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fix custom_exit (thanks @paranoidandy)

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This commit is contained in:
robcaulk 2022-06-02 14:58:45 +02:00
parent b37c31cc21
commit fea39254d9
1 changed files with 13 additions and 24 deletions
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37
freqtrade/templates/FreqaiExampleStrategy.py
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@ -234,20 +234,19 @@ class FreqaiExampleStrategy(IStrategy):
def get_ticker_indicator(self):
return int(self.config["timeframe"][:-1])
def custom_exit(
self, pair: str, trade: Trade, current_time, current_rate, current_profit, **kwargs
):
def custom_exit(self, pair: str, trade: Trade, current_time, current_rate,
current_profit, **kwargs):
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
trade_date = timeframe_to_prev_date(self.config["timeframe"], trade.open_date_utc)
trade_candle = dataframe.loc[(dataframe["date"] == trade_date)]
trade_date = timeframe_to_prev_date(self.config['timeframe'], trade.open_date_utc)
trade_candle = dataframe.loc[(dataframe['date'] == trade_date)]
if trade_candle.empty:
return None
trade_candle = trade_candle.squeeze()
follow_mode = self.config.get("freqai", {}).get("follow_mode", False)
follow_mode = self.config.get('freqai', {}).get('follow_mode', False)
if not follow_mode:
pair_dict = self.model.bridge.data_drawer.pair_dict
@ -256,40 +255,30 @@ class FreqaiExampleStrategy(IStrategy):
entry_tag = trade.enter_tag
if "prediction" + entry_tag not in pair_dict[pair]:
if ('prediction' + entry_tag not in pair_dict[pair] or
pair_dict[pair]['prediction' + entry_tag] == 0):
with self.model.bridge.lock:
pair_dict[pair]["prediction" + entry_tag] = abs(trade_candle["prediction"])
pair_dict[pair]['prediction' + entry_tag] = abs(trade_candle['prediction'])
if not follow_mode:
self.model.bridge.data_drawer.save_drawer_to_disk()
else:
self.model.bridge.data_drawer.save_follower_dict_to_dist()
else:
if pair_dict[pair]["prediction" + entry_tag] > 0:
roi_price = abs(trade_candle["prediction"])
else:
with self.model.bridge.lock:
pair_dict[pair]["prediction" + entry_tag] = abs(trade_candle["prediction"])
if not follow_mode:
self.model.bridge.data_drawer.save_drawer_to_disk()
else:
self.model.bridge.data_drawer.save_follower_dict_to_dist()
roi_price = abs(trade_candle["prediction"])
roi_price = pair_dict[pair]['prediction' + entry_tag]
roi_time = self.max_roi_time_long.value
roi_decay = roi_price * (
1 - ((current_time - trade.open_date_utc).seconds) / (roi_time * 60)
)
roi_decay = roi_price * (1 - ((current_time - trade.open_date_utc).seconds) /
(roi_time * 60))
if roi_decay < 0:
roi_decay = self.linear_roi_offset.value
else:
roi_decay += self.linear_roi_offset.value
if current_profit > roi_decay:
return "roi_custom_win"
return 'roi_custom_win'
if current_profit < -roi_decay:
return "roi_custom_loss"
return 'roi_custom_loss'
def confirm_trade_exit(
self,