mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 02:12:01 +00:00
Introduce strategy_version variable
This commit is contained in:
parent
4fcfb1eaca
commit
92011f8294
|
@ -153,6 +153,10 @@ class StrategyResolver(IResolver):
|
|||
strategy._populate_fun_len = len(getfullargspec(strategy.populate_indicators).args)
|
||||
strategy._buy_fun_len = len(getfullargspec(strategy.populate_buy_trend).args)
|
||||
strategy._sell_fun_len = len(getfullargspec(strategy.populate_sell_trend).args)
|
||||
if any([x == 2 for x in [strategy._populate_fun_len,
|
||||
strategy._buy_fun_len,
|
||||
strategy._sell_fun_len]]):
|
||||
strategy.strategy_version = 1
|
||||
|
||||
try:
|
||||
return import_strategy(strategy, config=config)
|
||||
|
|
|
@ -13,6 +13,7 @@ class DefaultStrategy(IStrategy):
|
|||
Default Strategy provided by freqtrade bot.
|
||||
You can override it with your own strategy
|
||||
"""
|
||||
strategy_version: int = 2
|
||||
|
||||
# Minimal ROI designed for the strategy
|
||||
minimal_roi = {
|
||||
|
|
|
@ -60,6 +60,11 @@ class IStrategy(ABC):
|
|||
stoploss -> float: optimal stoploss designed for the strategy
|
||||
ticker_interval -> str: value of the ticker interval to use for the strategy
|
||||
"""
|
||||
# Strategy interface version
|
||||
# Default to version 2
|
||||
# version 1 is the initial interface without metadata dict
|
||||
# Version 2 populate_* include metadata dict
|
||||
strategy_version: int = 2
|
||||
|
||||
_populate_fun_len: int = 0
|
||||
_buy_fun_len: int = 0
|
||||
|
|
|
@ -380,6 +380,31 @@ def test_call_deprecated_function(result, monkeypatch, default_conf):
|
|||
assert resolver.strategy._populate_fun_len == 2
|
||||
assert resolver.strategy._buy_fun_len == 2
|
||||
assert resolver.strategy._sell_fun_len == 2
|
||||
assert resolver.strategy.strategy_version == 1
|
||||
|
||||
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
assert isinstance(indicator_df, DataFrame)
|
||||
assert 'adx' in indicator_df.columns
|
||||
|
||||
buydf = resolver.strategy.advise_buy(result, metadata=metadata)
|
||||
assert isinstance(buydf, DataFrame)
|
||||
assert 'buy' in buydf.columns
|
||||
|
||||
selldf = resolver.strategy.advise_sell(result, metadata=metadata)
|
||||
assert isinstance(selldf, DataFrame)
|
||||
assert 'sell' in selldf
|
||||
|
||||
|
||||
def test_strategy_versioning(result, monkeypatch, default_conf):
|
||||
default_conf.update({'strategy': 'DefaultStrategy'})
|
||||
resolver = StrategyResolver(default_conf)
|
||||
metadata = {'pair': 'ETH/BTC'}
|
||||
|
||||
# Make sure we are using a legacy function
|
||||
assert resolver.strategy._populate_fun_len == 3
|
||||
assert resolver.strategy._buy_fun_len == 3
|
||||
assert resolver.strategy._sell_fun_len == 3
|
||||
assert resolver.strategy.strategy_version == 2
|
||||
|
||||
indicator_df = resolver.strategy.advise_indicators(result, metadata=metadata)
|
||||
assert isinstance(indicator_df, DataFrame)
|
||||
|
|
|
@ -28,6 +28,9 @@ class TestStrategy(IStrategy):
|
|||
- the prototype for the methods: minimal_roi, stoploss, populate_indicators, populate_buy_trend,
|
||||
populate_sell_trend, hyperopt_space, buy_strategy_generator
|
||||
"""
|
||||
# Strategy intervace version - allow new iterations of the strategy interface.
|
||||
# Check the documentation or the Sample strategy to get the latest version.
|
||||
strategy_version: int = 2
|
||||
|
||||
# Minimal ROI designed for the strategy.
|
||||
# This attribute will be overridden if the config file contains "minimal_roi"
|
||||
|
@ -256,14 +259,14 @@ class TestStrategy(IStrategy):
|
|||
# Retrieve best bid and best ask
|
||||
# ------------------------------------
|
||||
"""
|
||||
# first check if dataprovider is available
|
||||
# first check if dataprovider is available
|
||||
if self.dp:
|
||||
if self.dp.runmode in ('live', 'dry_run'):
|
||||
ob = self.dp.orderbook(metadata['pair'], 1)
|
||||
dataframe['best_bid'] = ob['bids'][0][0]
|
||||
dataframe['best_ask'] = ob['asks'][0][0]
|
||||
"""
|
||||
|
||||
|
||||
return dataframe
|
||||
|
||||
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
|
|
Loading…
Reference in New Issue
Block a user