Add side to custom_entry_price

This commit is contained in:
Matthias 2022-04-04 16:48:27 +02:00
parent 61faee1e7d
commit f8783c908e
5 changed files with 30 additions and 4 deletions

View File

@ -365,7 +365,7 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], **kwargs) -> float:
entry_tag: Optional[str], side: str, **kwargs) -> float:
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
timeframe=self.timeframe)

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@ -18,6 +18,7 @@ You can use the quick summary as checklist. Please refer to the detailed section
* New `side` argument to callbacks without trade object
* [`custom_stake_amount`](#custom-stake-amount)
* [`confirm_trade_entry`](#confirm_trade_entry)
* [`custom_entry_price`](#custom_entry_price)
* [Changed argument name in `confirm_trade_exit`](#confirm_trade_exit)
* Dataframe columns:
* [`buy` -> `enter_long`](#populate_buy_trend)
@ -227,6 +228,26 @@ class AwesomeStrategy(IStrategy):
return True
```
### `custom_entry_price`
New string argument `side` - which can be either `"long"` or `"short"`.
``` python hl_lines="3"
class AwesomeStrategy(IStrategy):
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], **kwargs) -> float:
return proposed_rate
```
After:
``` python hl_lines="3"
class AwesomeStrategy(IStrategy):
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
return proposed_rate
```
### Adjust trade position changes
While adjust-trade-position itself did not change, you should no longer use `trade.nr_of_successful_buys` - and instead use `trade.nr_of_successful_entries`, which will also include short entries.

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@ -760,7 +760,9 @@ class FreqtradeBot(LoggingMixin):
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=proposed_enter_rate)(
pair=pair, current_time=datetime.now(timezone.utc),
proposed_rate=proposed_enter_rate, entry_tag=entry_tag)
proposed_rate=proposed_enter_rate, entry_tag=entry_tag,
side=trade_side,
)
enter_limit_requested = self.get_valid_price(custom_entry_price, proposed_enter_rate)

View File

@ -643,7 +643,9 @@ class Backtesting:
propose_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=propose_rate)(
pair=pair, current_time=current_time,
proposed_rate=propose_rate, entry_tag=entry_tag) # default value is the open rate
proposed_rate=propose_rate, entry_tag=entry_tag,
side=direction,
) # default value is the open rate
# We can't place orders higher than current high (otherwise it'd be a stop limit buy)
# which freqtrade does not support in live.
if direction == "short":

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@ -339,7 +339,7 @@ class IStrategy(ABC, HyperStrategyMixin):
return self.stoploss
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], **kwargs) -> float:
entry_tag: Optional[str], side: str, **kwargs) -> float:
"""
Custom entry price logic, returning the new entry price.
@ -351,6 +351,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:param current_time: datetime object, containing the current datetime
:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
:param side: 'long' or 'short' - indicating the direction of the proposed trade
:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
:return float: New entry price value if provided
"""