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Merge pull request #1601 from hroff-1902/no-recursion-edge
eliminate recursion in Edge
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commit
4e291795a6
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@ -351,7 +351,7 @@ class Edge():
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return result
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def _detect_next_stop_or_sell_point(self, buy_column, sell_column, date_column,
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ohlc_columns, stoploss, pair, start_point=0):
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ohlc_columns, stoploss, pair):
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"""
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Iterate through ohlc_columns recursively in order to find the next trade
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Next trade opens from the first buy signal noticed to
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@ -362,12 +362,15 @@ class Edge():
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"""
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result: list = []
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start_point = 0
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while True:
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open_trade_index = utf1st.find_1st(buy_column, 1, utf1st.cmp_equal)
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# return empty if we don't find trade entry (i.e. buy==1) or
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# we find a buy but at the of array
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if open_trade_index == -1 or open_trade_index == len(buy_column) - 1:
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return []
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break
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else:
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open_trade_index += 1 # when a buy signal is seen,
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# trade opens in reality on the next candle
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@ -395,7 +398,7 @@ class Edge():
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# It is not interesting for Edge to consider it so we simply ignore the trade
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# And stop iterating there is no more entry
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if stop_index == sell_index == float('inf'):
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return []
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break
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if stop_index <= sell_index:
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exit_index = open_trade_index + stop_index
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@ -407,7 +410,7 @@ class Edge():
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# check if we have the next candle
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if len(ohlc_columns) - 1 < exit_index:
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return []
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break
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exit_type = SellType.SELL_SIGNAL
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exit_price = ohlc_columns[exit_index, 0]
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@ -428,14 +431,11 @@ class Edge():
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result.append(trade)
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# Calling again the same function recursively but giving
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# it a view of exit_index till the end of array
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return result + self._detect_next_stop_or_sell_point(
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buy_column[exit_index:],
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sell_column[exit_index:],
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date_column[exit_index:],
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ohlc_columns[exit_index:],
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stoploss,
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pair,
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(start_point + exit_index)
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)
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# giving a view of exit_index till the end of array
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buy_column = buy_column[exit_index:]
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sell_column = sell_column[exit_index:]
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date_column = date_column[exit_index:]
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ohlc_columns = ohlc_columns[exit_index:]
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start_point += exit_index
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return result
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