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Remove dataframe parameter from docs.
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@ -60,7 +60,8 @@ from freqtrade.strategy import IStrategy, timeframe_to_prev_date
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class AwesomeStrategy(IStrategy):
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def custom_sell(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
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current_profit: float, dataframe: DataFrame, **kwargs):
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current_profit: float, **kwargs):
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dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
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trade_open_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
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trade_row = dataframe.loc[dataframe['date'] == trade_open_date].squeeze()
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@ -105,8 +106,7 @@ class AwesomeStrategy(IStrategy):
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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"""
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Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
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e.g. returning -0.05 would create a stoploss 5% below current_rate.
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@ -156,8 +156,7 @@ class AwesomeStrategy(IStrategy):
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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# Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
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if current_time - timedelta(minutes=120) > trade.open_date_utc:
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@ -183,8 +182,7 @@ class AwesomeStrategy(IStrategy):
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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if pair in ('ETH/BTC', 'XRP/BTC'):
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return -0.10
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@ -210,8 +208,7 @@ class AwesomeStrategy(IStrategy):
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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if current_profit < 0.04:
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return -1 # return a value bigger than the inital stoploss to keep using the inital stoploss
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@ -250,8 +247,7 @@ class AwesomeStrategy(IStrategy):
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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# evaluate highest to lowest, so that highest possible stop is used
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if current_profit > 0.40:
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@ -293,8 +289,7 @@ class AwesomeStrategy(IStrategy):
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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# Default return value
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result = 1
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@ -302,6 +297,7 @@ class AwesomeStrategy(IStrategy):
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# Using current_time directly would only work in backtesting. Live/dry runs need time to
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# be rounded to previous candle to be used as dataframe index. Rounding must also be
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# applied to `trade.open_date(_utc)` if it is used for `dataframe` indexing.
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dataframe = self.dp.get_analyzed_dataframe(pair, self.timeframe)
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current_time = timeframe_to_prev_date(self.timeframe, current_time)
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current_row = dataframe.loc[dataframe['date'] == current_time].squeeze()
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if 'atr' in current_row:
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@ -631,8 +631,7 @@ Stoploss values returned from `custom_stoploss` must specify a percentage relati
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float, dataframe: DataFrame,
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**kwargs) -> float:
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current_rate: float, current_profit: float, **kwargs) -> float:
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# once the profit has risen above 10%, keep the stoploss at 7% above the open price
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if current_profit > 0.10:
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@ -296,7 +296,6 @@ class IStrategy(ABC, HyperStrategyMixin):
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in ask_strategy.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param dataframe: Analyzed dataframe for this pair. Can contain future data in backtesting.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: New stoploss value, relative to the currentrate
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"""
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