Add documentation for additional_pairs

This commit is contained in:
Matthias 2019-01-21 20:22:49 +01:00
parent 6e2de75bcb
commit fc92491a47

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@ -232,7 +232,8 @@ Currently this is `pair`, which can be accessed using `metadata['pair']` - and w
The strategy provides access to the `DataProvider`. This allows you to get additional data to use in your strategy.
**NOTE**: The DataProvier is currently not available during backtesting / hyperopt.
!!!Note:
The DataProvier is currently not available during backtesting / hyperopt, but this is planned for the future.
All methods return `None` in case of failure (do not raise an exception).
@ -259,6 +260,10 @@ if self.dp:
ticker_interval='1h')
```
!!! Warning: Warning about backtesting
Be carefull when using dataprovider in backtesting. `historic_ohlcv()` provides the full time-range in one go,
so please be aware of it and make sure to not "look into the future" to avoid surprises when running in dry/live mode).
#### Available Pairs
``` python
@ -267,11 +272,35 @@ if self.dp:
print(f"available {pair}, {ticker}")
```
#### Get data for non-tradeable pairs
Data for additional pairs (reference pairs) can be beneficial for some strategies.
Ohlcv data for these pairs will be downloaded as part of the regular whitelist refresh process and is available via `DataProvider` just as other pairs (see above).
These parts will **not** be traded unless they are also specified in the pair whitelist, or have been selected by Dynamic Whitelisting.
The pairs need to be specified as tuples in the format `("pair", "interval")`, with pair as the first and time interval as the second argument.
Sample:
``` python
def additional_pairs(self):
return [("ETH/USDT", "5m"),
("BTC/TUSD", "15m"),
]
```
!!! Warning:
As these pairs will be refreshed as part of the regular whitelist refresh, it's best to keep this list short.
All intervals and all pairs can be specified as long as they are available (and active) on the used exchange.
It is however better to use resampling to longer time-intervals when possible
to avoid hammering the exchange with too many requests and risk beeing blocked.
### Additional data - Wallets
The strategy provides access to the `Wallets` object. This contains the current balances on the exchange.
**NOTE**: Wallets is not available during backtesting / hyperopt.
!!!NOTE:
Wallets is not available during backtesting / hyperopt.
Please always check if `Wallets` is available to avoid failures during backtesting.