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Add IStrategy.custom_sell method which allows per-trade sell signal evaluation.

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This commit is contained in:
Rokas Kupstys 2021-04-17 10:49:09 +03:00
parent 1c315a5842
commit 0fd68aee51
1 changed files with 26 additions and 2 deletions
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28
freqtrade/strategy/interface.py
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@ -285,6 +285,27 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return self.stoploss
def custom_sell(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs) -> bool:
"""
Custom sell signal logic indicating that specified position should be sold. Returning True
from this method is equal to setting sell signal on a candle at specified time.
This method is not called when sell signal is set.
This method should be overridden to create sell signals that depend on trade parameters. For
example you could implement a stoploss relative to candle when trade was opened, or a custom
1:2 risk-reward ROI.
:param pair: Pair that's currently analyzed
:param trade: trade object.
:param current_time: datetime object, containing the current datetime
:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
:param current_profit: Current profit (as ratio), calculated based on current_rate.
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return bool: Whether trade should exit now.
"""
return False
def informative_pairs(self) -> ListPairsWithTimeframes:
"""
Define additional, informative pair/interval combinations to be cached from the exchange.
@ -535,9 +556,12 @@ class IStrategy(ABC, HyperStrategyMixin):
and current_profit <= ask_strategy.get('sell_profit_offset', 0)):
# sell_profit_only and profit doesn't reach the offset - ignore sell signal
sell_signal = False
else:
sell_signal = sell and not buy and ask_strategy.get('use_sell_signal', True)
elif ask_strategy.get('use_sell_signal', True):
sell = sell or self.custom_sell(trade.pair, trade, date, current_rate, current_profit)
sell_signal = sell and not buy
# TODO: return here if sell-signal should be favored over ROI
else:
sell_signal = False
# Start evaluations
# Sequence: