feature(docs/strategy-customization): add example how to store indicator with DatetimeIndex into custom_info

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Joe Schr 2021-03-03 15:04:18 +01:00
parent 5cf3194fab
commit cc4e84bb70

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@ -333,6 +333,22 @@ class AwesomeStrategy(IStrategy):
***
#### Storing custom information using DatetimeIndex from `dataframe`
Imagine you need to store an indicator like `ATR` or `RSI` into `custom_info`. To use this in a meaningful way, you will not only need the raw data of the indicator, but probably also need to keep the right timestamps.
class AwesomeStrategy(IStrategy):
# Create custom dictionary
custom_info = {}
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# add indicator mapped to correct DatetimeIndex to custom_info
# using "ATR" here as example
self.custom_info[metadata['pair']] = dataframe[['date', 'atr']].copy().set_index('date')
return dataframe
See: (custom_stoploss example)[WIP] for how to access it
## Additional data (informative_pairs)
### Get data for non-tradeable pairs