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Code Issues Actions 2 Packages Projects Releases Wiki Activity

Add "side" parameter to custom_stake_amount

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This commit is contained in:
Matthias 2021-09-26 19:35:54 +02:00
parent 84e013de2d
commit a926f54a25
5 changed files with 12 additions and 9 deletions
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2
docs/strategy-advanced.md
View File

@ -619,7 +619,7 @@ It is possible to manage your risk by reducing or increasing stake amount when p
class AwesomeStrategy(IStrategy):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: float, max_stake: float,
**kwargs) -> float:
side: str, **kwargs) -> float:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
current_candle = dataframe.iloc[-1].squeeze()

4
freqtrade/freqtradebot.py
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@ -502,7 +502,9 @@ class FreqtradeBot(LoggingMixin):
default_retval=stake_amount)(
pair=pair, current_time=datetime.now(timezone.utc),
current_rate=enter_limit_requested, proposed_stake=stake_amount,
min_stake=min_stake_amount, max_stake=max_stake_amount)
min_stake=min_stake_amount, max_stake=max_stake_amount, side='long')
# TODO-lev: Add non-hardcoded "side" parameter
stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
if not stake_amount:

3
freqtrade/optimize/backtesting.py
View File

@ -429,7 +429,8 @@ class Backtesting:
stake_amount = strategy_safe_wrapper(self.strategy.custom_stake_amount,
default_retval=stake_amount)(
pair=pair, current_time=row[DATE_IDX].to_pydatetime(), current_rate=row[OPEN_IDX],
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount)
proposed_stake=stake_amount, min_stake=min_stake_amount, max_stake=max_stake_amount,
side=direction)
stake_amount = self.wallets._validate_stake_amount(pair, stake_amount, min_stake_amount)
if not stake_amount:

4
freqtrade/strategy/interface.py
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@ -366,10 +366,9 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return None
# TODO-lev: add side
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: float, max_stake: float,
**kwargs) -> float:
side: str, **kwargs) -> float:
"""
Customize stake size for each new trade.
@ -379,6 +378,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.
"""
return proposed_stake

8
freqtrade/templates/subtemplates/strategy_methods_advanced.j2
View File

@ -12,12 +12,11 @@ def bot_loop_start(self, **kwargs) -> None:
"""
pass
def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate: float,
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: float, max_stake: float,
**kwargs) -> float:
side: str, **kwargs) -> float:
"""
Customize stake size for each new trade. This method is not called when edge module is
enabled.
Customize stake size for each new trade.
:param pair: Pair that's currently analyzed
:param current_time: datetime object, containing the current datetime
@ -25,6 +24,7 @@ def custom_stake_amount(self, pair: str, current_time: 'datetime', current_rate:
:param proposed_stake: A stake amount proposed by the bot.
:param min_stake: Minimal stake size allowed by exchange.
:param max_stake: Balance available for trading.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:return: A stake size, which is between min_stake and max_stake.
"""
return proposed_stake