nr_of_successful_entries< / code > (mostly relevant for < code > adjust_trade_position()< / code > )< / a > < / li >
< li > Introduced new < a href = "../strategy-callbacks/#leverage-callback" > < code > leverage< / code > callback< / a > .< / li >
< li > Informative pairs can now pass a 3< sup > rd< / sup > element in the Tuple, defining the candle type.< / li >
< li > < code > @informative< / code > decorator now takes an optional < code > candle_type< / code > argument.< / li >
< li > < a href = "#helper-methods" > helper methods< / a > < code > stoploss_from_open< / code > and < code > stoploss_from_absolute< / code > now take < code > is_short< / code > as additional argument.< / li >
< li > < code > INTERFACE_VERSION< / code > should be set to 3.< / li >
< li > < a href = "#strategyconfiguration-settings" > Strategy/Configuration settings< / a > .< ul >
< li > < code > order_time_in_force< / code > buy -> entry, sell -> exit.< / li >
< li > < code > order_types< / code > buy -> entry, sell -> exit.< / li >
< li > < code > unfilledtimeout< / code > buy -> entry, sell -> exit.< / li >
< li > < code > ignore_buying_expired_candle_after< / code > -> moved to root level instead of "ask_strategy/exit_pricing"< / li >
< / ul >
< / li >
< li > Terminology changes< ul >
< li > Sell reasons changed to reflect the new naming of "exit" instead of sells. Be careful in your strategy if you're using < code > exit_reason< / code > checks and eventually update your strategy.< ul >
< li > < code > sell_signal< / code > -> < code > exit_signal< / code > < / li >
< li > < code > custom_sell< / code > -> < code > custom_exit< / code > < / li >
< li > < code > force_sell< / code > -> < code > force_exit< / code > < / li >
< li > < code > emergency_sell< / code > -> < code > emergency_exit< / code > < / li >
< / ul >
< / li >
< li > Order pricing< ul >
< li > < code > bid_strategy< / code > -> < code > entry_pricing< / code > < / li >
< li > < code > ask_strategy< / code > -> < code > exit_pricing< / code > < / li >
< li > < code > ask_last_balance< / code > -> < code > price_last_balance< / code > < / li >
< li > < code > bid_last_balance< / code > -> < code > price_last_balance< / code > < / li >
< / ul >
< / li >
< li > Webhook terminology changed from "sell" to "exit", and from "buy" to entry< ul >
< li > < code > webhookbuy< / code > -> < code > entry< / code > < / li >
< li > < code > webhookbuyfill< / code > -> < code > entry_fill< / code > < / li >
< li > < code > webhookbuycancel< / code > -> < code > entry_cancel< / code > < / li >
< li > < code > webhooksell< / code > -> < code > exit< / code > < / li >
< li > < code > webhooksellfill< / code > -> < code > exit_fill< / code > < / li >
< li > < code > webhooksellcancel< / code > -> < code > exit_cancel< / code > < / li >
< / ul >
< / li >
< li > Telegram notification settings< ul >
< li > < code > buy< / code > -> < code > entry< / code > < / li >
< li > < code > buy_fill< / code > -> < code > entry_fill< / code > < / li >
< li > < code > buy_cancel< / code > -> < code > entry_cancel< / code > < / li >
< li > < code > sell< / code > -> < code > exit< / code > < / li >
< li > < code > sell_fill< / code > -> < code > exit_fill< / code > < / li >
< li > < code > sell_cancel< / code > -> < code > exit_cancel< / code > < / li >
< / ul >
< / li >
< li > Strategy/config settings:< ul >
< li > < code > use_sell_signal< / code > -> < code > use_exit_signal< / code > < / li >
< li > < code > sell_profit_only< / code > -> < code > exit_profit_only< / code > < / li >
< li > < code > sell_profit_offset< / code > -> < code > exit_profit_offset< / code > < / li >
< li > < code > ignore_roi_if_buy_signal< / code > -> < code > ignore_roi_if_entry_signal< / code > < / li >
< li > < code > forcebuy_enable< / code > -> < code > force_entry_enable< / code > < / li >
< / ul >
< / li >
< / ul >
< / li >
< / ul >
< h2 id = "extensive-explanation" > Extensive explanation< a class = "headerlink" href = "#extensive-explanation" title = "Permanent link" > ¶ < / a > < / h2 >
< h3 id = "populate_buy_trend" > < code > populate_buy_trend< / code > < a class = "headerlink" href = "#populate_buy_trend" title = "Permanent link" > ¶ < / a > < / h3 >
< p > In < code > populate_buy_trend()< / code > - you will want to change the columns you assign from < code > 'buy< / code > ' to < code > 'enter_long'< / code > , as well as the method name from < code > populate_buy_trend< / code > to < code > populate_entry_trend< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > populate_buy_trend< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "n" > metadata< / span > < span class = "p" > :< / span > < span class = "nb" > dict< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > :< / span >
< / span > < span class = "n" > dataframe< / span > < span class = "o" > .< / span > < span class = "n" > loc< / span > < span class = "p" > [< / span >
< span class = "p" > (< / span >
< span class = "p" > (< / span > < span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > crossed_above< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' rsi' < / span > < span class = "p" > ],< / span > < span class = "mi" > 30< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Signal: RSI crosses above 30< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > < =< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' bb_middleband' < / span > < span class = "p" > ])< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > shift< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' volume' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "mi" > 0< / span > < span class = "p" > )< / span > < span class = "c1" > # Make sure Volume is not 0< / span >
< span class = "p" > ),< / span >
< span class = "hll" > < span class = "p" > [< / span > < span class = "s1" > ' buy' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' buy_tag' < / span > < span class = "p" > ]]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span > < span class = "s1" > ' rsi_cross' < / span > < span class = "p" > )< / span >
< / span >
< span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > populate_entry_trend< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "n" > metadata< / span > < span class = "p" > :< / span > < span class = "nb" > dict< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > :< / span >
< / span > < span class = "n" > dataframe< / span > < span class = "o" > .< / span > < span class = "n" > loc< / span > < span class = "p" > [< / span >
< span class = "p" > (< / span >
< span class = "p" > (< / span > < span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > crossed_above< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' rsi' < / span > < span class = "p" > ],< / span > < span class = "mi" > 30< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Signal: RSI crosses above 30< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > < =< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' bb_middleband' < / span > < span class = "p" > ])< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > shift< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' volume' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "mi" > 0< / span > < span class = "p" > )< / span > < span class = "c1" > # Make sure Volume is not 0< / span >
< span class = "p" > ),< / span >
< span class = "hll" > < span class = "p" > [< / span > < span class = "s1" > ' enter_long' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' enter_tag' < / span > < span class = "p" > ]]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span > < span class = "s1" > ' rsi_cross' < / span > < span class = "p" > )< / span >
< / span >
< span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div >
< p > Please refer to the < a href = "../strategy-customization/#entry-signal-rules" > Strategy documentation< / a > on how to enter and exit short trades.< / p >
< h3 id = "populate_sell_trend" > < code > populate_sell_trend< / code > < a class = "headerlink" href = "#populate_sell_trend" title = "Permanent link" > ¶ < / a > < / h3 >
< p > Similar to < code > populate_buy_trend< / code > , < code > populate_sell_trend()< / code > will be renamed to < code > populate_exit_trend()< / code > .
We'll also change the column from < code > 'sell'< / code > to < code > 'exit_long'< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > populate_sell_trend< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "n" > metadata< / span > < span class = "p" > :< / span > < span class = "nb" > dict< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > :< / span >
< / span > < span class = "n" > dataframe< / span > < span class = "o" > .< / span > < span class = "n" > loc< / span > < span class = "p" > [< / span >
< span class = "p" > (< / span >
< span class = "p" > (< / span > < span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > crossed_above< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' rsi' < / span > < span class = "p" > ],< / span > < span class = "mi" > 70< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Signal: RSI crosses above 70< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' bb_middleband' < / span > < span class = "p" > ])< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > < < / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > shift< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' volume' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "mi" > 0< / span > < span class = "p" > )< / span > < span class = "c1" > # Make sure Volume is not 0< / span >
< span class = "p" > ),< / span >
< span class = "hll" > < span class = "p" > [< / span > < span class = "s1" > ' sell' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' exit_tag' < / span > < span class = "p" > ]]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span > < span class = "s1" > ' some_exit_tag' < / span > < span class = "p" > )< / span >
< / span > < span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div >
< p > After< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > populate_exit_trend< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "n" > metadata< / span > < span class = "p" > :< / span > < span class = "nb" > dict< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > :< / span >
< / span > < span class = "n" > dataframe< / span > < span class = "o" > .< / span > < span class = "n" > loc< / span > < span class = "p" > [< / span >
< span class = "p" > (< / span >
< span class = "p" > (< / span > < span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > crossed_above< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' rsi' < / span > < span class = "p" > ],< / span > < span class = "mi" > 70< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Signal: RSI crosses above 70< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' bb_middleband' < / span > < span class = "p" > ])< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > < < / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' tema' < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > shift< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ))< / span > < span class = "o" > & < / span > < span class = "c1" > # Guard< / span >
< span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s1" > ' volume' < / span > < span class = "p" > ]< / span > < span class = "o" > > < / span > < span class = "mi" > 0< / span > < span class = "p" > )< / span > < span class = "c1" > # Make sure Volume is not 0< / span >
< span class = "p" > ),< / span >
< span class = "hll" > < span class = "p" > [< / span > < span class = "s1" > ' exit_long' < / span > < span class = "p" > ,< / span > < span class = "s1" > ' exit_tag' < / span > < span class = "p" > ]]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span > < span class = "s1" > ' some_exit_tag' < / span > < span class = "p" > )< / span >
< / span > < span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div >
< p > Please refer to the < a href = "../strategy-customization/#exit-signal-rules" > Strategy documentation< / a > on how to enter and exit short trades.< / p >
< h3 id = "custom_sell" > < code > custom_sell< / code > < a class = "headerlink" href = "#custom_sell" title = "Permanent link" > ¶ < / a > < / h3 >
< p > < code > custom_sell< / code > has been renamed to < code > custom_exit< / code > .
It's now also being called for every iteration, independent of current profit and < code > exit_profit_only< / code > settings.< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > custom_sell< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "s1" > ' datetime' < / span > < span class = "p" > ,< / span > < span class = "n" > current_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_profit< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > ):< / span >
< span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > _< / span > < span class = "o" > =< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > dp< / span > < span class = "o" > .< / span > < span class = "n" > get_analyzed_dataframe< / span > < span class = "p" > (< / span > < span class = "n" > pair< / span > < span class = "p" > ,< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > timeframe< / span > < span class = "p" > )< / span >
< span class = "n" > last_candle< / span > < span class = "o" > =< / span > < span class = "n" > dataframe< / span > < span class = "o" > .< / span > < span class = "n" > iloc< / span > < span class = "p" > [< / span > < span class = "o" > -< / span > < span class = "mi" > 1< / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > squeeze< / span > < span class = "p" > ()< / span >
< span class = "c1" > # ...< / span >
< / code > < / pre > < / div >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > custom_exit< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "s1" > ' datetime' < / span > < span class = "p" > ,< / span > < span class = "n" > current_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_profit< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > ):< / span >
< span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > _< / span > < span class = "o" > =< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > dp< / span > < span class = "o" > .< / span > < span class = "n" > get_analyzed_dataframe< / span > < span class = "p" > (< / span > < span class = "n" > pair< / span > < span class = "p" > ,< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > timeframe< / span > < span class = "p" > )< / span >
< span class = "n" > last_candle< / span > < span class = "o" > =< / span > < span class = "n" > dataframe< / span > < span class = "o" > .< / span > < span class = "n" > iloc< / span > < span class = "p" > [< / span > < span class = "o" > -< / span > < span class = "mi" > 1< / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > squeeze< / span > < span class = "p" > ()< / span >
< span class = "c1" > # ...< / span >
< / code > < / pre > < / div >
< h3 id = "custom_entry_timeout" > < code > custom_entry_timeout< / code > < a class = "headerlink" href = "#custom_entry_timeout" title = "Permanent link" > ¶ < / a > < / h3 >
< p > < code > check_buy_timeout()< / code > has been renamed to < code > check_entry_timeout()< / code > , and < code > check_sell_timeout()< / code > has been renamed to < code > check_exit_timeout()< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > check_buy_timeout< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > order< / span > < span class = "p" > :< / span > < span class = "nb" > dict< / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< span class = "k" > return< / span > < span class = "kc" > False< / span >
< span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > check_sell_timeout< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > order< / span > < span class = "p" > :< / span > < span class = "nb" > dict< / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< span class = "k" > return< / span > < span class = "kc" > False< / span >
< / code > < / pre > < / div >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > check_entry_timeout< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > order< / span > < span class = "p" > :< / span > < span class = "s1" > ' Order' < / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< span class = "k" > return< / span > < span class = "kc" > False< / span >
< span class = "hll" > < span class = "k" > def< / span > < span class = "nf" > check_exit_timeout< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > order< / span > < span class = "p" > :< / span > < span class = "s1" > ' Order' < / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< span class = "k" > return< / span > < span class = "kc" > False< / span >
< / code > < / pre > < / div >
< h3 id = "custom_stake_amount" > < code > custom_stake_amount< / code > < a class = "headerlink" href = "#custom_stake_amount" title = "Permanent link" > ¶ < / a > < / h3 >
< p > New string argument < code > side< / code > - which can be either < code > "long"< / code > or < code > "short"< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > custom_stake_amount< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "n" > current_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "n" > proposed_stake< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > min_stake< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > float< / span > < span class = "p" > ],< / span > < span class = "n" > max_stake< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "n" > entry_tag< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > str< / span > < span class = "p" > ],< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > float< / span > < span class = "p" > :< / span >
< / span > < span class = "c1" > # ... < / span >
< span class = "k" > return< / span > < span class = "n" > proposed_stake< / span >
< / code > < / pre > < / div >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > custom_stake_amount< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "n" > current_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "n" > proposed_stake< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > min_stake< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > float< / span > < span class = "p" > ],< / span > < span class = "n" > max_stake< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "n" > entry_tag< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > str< / span > < span class = "p" > ],< / span > < span class = "n" > side< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > float< / span > < span class = "p" > :< / span >
< / span > < span class = "c1" > # ... < / span >
< span class = "k" > return< / span > < span class = "n" > proposed_stake< / span >
< / code > < / pre > < / div >
< h3 id = "confirm_trade_entry" > < code > confirm_trade_entry< / code > < a class = "headerlink" href = "#confirm_trade_entry" title = "Permanent link" > ¶ < / a > < / h3 >
< p > New string argument < code > side< / code > - which can be either < code > "long"< / code > or < code > "short"< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > confirm_trade_entry< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > order_type< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > amount< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "n" > time_in_force< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "n" > entry_tag< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > str< / span > < span class = "p" > ],< / span >
< span class = "hll" > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< / span > < span class = "k" > return< / span > < span class = "kc" > True< / span >
< / code > < / pre > < / div >
< p > After: < / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > confirm_trade_entry< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > order_type< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > amount< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "n" > time_in_force< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "n" > entry_tag< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > str< / span > < span class = "p" > ],< / span >
< span class = "hll" > < span class = "n" > side< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< / span > < span class = "k" > return< / span > < span class = "kc" > True< / span >
< / code > < / pre > < / div >
< h3 id = "confirm_trade_exit" > < code > confirm_trade_exit< / code > < a class = "headerlink" href = "#confirm_trade_exit" title = "Permanent link" > ¶ < / a > < / h3 >
< p > Changed argument < code > sell_reason< / code > to < code > exit_reason< / code > .
For compatibility, < code > sell_reason< / code > will still be provided for a limited time.< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > confirm_trade_exit< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "n" > Trade< / span > < span class = "p" > ,< / span > < span class = "n" > order_type< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > amount< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "n" > rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > time_in_force< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > sell_reason< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< span class = "k" > return< / span > < span class = "kc" > True< / span >
< / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > confirm_trade_exit< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "n" > Trade< / span > < span class = "p" > ,< / span > < span class = "n" > order_type< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > amount< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "n" > rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > time_in_force< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > exit_reason< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span >
< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > bool< / span > < span class = "p" > :< / span >
< span class = "k" > return< / span > < span class = "kc" > True< / span >
< / code > < / pre > < / div >
< h3 id = "custom_entry_price" > < code > custom_entry_price< / code > < a class = "headerlink" href = "#custom_entry_price" title = "Permanent link" > ¶ < / a > < / h3 >
< p > New string argument < code > side< / code > - which can be either < code > "long"< / code > or < code > "short"< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > custom_entry_price< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "n" > proposed_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "n" > entry_tag< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > str< / span > < span class = "p" > ],< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > float< / span > < span class = "p" > :< / span >
< / span > < span class = "k" > return< / span > < span class = "n" > proposed_rate< / span >
< / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > AwesomeStrategy< / span > < span class = "p" > (< / span > < span class = "n" > IStrategy< / span > < span class = "p" > ):< / span >
< span class = "k" > def< / span > < span class = "nf" > custom_entry_price< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "n" > Trade< / span > < span class = "p" > ],< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span > < span class = "n" > proposed_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "n" > entry_tag< / span > < span class = "p" > :< / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > str< / span > < span class = "p" > ],< / span > < span class = "n" > side< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > float< / span > < span class = "p" > :< / span >
< / span > < span class = "k" > return< / span > < span class = "n" > proposed_rate< / span >
< / code > < / pre > < / div >
< h3 id = "adjust-trade-position-changes" > Adjust trade position changes< a class = "headerlink" href = "#adjust-trade-position-changes" title = "Permanent link" > ¶ < / a > < / h3 >
< p > While adjust-trade-position itself did not change, you should no longer use < code > trade.nr_of_successful_buys< / code > - and instead use < code > trade.nr_of_successful_entries< / code > , which will also include short entries.< / p >
< h3 id = "helper-methods" > Helper methods< a class = "headerlink" href = "#helper-methods" title = "Permanent link" > ¶ < / a > < / h3 >
< p > Added argument "is_short" to < code > stoploss_from_open< / code > and < code > stoploss_from_absolute< / code > .
This should be given the value of < code > trade.is_short< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > def< / span > < span class = "nf" > custom_stoploss< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span >
< span class = "n" > current_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > current_profit< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "nb" > float< / span > < span class = "p" > :< / span >
< span class = "c1" > # once the profit has risen above 10%, keep the stoploss at 7% above the open price< / span >
< span class = "k" > if< / span > < span class = "n" > current_profit< / span > < span class = "o" > > < / span > < span class = "mf" > 0.10< / span > < span class = "p" > :< / span >
< span class = "hll" > < span class = "k" > return< / span > < span class = "n" > stoploss_from_open< / span > < span class = "p" > (< / span > < span class = "mf" > 0.07< / span > < span class = "p" > ,< / span > < span class = "n" > current_profit< / span > < span class = "p" > )< / span >
< / span >
< span class = "hll" > < span class = "k" > return< / span > < span class = "n" > stoploss_from_absolute< / span > < span class = "p" > (< / span > < span class = "n" > current_rate< / span > < span class = "o" > -< / span > < span class = "p" > (< / span > < span class = "n" > candle< / span > < span class = "p" > [< / span > < span class = "s1" > ' atr' < / span > < span class = "p" > ]< / span > < span class = "o" > *< / span > < span class = "mi" > 2< / span > < span class = "p" > ),< / span > < span class = "n" > current_rate< / span > < span class = "p" > )< / span >
< / span >
< span class = "k" > return< / span > < span class = "mi" > 1< / span >
< / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "k" > def< / span > < span class = "nf" > custom_stoploss< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > trade< / span > < span class = "p" > :< / span > < span class = "s1" > ' Trade' < / span > < span class = "p" > ,< / span > < span class = "n" > current_time< / span > < span class = "p" > :< / span > < span class = "n" > datetime< / span > < span class = "p" > ,< / span >
< span class = "n" > current_rate< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > current_profit< / span > < span class = "p" > :< / span > < span class = "nb" > float< / span > < span class = "p" > ,< / span > < span class = "n" > after_fill< / span > < span class = "p" > :< / span > < span class = "nb" > bool< / span > < span class = "p" > ,< / span >
< span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > Optional< / span > < span class = "p" > [< / span > < span class = "nb" > float< / span > < span class = "p" > ]:< / span >
< span class = "c1" > # once the profit has risen above 10%, keep the stoploss at 7% above the open price< / span >
< span class = "hll" > < span class = "k" > if< / span > < span class = "n" > current_profit< / span > < span class = "o" > > < / span > < span class = "mf" > 0.10< / span > < span class = "p" > :< / span >
< / span > < span class = "k" > return< / span > < span class = "n" > stoploss_from_open< / span > < span class = "p" > (< / span > < span class = "mf" > 0.07< / span > < span class = "p" > ,< / span > < span class = "n" > current_profit< / span > < span class = "p" > ,< / span > < span class = "n" > is_short< / span > < span class = "o" > =< / span > < span class = "n" > trade< / span > < span class = "o" > .< / span > < span class = "n" > is_short< / span > < span class = "p" > )< / span >
< span class = "hll" >
< / span > < span class = "k" > return< / span > < span class = "n" > stoploss_from_absolute< / span > < span class = "p" > (< / span > < span class = "n" > current_rate< / span > < span class = "o" > -< / span > < span class = "p" > (< / span > < span class = "n" > candle< / span > < span class = "p" > [< / span > < span class = "s1" > ' atr' < / span > < span class = "p" > ]< / span > < span class = "o" > *< / span > < span class = "mi" > 2< / span > < span class = "p" > ),< / span > < span class = "n" > current_rate< / span > < span class = "p" > ,< / span > < span class = "n" > is_short< / span > < span class = "o" > =< / span > < span class = "n" > trade< / span > < span class = "o" > .< / span > < span class = "n" > is_short< / span > < span class = "p" > ,< / span > < span class = "n" > leverage< / span > < span class = "o" > =< / span > < span class = "n" > trade< / span > < span class = "o" > .< / span > < span class = "n" > leverage< / span > < span class = "p" > )< / span >
< / code > < / pre > < / div >
< h3 id = "strategyconfiguration-settings" > Strategy/Configuration settings< a class = "headerlink" href = "#strategyconfiguration-settings" title = "Permanent link" > ¶ < / a > < / h3 >
< h4 id = "order_time_in_force" > < code > order_time_in_force< / code > < a class = "headerlink" href = "#order_time_in_force" title = "Permanent link" > ¶ < / a > < / h4 >
< p > < code > order_time_in_force< / code > attributes changed from < code > "buy"< / code > to < code > "entry"< / code > and < code > "sell"< / code > to < code > "exit"< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "n" > order_time_in_force< / span > < span class = "p" > :< / span > < span class = "n" > Dict< / span > < span class = "o" > =< / span > < span class = "p" > {< / span >
< span class = "s2" > " buy" < / span > < span class = "p" > :< / span > < span class = "s2" > " gtc" < / span > < span class = "p" > ,< / span >
< span class = "s2" > " sell" < / span > < span class = "p" > :< / span > < span class = "s2" > " gtc" < / span > < span class = "p" > ,< / span >
< span class = "p" > }< / span >
< / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "n" > order_time_in_force< / span > < span class = "p" > :< / span > < span class = "n" > Dict< / span > < span class = "o" > =< / span > < span class = "p" > {< / span >
< span class = "hll" > < span class = "s2" > " entry" < / span > < span class = "p" > :< / span > < span class = "s2" > " GTC" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " exit" < / span > < span class = "p" > :< / span > < span class = "s2" > " GTC" < / span > < span class = "p" > ,< / span >
< / span > < span class = "p" > }< / span >
< / code > < / pre > < / div >
< h4 id = "order_types" > < code > order_types< / code > < a class = "headerlink" href = "#order_types" title = "Permanent link" > ¶ < / a > < / h4 >
< p > < code > order_types< / code > have changed all wordings from < code > buy< / code > to < code > entry< / code > - and < code > sell< / code > to < code > exit< / code > .
And two words are joined with < code > _< / code > . < / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "n" > order_types< / span > < span class = "o" > =< / span > < span class = "p" > {< / span >
< span class = "hll" > < span class = "s2" > " buy" < / span > < span class = "p" > :< / span > < span class = "s2" > " limit" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " sell" < / span > < span class = "p" > :< / span > < span class = "s2" > " limit" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " emergencysell" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " forcesell" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " forcebuy" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< / span > < span class = "s2" > " stoploss" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< span class = "s2" > " stoploss_on_exchange" < / span > < span class = "p" > :< / span > < span class = "n" > false< / span > < span class = "p" > ,< / span >
< span class = "s2" > " stoploss_on_exchange_interval" < / span > < span class = "p" > :< / span > < span class = "mi" > 60< / span >
< span class = "p" > }< / span >
< / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "n" > order_types< / span > < span class = "o" > =< / span > < span class = "p" > {< / span >
< span class = "hll" > < span class = "s2" > " entry" < / span > < span class = "p" > :< / span > < span class = "s2" > " limit" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " exit" < / span > < span class = "p" > :< / span > < span class = "s2" > " limit" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " emergency_exit" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " force_exit" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " force_entry" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< / span > < span class = "s2" > " stoploss" < / span > < span class = "p" > :< / span > < span class = "s2" > " market" < / span > < span class = "p" > ,< / span >
< span class = "s2" > " stoploss_on_exchange" < / span > < span class = "p" > :< / span > < span class = "n" > false< / span > < span class = "p" > ,< / span >
< span class = "s2" > " stoploss_on_exchange_interval" < / span > < span class = "p" > :< / span > < span class = "mi" > 60< / span >
< span class = "p" > }< / span >
< / code > < / pre > < / div >
< h4 id = "strategy-level-settings" > Strategy level settings< a class = "headerlink" href = "#strategy-level-settings" title = "Permanent link" > ¶ < / a > < / h4 >
< ul >
< li > < code > use_sell_signal< / code > -> < code > use_exit_signal< / code > < / li >
< li > < code > sell_profit_only< / code > -> < code > exit_profit_only< / code > < / li >
< li > < code > sell_profit_offset< / code > -> < code > exit_profit_offset< / code > < / li >
< li > < code > ignore_roi_if_buy_signal< / code > -> < code > ignore_roi_if_entry_signal< / code > < / li >
< / ul >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # These values can be overridden in the config.< / span >
< span class = "hll" > < span class = "n" > use_sell_signal< / span > < span class = "o" > =< / span > < span class = "kc" > True< / span >
< / span > < span class = "hll" > < span class = "n" > sell_profit_only< / span > < span class = "o" > =< / span > < span class = "kc" > True< / span >
< / span > < span class = "hll" > < span class = "n" > sell_profit_offset< / span > < span class = "p" > :< / span > < span class = "mf" > 0.01< / span >
< / span > < span class = "hll" > < span class = "n" > ignore_roi_if_buy_signal< / span > < span class = "o" > =< / span > < span class = "kc" > False< / span >
< / span > < / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "c1" > # These values can be overridden in the config.< / span >
< span class = "hll" > < span class = "n" > use_exit_signal< / span > < span class = "o" > =< / span > < span class = "kc" > True< / span >
< / span > < span class = "hll" > < span class = "n" > exit_profit_only< / span > < span class = "o" > =< / span > < span class = "kc" > True< / span >
< / span > < span class = "hll" > < span class = "n" > exit_profit_offset< / span > < span class = "p" > :< / span > < span class = "mf" > 0.01< / span >
< / span > < span class = "hll" > < span class = "n" > ignore_roi_if_entry_signal< / span > < span class = "o" > =< / span > < span class = "kc" > False< / span >
< / span > < / code > < / pre > < / div >
< h4 id = "unfilledtimeout" > < code > unfilledtimeout< / code > < a class = "headerlink" href = "#unfilledtimeout" title = "Permanent link" > ¶ < / a > < / h4 >
< p > < code > unfilledtimeout< / code > have changed all wordings from < code > buy< / code > to < code > entry< / code > - and < code > sell< / code > to < code > exit< / code > .< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "n" > unfilledtimeout< / span > < span class = "o" > =< / span > < span class = "p" > {< / span >
< span class = "hll" > < span class = "s2" > " buy" < / span > < span class = "p" > :< / span > < span class = "mi" > 10< / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " sell" < / span > < span class = "p" > :< / span > < span class = "mi" > 10< / span > < span class = "p" > ,< / span >
< / span > < span class = "s2" > " exit_timeout_count" < / span > < span class = "p" > :< / span > < span class = "mi" > 0< / span > < span class = "p" > ,< / span >
< span class = "s2" > " unit" < / span > < span class = "p" > :< / span > < span class = "s2" > " minutes" < / span >
< span class = "p" > }< / span >
< / code > < / pre > < / div >
< p > After:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "n" > unfilledtimeout< / span > < span class = "o" > =< / span > < span class = "p" > {< / span >
< span class = "hll" > < span class = "s2" > " entry" < / span > < span class = "p" > :< / span > < span class = "mi" > 10< / span > < span class = "p" > ,< / span >
< / span > < span class = "hll" > < span class = "s2" > " exit" < / span > < span class = "p" > :< / span > < span class = "mi" > 10< / span > < span class = "p" > ,< / span >
< / span > < span class = "s2" > " exit_timeout_count" < / span > < span class = "p" > :< / span > < span class = "mi" > 0< / span > < span class = "p" > ,< / span >
< span class = "s2" > " unit" < / span > < span class = "p" > :< / span > < span class = "s2" > " minutes" < / span >
< span class = "p" > }< / span >
< / code > < / pre > < / div >
< h4 id = "order-pricing" > < code > order pricing< / code > < a class = "headerlink" href = "#order-pricing" title = "Permanent link" > ¶ < / a > < / h4 >
< p > Order pricing changed in 2 ways. < code > bid_strategy< / code > was renamed to < code > entry_pricing< / code > and < code > ask_strategy< / code > was renamed to < code > exit_pricing< / code > .
The attributes < code > ask_last_balance< / code > -> < code > price_last_balance< / code > and < code > bid_last_balance< / code > -> < code > price_last_balance< / code > were renamed as well.
Also, price-side can now be defined as < code > ask< / code > , < code > bid< / code > , < code > same< / code > or < code > other< / code > .
Please refer to the < a href = "../configuration/#prices-used-for-orders" > pricing documentation< / a > for more information.< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "p" > {< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " bid_strategy" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "p" > {< / span >
< / span > < span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " price_side" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "s2" > " bid" < / span > < span class = "p" > ,< / span >
< / span > < span class = "w" > < / span > < span class = "nt" > " use_order_book" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "kc" > true< / span > < span class = "p" > ,< / span >
< span class = "w" > < / span > < span class = "nt" > " order_book_top" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " ask_last_balance" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mf" > 0.0< / span > < span class = "p" > ,< / span >
< / span > < span class = "w" > < / span > < span class = "nt" > " check_depth_of_market" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "p" > {< / span >
< span class = "w" > < / span > < span class = "nt" > " enabled" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "kc" > false< / span > < span class = "p" > ,< / span >
< span class = "w" > < / span > < span class = "nt" > " bids_to_ask_delta" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 1< / span >
< span class = "w" > < / span > < span class = "p" > }< / span >
< span class = "w" > < / span > < span class = "p" > },< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " ask_strategy" < / span > < span class = "p" > :{< / span >
< / span > < span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " price_side" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "s2" > " ask" < / span > < span class = "p" > ,< / span >
< / span > < span class = "w" > < / span > < span class = "nt" > " use_order_book" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "kc" > true< / span > < span class = "p" > ,< / span >
< span class = "w" > < / span > < span class = "nt" > " order_book_top" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " bid_last_balance" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mf" > 0.0< / span >
< / span > < span class = "w" > < / span > < span class = "nt" > " ignore_buying_expired_candle_after" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 120< / span >
< span class = "w" > < / span > < span class = "p" > }< / span >
< span class = "p" > }< / span >
< / code > < / pre > < / div >
< p > after:< / p >
< div class = "highlight" > < pre > < span > < / span > < code > < span class = "p" > {< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " entry_pricing" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "p" > {< / span >
< / span > < span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " price_side" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "s2" > " same" < / span > < span class = "p" > ,< / span >
< / span > < span class = "w" > < / span > < span class = "nt" > " use_order_book" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "kc" > true< / span > < span class = "p" > ,< / span >
< span class = "w" > < / span > < span class = "nt" > " order_book_top" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " price_last_balance" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mf" > 0.0< / span > < span class = "p" > ,< / span >
< / span > < span class = "w" > < / span > < span class = "nt" > " check_depth_of_market" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "p" > {< / span >
< span class = "w" > < / span > < span class = "nt" > " enabled" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "kc" > false< / span > < span class = "p" > ,< / span >
< span class = "w" > < / span > < span class = "nt" > " bids_to_ask_delta" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 1< / span >
< span class = "w" > < / span > < span class = "p" > }< / span >
< span class = "w" > < / span > < span class = "p" > },< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " exit_pricing" < / span > < span class = "p" > :{< / span >
< / span > < span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " price_side" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "s2" > " same" < / span > < span class = "p" > ,< / span >
< / span > < span class = "w" > < / span > < span class = "nt" > " use_order_book" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "kc" > true< / span > < span class = "p" > ,< / span >
< span class = "w" > < / span > < span class = "nt" > " order_book_top" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 1< / span > < span class = "p" > ,< / span >
< span class = "hll" > < span class = "w" > < / span > < span class = "nt" > " price_last_balance" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mf" > 0.0< / span >
< / span > < span class = "w" > < / span > < span class = "p" > },< / span >
< span class = "w" > < / span > < span class = "nt" > " ignore_buying_expired_candle_after" < / span > < span class = "p" > :< / span > < span class = "w" > < / span > < span class = "mi" > 120< / span >
< span class = "p" > }< / span >
< / code > < / pre > < / div >
< h2 id = "freqai-strategy" > FreqAI strategy< a class = "headerlink" href = "#freqai-strategy" title = "Permanent link" > ¶ < / a > < / h2 >
< p > The < code > populate_any_indicators()< / code > method has been split into < code > feature_engineering_expand_all()< / code > , < code > feature_engineering_expand_basic()< / code > , < code > feature_engineering_standard()< / code > and< code > set_freqai_targets()< / code > .< / p >
< p > For each new function, the pair (and timeframe where necessary) will be automatically added to the column.
As such, the definition of features becomes much simpler with the new logic.< / p >
< p > For a full explanation of each method, please go to the corresponding < a href = "../freqai-feature-engineering/#defining-the-features" > freqAI documentation page< / a > < / p >
< div class = "highlight" > < table class = "highlighttable" > < tr > < td class = "linenos" > < div class = "linenodiv" > < pre > < span > < / span > < span class = "normal" > 1< / span >
< span class = "normal" > 2< / span >
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< span class = "normal" > 77< / span > < / pre > < / div > < / td > < td class = "code" > < div > < pre > < span > < / span > < code > < span class = "k" > def< / span > < span class = "nf" > populate_any_indicators< / span > < span class = "p" > (< / span >
< span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > ,< / span > < span class = "n" > df< / span > < span class = "p" > ,< / span > < span class = "n" > tf< / span > < span class = "p" > ,< / span > < span class = "n" > informative< / span > < span class = "o" > =< / span > < span class = "kc" > None< / span > < span class = "p" > ,< / span > < span class = "n" > set_generalized_indicators< / span > < span class = "o" > =< / span > < span class = "kc" > False< / span >
< span class = "p" > ):< / span >
< span class = "k" > if< / span > < span class = "n" > informative< / span > < span class = "ow" > is< / span > < span class = "kc" > None< / span > < span class = "p" > :< / span >
< span class = "n" > informative< / span > < span class = "o" > =< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > dp< / span > < span class = "o" > .< / span > < span class = "n" > get_pair_dataframe< / span > < span class = "p" > (< / span > < span class = "n" > pair< / span > < span class = "p" > ,< / span > < span class = "n" > tf< / span > < span class = "p" > )< / span >
< span class = "c1" > # first loop is automatically duplicating indicators for time periods< / span >
< span class = "k" > for< / span > < span class = "n" > t< / span > < span class = "ow" > in< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > freqai_info< / span > < span class = "p" > [< / span > < span class = "s2" > " feature_parameters" < / span > < span class = "p" > ][< / span > < span class = "s2" > " indicator_periods_candles" < / span > < span class = "p" > ]:< / span >
< span class = "n" > t< / span > < span class = "o" > =< / span > < span class = "nb" > int< / span > < span class = "p" > (< / span > < span class = "n" > t< / span > < span class = "p" > )< / span >
< span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > rsi-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > RSI< / span > < span class = "p" > (< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > t< / span > < span class = "p" > )< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > mfi-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > MFI< / span > < span class = "p" > (< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > t< / span > < span class = "p" > )< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > adx-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > ADX< / span > < span class = "p" > (< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > t< / span > < span class = "p" > )< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > sma-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > SMA< / span > < span class = "p" > (< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > t< / span > < span class = "p" > )< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > ema-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > EMA< / span > < span class = "p" > (< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > t< / span > < span class = "p" > )< / span >
< / span > < span class = "hll" >
< / span > < span class = "hll" > < span class = "n" > bollinger< / span > < span class = "o" > =< / span > < span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > bollinger_bands< / span > < span class = "p" > (< / span >
< / span > < span class = "hll" > < span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > typical_price< / span > < span class = "p" > (< / span > < span class = "n" > informative< / span > < span class = "p" > ),< / span > < span class = "n" > window< / span > < span class = "o" > =< / span > < span class = "n" > t< / span > < span class = "p" > ,< / span > < span class = "n" > stds< / span > < span class = "o" > =< / span > < span class = "mf" > 2.2< / span >
< / span > < span class = "hll" > < span class = "p" > )< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_lowerband-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > bollinger< / span > < span class = "p" > [< / span > < span class = "s2" > " lower" < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_middleband-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > bollinger< / span > < span class = "p" > [< / span > < span class = "s2" > " mid" < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_upperband-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > bollinger< / span > < span class = "p" > [< / span > < span class = "s2" > " upper" < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_width-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_upperband-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "o" > -< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_lowerband-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "p" > )< / span > < span class = "o" > /< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_middleband-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > close-bb_lower-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span > < span class = "o" > /< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " < / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > bb_lowerband-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "p" > )< / span >
< / span > < span class = "hll" >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > roc-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > ROC< / span > < span class = "p" > (< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > t< / span > < span class = "p" > )< / span >
< / span > < span class = "hll" >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > relative_volume-period_< / span > < span class = "si" > {< / span > < span class = "n" > t< / span > < span class = "si" > }< / span > < span class = "s2" > " < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "s2" > " volume" < / span > < span class = "p" > ]< / span > < span class = "o" > /< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "s2" > " volume" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > rolling< / span > < span class = "p" > (< / span > < span class = "n" > t< / span > < span class = "p" > )< / span > < span class = "o" > .< / span > < span class = "n" > mean< / span > < span class = "p" > ()< / span >
< / span > < span class = "hll" > < span class = "p" > )< / span > < span class = "c1" > # (1)< / span >
< / span >
< span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > pct-change" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > pct_change< / span > < span class = "p" > ()< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > raw_volume" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "s2" > " volume" < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "sa" > f< / span > < span class = "s2" > " %-< / span > < span class = "si" > {< / span > < span class = "n" > pair< / span > < span class = "si" > }< / span > < span class = "s2" > raw_price" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "c1" > # (2)< / span >
< / span >
< span class = "n" > indicators< / span > < span class = "o" > =< / span > < span class = "p" > [< / span > < span class = "n" > col< / span > < span class = "k" > for< / span > < span class = "n" > col< / span > < span class = "ow" > in< / span > < span class = "n" > informative< / span > < span class = "k" > if< / span > < span class = "n" > col< / span > < span class = "o" > .< / span > < span class = "n" > startswith< / span > < span class = "p" > (< / span > < span class = "s2" > " %" < / span > < span class = "p" > )]< / span >
< span class = "c1" > # This loop duplicates and shifts all indicators to add a sense of recency to data< / span >
< span class = "k" > for< / span > < span class = "n" > n< / span > < span class = "ow" > in< / span > < span class = "nb" > range< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > freqai_info< / span > < span class = "p" > [< / span > < span class = "s2" > " feature_parameters" < / span > < span class = "p" > ][< / span > < span class = "s2" > " include_shifted_candles" < / span > < span class = "p" > ]< / span > < span class = "o" > +< / span > < span class = "mi" > 1< / span > < span class = "p" > ):< / span >
< span class = "k" > if< / span > < span class = "n" > n< / span > < span class = "o" > ==< / span > < span class = "mi" > 0< / span > < span class = "p" > :< / span >
< span class = "k" > continue< / span >
< span class = "n" > informative_shift< / span > < span class = "o" > =< / span > < span class = "n" > informative< / span > < span class = "p" > [< / span > < span class = "n" > indicators< / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > shift< / span > < span class = "p" > (< / span > < span class = "n" > n< / span > < span class = "p" > )< / span >
< span class = "n" > informative_shift< / span > < span class = "o" > =< / span > < span class = "n" > informative_shift< / span > < span class = "o" > .< / span > < span class = "n" > add_suffix< / span > < span class = "p" > (< / span > < span class = "s2" > " _shift-" < / span > < span class = "o" > +< / span > < span class = "nb" > str< / span > < span class = "p" > (< / span > < span class = "n" > n< / span > < span class = "p" > ))< / span >
< span class = "n" > informative< / span > < span class = "o" > =< / span > < span class = "n" > pd< / span > < span class = "o" > .< / span > < span class = "n" > concat< / span > < span class = "p" > ((< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "n" > informative_shift< / span > < span class = "p" > ),< / span > < span class = "n" > axis< / span > < span class = "o" > =< / span > < span class = "mi" > 1< / span > < span class = "p" > )< / span >
< span class = "n" > df< / span > < span class = "o" > =< / span > < span class = "n" > merge_informative_pair< / span > < span class = "p" > (< / span > < span class = "n" > df< / span > < span class = "p" > ,< / span > < span class = "n" > informative< / span > < span class = "p" > ,< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > config< / span > < span class = "p" > [< / span > < span class = "s2" > " timeframe" < / span > < span class = "p" > ],< / span > < span class = "n" > tf< / span > < span class = "p" > ,< / span > < span class = "n" > ffill< / span > < span class = "o" > =< / span > < span class = "kc" > True< / span > < span class = "p" > )< / span >
< span class = "n" > skip_columns< / span > < span class = "o" > =< / span > < span class = "p" > [< / span >
< span class = "p" > (< / span > < span class = "n" > s< / span > < span class = "o" > +< / span > < span class = "s2" > " _" < / span > < span class = "o" > +< / span > < span class = "n" > tf< / span > < span class = "p" > )< / span > < span class = "k" > for< / span > < span class = "n" > s< / span > < span class = "ow" > in< / span > < span class = "p" > [< / span > < span class = "s2" > " date" < / span > < span class = "p" > ,< / span > < span class = "s2" > " open" < / span > < span class = "p" > ,< / span > < span class = "s2" > " high" < / span > < span class = "p" > ,< / span > < span class = "s2" > " low" < / span > < span class = "p" > ,< / span > < span class = "s2" > " close" < / span > < span class = "p" > ,< / span > < span class = "s2" > " volume" < / span > < span class = "p" > ]< / span >
< span class = "p" > ]< / span >
< span class = "n" > df< / span > < span class = "o" > =< / span > < span class = "n" > df< / span > < span class = "o" > .< / span > < span class = "n" > drop< / span > < span class = "p" > (< / span > < span class = "n" > columns< / span > < span class = "o" > =< / span > < span class = "n" > skip_columns< / span > < span class = "p" > )< / span >
< span class = "c1" > # Add generalized indicators here (because in live, it will call this< / span >
< span class = "c1" > # function to populate indicators during training). Notice how we ensure not to< / span >
< span class = "c1" > # add them multiple times< / span >
< span class = "k" > if< / span > < span class = "n" > set_generalized_indicators< / span > < span class = "p" > :< / span >
< span class = "hll" > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-d< / span > < span class = "s2" > ay_of_week" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s2" > " date" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > dt< / span > < span class = "o" > .< / span > < span class = "n" > dayofweek< / span > < span class = "o" > +< / span > < span class = "mi" > 1< / span > < span class = "p" > )< / span > < span class = "o" > /< / span > < span class = "mi" > 7< / span >
< / span > < span class = "hll" > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-ho< / span > < span class = "s2" > ur_of_day" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s2" > " date" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > dt< / span > < span class = "o" > .< / span > < span class = "n" > hour< / span > < span class = "o" > +< / span > < span class = "mi" > 1< / span > < span class = "p" > )< / span > < span class = "o" > /< / span > < span class = "mi" > 25< / span >
< / span > < span class = "hll" > < span class = "c1" > # (3)< / span >
< / span >
< span class = "hll" > < span class = "c1" > # user adds targets here by prepending them with & - (see convention below)< / span >
< / span > < span class = "hll" > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s2" > " & -s_close" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< / span > < span class = "hll" > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "o" > .< / span > < span class = "n" > shift< / span > < span class = "p" > (< / span > < span class = "o" > -< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > freqai_info< / span > < span class = "p" > [< / span > < span class = "s2" > " feature_parameters" < / span > < span class = "p" > ][< / span > < span class = "s2" > " label_period_candles" < / span > < span class = "p" > ])< / span >
< / span > < span class = "hll" > < span class = "o" > .< / span > < span class = "n" > rolling< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > freqai_info< / span > < span class = "p" > [< / span > < span class = "s2" > " feature_parameters" < / span > < span class = "p" > ][< / span > < span class = "s2" > " label_period_candles" < / span > < span class = "p" > ])< / span >
< / span > < span class = "hll" > < span class = "o" > .< / span > < span class = "n" > mean< / span > < span class = "p" > ()< / span >
< / span > < span class = "hll" > < span class = "o" > /< / span > < span class = "n" > df< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span >
< / span > < span class = "hll" > < span class = "o" > -< / span > < span class = "mi" > 1< / span >
< / span > < span class = "hll" > < span class = "p" > )< / span > < span class = "c1" > # (4)< / span >
< / span >
< span class = "k" > return< / span > < span class = "n" > df< / span >
< / code > < / pre > < / div > < / td > < / tr > < / table > < / div >
< ol >
< li > Features - Move to < code > feature_engineering_expand_all< / code > < / li >
< li > Basic features, not expanded across < code > indicator_periods_candles< / code > - move to< code > feature_engineering_expand_basic()< / code > .< / li >
< li > Standard features which should not be expanded - move to < code > feature_engineering_standard()< / code > .< / li >
< li > Targets - Move this part to < code > set_freqai_targets()< / code > .< / li >
< / ol >
< h3 id = "freqai-feature-engineering-expand-all" > freqai - feature engineering expand all< a class = "headerlink" href = "#freqai-feature-engineering-expand-all" title = "Permanent link" > ¶ < / a > < / h3 >
< p > Features will now expand automatically. As such, the expansion loops, as well as the < code > {pair}< / code > / < code > {timeframe}< / code > parts will need to be removed.< / p >
< div class = "highlight" > < table class = "highlighttable" > < tr > < td class = "linenos" > < div class = "linenodiv" > < pre > < span > < / span > < span class = "normal" > 1< / span >
< span class = "normal" > 2< / span >
< span class = "normal" > 3< / span >
< span class = "normal" > 4< / span >
< span class = "normal" > 5< / span >
< span class = "normal" > 6< / span >
< span class = "normal" > 7< / span >
< span class = "normal" > 8< / span >
< span class = "normal" > 9< / span >
< span class = "normal" > 10< / span >
< span class = "normal" > 11< / span >
< span class = "normal" > 12< / span >
< span class = "normal" > 13< / span >
< span class = "normal" > 14< / span >
< span class = "normal" > 15< / span >
< span class = "normal" > 16< / span >
< span class = "normal" > 17< / span >
< span class = "normal" > 18< / span >
< span class = "normal" > 19< / span >
< span class = "normal" > 20< / span >
< span class = "normal" > 21< / span >
< span class = "normal" > 22< / span >
< span class = "normal" > 23< / span >
< span class = "normal" > 24< / span >
< span class = "normal" > 25< / span >
< span class = "normal" > 26< / span >
< span class = "normal" > 27< / span >
< span class = "normal" > 28< / span >
< span class = "normal" > 29< / span >
< span class = "normal" > 30< / span >
< span class = "normal" > 31< / span >
< span class = "normal" > 32< / span >
< span class = "normal" > 33< / span >
< span class = "normal" > 34< / span >
< span class = "normal" > 35< / span >
< span class = "normal" > 36< / span >
< span class = "normal" > 37< / span >
< span class = "normal" > 38< / span >
< span class = "normal" > 39< / span >
< span class = "normal" > 40< / span >
< span class = "normal" > 41< / span >
< span class = "normal" > 42< / span >
< span class = "normal" > 43< / span >
< span class = "normal" > 44< / span >
< span class = "normal" > 45< / span >
< span class = "normal" > 46< / span >
< span class = "normal" > 47< / span >
< span class = "normal" > 48< / span >
< span class = "normal" > 49< / span >
< span class = "normal" > 50< / span >
< span class = "normal" > 51< / span >
< span class = "normal" > 52< / span > < / pre > < / div > < / td > < td class = "code" > < div > < pre > < span > < / span > < code > < span class = "k" > def< / span > < span class = "nf" > feature_engineering_expand_all< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > period< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > ::< / span >
< span class = "w" > < / span > < span class = "sd" > " " " < / span >
< span class = "sd" > *Only functional with FreqAI enabled strategies*< / span >
< span class = "sd" > This function will automatically expand the defined features on the config defined< / span >
< span class = "sd" > `indicator_periods_candles`, `include_timeframes`, `include_shifted_candles`, and< / span >
< span class = "sd" > `include_corr_pairs`. In other words, a single feature defined in this function< / span >
< span class = "sd" > will automatically expand to a total of< / span >
< span class = "sd" > `indicator_periods_candles` * `include_timeframes` * `include_shifted_candles` *< / span >
< span class = "sd" > `include_corr_pairs` numbers of features added to the model.< / span >
< span class = "sd" > All features must be prepended with `%` to be recognized by FreqAI internals.< / span >
< span class = "sd" > More details on how these config defined parameters accelerate feature engineering< / span >
< span class = "sd" > in the documentation at:< / span >
< span class = "sd" > https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters< / span >
< span class = "sd" > https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features< / span >
< span class = "sd" > :param df: strategy dataframe which will receive the features< / span >
< span class = "sd" > :param period: period of the indicator - usage example:< / span >
< span class = "sd" > dataframe[" %-ema-period" ] = ta.EMA(dataframe, timeperiod=period)< / span >
< span class = "sd" > " " " < / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-r< / span > < span class = "s2" > si-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > RSI< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > period< / span > < span class = "p" > )< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " %-mfi-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > MFI< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > period< / span > < span class = "p" > )< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-a< / span > < span class = "s2" > dx-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > ADX< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > period< / span > < span class = "p" > )< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-s< / span > < span class = "s2" > ma-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > SMA< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > period< / span > < span class = "p" > )< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-e< / span > < span class = "s2" > ma-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > EMA< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > period< / span > < span class = "p" > )< / span >
< span class = "n" > bollinger< / span > < span class = "o" > =< / span > < span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > bollinger_bands< / span > < span class = "p" > (< / span >
< span class = "n" > qtpylib< / span > < span class = "o" > .< / span > < span class = "n" > typical_price< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > ),< / span > < span class = "n" > window< / span > < span class = "o" > =< / span > < span class = "n" > period< / span > < span class = "p" > ,< / span > < span class = "n" > stds< / span > < span class = "o" > =< / span > < span class = "mf" > 2.2< / span >
< span class = "p" > )< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " bb_lowerband-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > bollinger< / span > < span class = "p" > [< / span > < span class = "s2" > " lower" < / span > < span class = "p" > ]< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " bb_middleband-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > bollinger< / span > < span class = "p" > [< / span > < span class = "s2" > " mid" < / span > < span class = "p" > ]< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " bb_upperband-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > bollinger< / span > < span class = "p" > [< / span > < span class = "s2" > " upper" < / span > < span class = "p" > ]< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " %-bb_width-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " bb_upperband-period" < / span > < span class = "p" > ]< / span >
< span class = "o" > -< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " bb_lowerband-period" < / span > < span class = "p" > ]< / span >
< span class = "p" > )< / span > < span class = "o" > /< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " bb_middleband-period" < / span > < span class = "p" > ]< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-c< / span > < span class = "s2" > lose-bb_lower-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span > < span class = "o" > /< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " bb_lowerband-period" < / span > < span class = "p" > ]< / span >
< span class = "p" > )< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-r< / span > < span class = "s2" > oc-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > ta< / span > < span class = "o" > .< / span > < span class = "n" > ROC< / span > < span class = "p" > (< / span > < span class = "n" > dataframe< / span > < span class = "p" > ,< / span > < span class = "n" > timeperiod< / span > < span class = "o" > =< / span > < span class = "n" > period< / span > < span class = "p" > )< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-r< / span > < span class = "s2" > elative_volume-period" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " volume" < / span > < span class = "p" > ]< / span > < span class = "o" > /< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " volume" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > rolling< / span > < span class = "p" > (< / span > < span class = "n" > period< / span > < span class = "p" > )< / span > < span class = "o" > .< / span > < span class = "n" > mean< / span > < span class = "p" > ()< / span >
< span class = "p" > )< / span >
< span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div > < / td > < / tr > < / table > < / div >
< h3 id = "freqai-feature-engineering-basic" > Freqai - feature engineering basic< a class = "headerlink" href = "#freqai-feature-engineering-basic" title = "Permanent link" > ¶ < / a > < / h3 >
< p > Basic features. Make sure to remove the < code > {pair}< / code > part from your features.< / p >
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< span class = "normal" > 30< / span > < / pre > < / div > < / td > < td class = "code" > < div > < pre > < span > < / span > < code > < span class = "k" > def< / span > < span class = "nf" > feature_engineering_expand_basic< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > ::< / span >
< span class = "w" > < / span > < span class = "sd" > " " " < / span >
< span class = "sd" > *Only functional with FreqAI enabled strategies*< / span >
< span class = "sd" > This function will automatically expand the defined features on the config defined< / span >
< span class = "sd" > `include_timeframes`, `include_shifted_candles`, and `include_corr_pairs`.< / span >
< span class = "sd" > In other words, a single feature defined in this function< / span >
< span class = "sd" > will automatically expand to a total of< / span >
< span class = "sd" > `include_timeframes` * `include_shifted_candles` * `include_corr_pairs`< / span >
< span class = "sd" > numbers of features added to the model.< / span >
< span class = "sd" > Features defined here will *not* be automatically duplicated on user defined< / span >
< span class = "sd" > `indicator_periods_candles`< / span >
< span class = "sd" > All features must be prepended with `%` to be recognized by FreqAI internals.< / span >
< span class = "sd" > More details on how these config defined parameters accelerate feature engineering< / span >
< span class = "sd" > in the documentation at:< / span >
< span class = "sd" > https://www.freqtrade.io/en/latest/freqai-parameter-table/#feature-parameters< / span >
< span class = "sd" > https://www.freqtrade.io/en/latest/freqai-feature-engineering/#defining-the-features< / span >
< span class = "sd" > :param df: strategy dataframe which will receive the features< / span >
< span class = "sd" > dataframe[" %-pct-change" ] = dataframe[" close" ].pct_change()< / span >
< span class = "sd" > dataframe[" %-ema-200" ] = ta.EMA(dataframe, timeperiod=200)< / span >
< span class = "sd" > " " " < / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " %-pct-change" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > pct_change< / span > < span class = "p" > ()< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-r< / span > < span class = "s2" > aw_volume" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " volume" < / span > < span class = "p" > ]< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-r< / span > < span class = "s2" > aw_price" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span >
< span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div > < / td > < / tr > < / table > < / div >
< h3 id = "freqai-feature-engineering-standard" > FreqAI - feature engineering standard< a class = "headerlink" href = "#freqai-feature-engineering-standard" title = "Permanent link" > ¶ < / a > < / h3 >
< div class = "highlight" > < table class = "highlighttable" > < tr > < td class = "linenos" > < div class = "linenodiv" > < pre > < span > < / span > < span class = "normal" > 1< / span >
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< span class = "normal" > 24< / span > < / pre > < / div > < / td > < td class = "code" > < div > < pre > < span > < / span > < code > < span class = "k" > def< / span > < span class = "nf" > feature_engineering_standard< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > :< / span >
< span class = "w" > < / span > < span class = "sd" > " " " < / span >
< span class = "sd" > *Only functional with FreqAI enabled strategies*< / span >
< span class = "sd" > This optional function will be called once with the dataframe of the base timeframe.< / span >
< span class = "sd" > This is the final function to be called, which means that the dataframe entering this< / span >
< span class = "sd" > function will contain all the features and columns created by all other< / span >
< span class = "sd" > freqai_feature_engineering_* functions.< / span >
< span class = "sd" > This function is a good place to do custom exotic feature extractions (e.g. tsfresh).< / span >
< span class = "sd" > This function is a good place for any feature that should not be auto-expanded upon< / span >
< span class = "sd" > (e.g. day of the week).< / span >
< span class = "sd" > All features must be prepended with `%` to be recognized by FreqAI internals.< / span >
< span class = "sd" > More details about feature engineering available:< / span >
< span class = "sd" > https://www.freqtrade.io/en/latest/freqai-feature-engineering< / span >
< span class = "sd" > :param df: strategy dataframe which will receive the features< / span >
< span class = "sd" > usage example: dataframe[" %-day_of_week" ] = (dataframe[" date" ].dt.dayofweek + 1) / 7< / span >
< span class = "sd" > " " " < / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-d< / span > < span class = "s2" > ay_of_week" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " date" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > dt< / span > < span class = "o" > .< / span > < span class = "n" > dayofweek< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " < / span > < span class = "si" > %-ho< / span > < span class = "s2" > ur_of_day" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " date" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > dt< / span > < span class = "o" > .< / span > < span class = "n" > hour< / span >
< span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div > < / td > < / tr > < / table > < / div >
< h3 id = "freqai-set-targets" > FreqAI - set Targets< a class = "headerlink" href = "#freqai-set-targets" title = "Permanent link" > ¶ < / a > < / h3 >
< p > Targets now get their own, dedicated method.< / p >
< div class = "highlight" > < table class = "highlighttable" > < tr > < td class = "linenos" > < div class = "linenodiv" > < pre > < span > < / span > < span class = "normal" > 1< / span >
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< span class = "normal" > 23< / span > < / pre > < / div > < / td > < td class = "code" > < div > < pre > < span > < / span > < code > < span class = "k" > def< / span > < span class = "nf" > set_freqai_targets< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > dataframe< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span > < span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > DataFrame< / span > < span class = "p" > :< / span >
< span class = "w" > < / span > < span class = "sd" > " " " < / span >
< span class = "sd" > *Only functional with FreqAI enabled strategies*< / span >
< span class = "sd" > Required function to set the targets for the model.< / span >
< span class = "sd" > All targets must be prepended with `& ` to be recognized by the FreqAI internals.< / span >
< span class = "sd" > More details about feature engineering available:< / span >
< span class = "sd" > https://www.freqtrade.io/en/latest/freqai-feature-engineering< / span >
< span class = "sd" > :param df: strategy dataframe which will receive the targets< / span >
< span class = "sd" > usage example: dataframe[" & -target" ] = dataframe[" close" ].shift(-1) / dataframe[" close" ]< / span >
< span class = "sd" > " " " < / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " & -s_close" < / span > < span class = "p" > ]< / span > < span class = "o" > =< / span > < span class = "p" > (< / span >
< span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span >
< span class = "o" > .< / span > < span class = "n" > shift< / span > < span class = "p" > (< / span > < span class = "o" > -< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > freqai_info< / span > < span class = "p" > [< / span > < span class = "s2" > " feature_parameters" < / span > < span class = "p" > ][< / span > < span class = "s2" > " label_period_candles" < / span > < span class = "p" > ])< / span >
< span class = "o" > .< / span > < span class = "n" > rolling< / span > < span class = "p" > (< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > freqai_info< / span > < span class = "p" > [< / span > < span class = "s2" > " feature_parameters" < / span > < span class = "p" > ][< / span > < span class = "s2" > " label_period_candles" < / span > < span class = "p" > ])< / span >
< span class = "o" > .< / span > < span class = "n" > mean< / span > < span class = "p" > ()< / span >
< span class = "o" > /< / span > < span class = "n" > dataframe< / span > < span class = "p" > [< / span > < span class = "s2" > " close" < / span > < span class = "p" > ]< / span >
< span class = "o" > -< / span > < span class = "mi" > 1< / span >
< span class = "p" > )< / span >
< span class = "k" > return< / span > < span class = "n" > dataframe< / span >
< / code > < / pre > < / div > < / td > < / tr > < / table > < / div >
< h3 id = "freqai-new-data-pipeline" > FreqAI - New data Pipeline< a class = "headerlink" href = "#freqai-new-data-pipeline" title = "Permanent link" > ¶ < / a > < / h3 >
< p > If you have created your own custom < code > IFreqaiModel< / code > with a custom < code > train()< / code > /< code > predict()< / code > function, < em > and< / em > you still rely on < code > data_cleaning_train/predict()< / code > , then you will need to migrate to the new pipeline. If your model does < em > not< / em > rely on < code > data_cleaning_train/predict()< / code > , then you do not need to worry about this migration. That means that this migration guide is relevant for a very small percentage of power-users. If you stumbled upon this guide by mistake, feel free to inquire in depth about your problem in the Freqtrade discord server.< / p >
< p > The conversion involves first removing < code > data_cleaning_train/predict()< / code > and replacing them with a < code > define_data_pipeline()< / code > and < code > define_label_pipeline()< / code > function to your < code > IFreqaiModel< / code > class:< / p >
< div class = "highlight" > < table class = "highlighttable" > < tr > < td class = "linenos" > < div class = "linenodiv" > < pre > < span > < / span > < span class = "normal" > 1< / span >
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< span class = "normal" > 68< / span > < / pre > < / div > < / td > < td class = "code" > < div > < pre > < span > < / span > < code > < span class = "k" > class< / span > < span class = "nc" > MyCoolFreqaiModel< / span > < span class = "p" > (< / span > < span class = "n" > BaseRegressionModel< / span > < span class = "p" > ):< / span >
< span class = "w" > < / span > < span class = "sd" > " " " < / span >
< span class = "sd" > Some cool custom IFreqaiModel you made before Freqtrade version 2023.6< / span >
< span class = "sd" > " " " < / span >
< span class = "k" > def< / span > < span class = "nf" > train< / span > < span class = "p" > (< / span >
< span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > unfiltered_df< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "n" > pair< / span > < span class = "p" > :< / span > < span class = "nb" > str< / span > < span class = "p" > ,< / span > < span class = "n" > dk< / span > < span class = "p" > :< / span > < span class = "n" > FreqaiDataKitchen< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span >
< span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > Any< / span > < span class = "p" > :< / span >
< span class = "c1" > # ... your custom stuff< / span >
< span class = "hll" > < span class = "c1" > # Remove these lines< / span >
< / span > < span class = "hll" > < span class = "c1" > # data_dictionary = dk.make_train_test_datasets(features_filtered, labels_filtered)< / span >
< / span > < span class = "hll" > < span class = "c1" > # self.data_cleaning_train(dk)< / span >
< / span > < span class = "hll" > < span class = "c1" > # data_dictionary = dk.normalize_data(data_dictionary)< / span >
< / span > < span class = "c1" > # (1)< / span >
< span class = "c1" > # Add these lines. Now we control the pipeline fit/transform ourselves< / span >
< span class = "n" > dd< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > make_train_test_datasets< / span > < span class = "p" > (< / span > < span class = "n" > features_filtered< / span > < span class = "p" > ,< / span > < span class = "n" > labels_filtered< / span > < span class = "p" > )< / span >
< span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > feature_pipeline< / span > < span class = "o" > =< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > define_data_pipeline< / span > < span class = "p" > (< / span > < span class = "n" > threads< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > thread_count< / span > < span class = "p" > )< / span >
< span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > label_pipeline< / span > < span class = "o" > =< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > define_label_pipeline< / span > < span class = "p" > (< / span > < span class = "n" > threads< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > thread_count< / span > < span class = "p" > )< / span >
< span class = "p" > (< / span > < span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_features" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_labels" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_weights" < / span > < span class = "p" > ])< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > feature_pipeline< / span > < span class = "o" > .< / span > < span class = "n" > fit_transform< / span > < span class = "p" > (< / span > < span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_features" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_labels" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_weights" < / span > < span class = "p" > ])< / span >
< span class = "p" > (< / span > < span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_features" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_labels" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_weights" < / span > < span class = "p" > ])< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > feature_pipeline< / span > < span class = "o" > .< / span > < span class = "n" > transform< / span > < span class = "p" > (< / span > < span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_features" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_labels" < / span > < span class = "p" > ],< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_weights" < / span > < span class = "p" > ])< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_labels" < / span > < span class = "p" > ],< / span > < span class = "n" > _< / span > < span class = "p" > ,< / span > < span class = "n" > _< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > label_pipeline< / span > < span class = "o" > .< / span > < span class = "n" > fit_transform< / span > < span class = "p" > (< / span > < span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " train_labels" < / span > < span class = "p" > ])< / span >
< span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_labels" < / span > < span class = "p" > ],< / span > < span class = "n" > _< / span > < span class = "p" > ,< / span > < span class = "n" > _< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > label_pipeline< / span > < span class = "o" > .< / span > < span class = "n" > transform< / span > < span class = "p" > (< / span > < span class = "n" > dd< / span > < span class = "p" > [< / span > < span class = "s2" > " test_labels" < / span > < span class = "p" > ])< / span >
< span class = "c1" > # ... your custom code< / span >
< span class = "k" > return< / span > < span class = "n" > model< / span >
< span class = "k" > def< / span > < span class = "nf" > predict< / span > < span class = "p" > (< / span >
< span class = "bp" > self< / span > < span class = "p" > ,< / span > < span class = "n" > unfiltered_df< / span > < span class = "p" > :< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "n" > dk< / span > < span class = "p" > :< / span > < span class = "n" > FreqaiDataKitchen< / span > < span class = "p" > ,< / span > < span class = "o" > **< / span > < span class = "n" > kwargs< / span >
< span class = "p" > )< / span > < span class = "o" > -> < / span > < span class = "n" > Tuple< / span > < span class = "p" > [< / span > < span class = "n" > DataFrame< / span > < span class = "p" > ,< / span > < span class = "n" > npt< / span > < span class = "o" > .< / span > < span class = "n" > NDArray< / span > < span class = "p" > [< / span > < span class = "n" > np< / span > < span class = "o" > .< / span > < span class = "n" > int_< / span > < span class = "p" > ]]:< / span >
< span class = "c1" > # ... your custom stuff< / span >
< span class = "hll" > < span class = "c1" > # Remove these lines:< / span >
< / span > < span class = "hll" > < span class = "c1" > # self.data_cleaning_predict(dk)< / span >
< / span > < span class = "hll" > < span class = "c1" > # (2)< / span >
< / span >
< span class = "c1" > # Add these lines:< / span >
< span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > data_dictionary< / span > < span class = "p" > [< / span > < span class = "s2" > " prediction_features" < / span > < span class = "p" > ],< / span > < span class = "n" > outliers< / span > < span class = "p" > ,< / span > < span class = "n" > _< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > feature_pipeline< / span > < span class = "o" > .< / span > < span class = "n" > transform< / span > < span class = "p" > (< / span >
< span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > data_dictionary< / span > < span class = "p" > [< / span > < span class = "s2" > " prediction_features" < / span > < span class = "p" > ],< / span > < span class = "n" > outlier_check< / span > < span class = "o" > =< / span > < span class = "kc" > True< / span > < span class = "p" > )< / span >
< span class = "hll" > < span class = "c1" > # Remove this line< / span >
< / span > < span class = "hll" > < span class = "c1" > # pred_df = dk.denormalize_labels_from_metadata(pred_df)< / span >
< / span > < span class = "hll" > < span class = "c1" > # (3)< / span >
< / span >
< span class = "c1" > # Replace with these lines< / span >
< span class = "n" > pred_df< / span > < span class = "p" > ,< / span > < span class = "n" > _< / span > < span class = "p" > ,< / span > < span class = "n" > _< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > label_pipeline< / span > < span class = "o" > .< / span > < span class = "n" > inverse_transform< / span > < span class = "p" > (< / span > < span class = "n" > pred_df< / span > < span class = "p" > )< / span >
< span class = "k" > if< / span > < span class = "bp" > self< / span > < span class = "o" > .< / span > < span class = "n" > freqai_info< / span > < span class = "o" > .< / span > < span class = "n" > get< / span > < span class = "p" > (< / span > < span class = "s2" > " DI_threshold" < / span > < span class = "p" > ,< / span > < span class = "mi" > 0< / span > < span class = "p" > )< / span > < span class = "o" > > < / span > < span class = "mi" > 0< / span > < span class = "p" > :< / span >
< span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > DI_values< / span > < span class = "o" > =< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > feature_pipeline< / span > < span class = "p" > [< / span > < span class = "s2" > " di" < / span > < span class = "p" > ]< / span > < span class = "o" > .< / span > < span class = "n" > di_values< / span >
< span class = "k" > else< / span > < span class = "p" > :< / span >
< span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > DI_values< / span > < span class = "o" > =< / span > < span class = "n" > np< / span > < span class = "o" > .< / span > < span class = "n" > zeros< / span > < span class = "p" > (< / span > < span class = "n" > outliers< / span > < span class = "o" > .< / span > < span class = "n" > shape< / span > < span class = "p" > [< / span > < span class = "mi" > 0< / span > < span class = "p" > ])< / span >
< span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > do_predict< / span > < span class = "o" > =< / span > < span class = "n" > outliers< / span >
< span class = "c1" > # ... your custom code< / span >
< span class = "k" > return< / span > < span class = "p" > (< / span > < span class = "n" > pred_df< / span > < span class = "p" > ,< / span > < span class = "n" > dk< / span > < span class = "o" > .< / span > < span class = "n" > do_predict< / span > < span class = "p" > )< / span >
< / code > < / pre > < / div > < / td > < / tr > < / table > < / div >
< ol >
< li > Data normalization and cleaning is now homogenized with the new pipeline definition. This is created in the new < code > define_data_pipeline()< / code > and < code > define_label_pipeline()< / code > functions. The < code > data_cleaning_train()< / code > and < code > data_cleaning_predict()< / code > functions are no longer used. You can override < code > define_data_pipeline()< / code > to create your own custom pipeline if you wish.< / li >
< li > Data normalization and cleaning is now homogenized with the new pipeline definition. This is created in the new < code > define_data_pipeline()< / code > and < code > define_label_pipeline()< / code > functions. The < code > data_cleaning_train()< / code > and < code > data_cleaning_predict()< / code > functions are no longer used. You can override < code > define_data_pipeline()< / code > to create your own custom pipeline if you wish.< / li >
< li > Data denormalization is done with the new pipeline. Replace this with the lines below.< / li >
< / ol >
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