mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-14 04:03:55 +00:00
317 lines
16 KiB
Django/Jinja
317 lines
16 KiB
Django/Jinja
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def bot_loop_start(self, current_time: datetime, **kwargs) -> None:
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"""
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Called at the start of the bot iteration (one loop).
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Might be used to perform pair-independent tasks
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(e.g. gather some remote ressource for comparison)
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, this simply does nothing.
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:param current_time: datetime object, containing the current datetime
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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"""
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pass
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def custom_entry_price(self, pair: str, trade: Optional['Trade'],
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current_time: 'datetime', proposed_rate: float,
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entry_tag: 'Optional[str]', side: str, **kwargs) -> float:
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"""
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Custom entry price logic, returning the new entry price.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, returns None, orderbook is used to set entry price
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:param pair: Pair that's currently analyzed
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:param trade: trade object (None for initial entries).
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:param current_time: datetime object, containing the current datetime
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:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: New entry price value if provided
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"""
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return proposed_rate
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def adjust_entry_price(self, trade: 'Trade', order: 'Optional[Order]', pair: str,
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current_time: datetime, proposed_rate: float, current_order_rate: float,
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entry_tag: Optional[str], side: str, **kwargs) -> float:
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"""
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Entry price re-adjustment logic, returning the user desired limit price.
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This only executes when a order was already placed, still open (unfilled fully or partially)
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and not timed out on subsequent candles after entry trigger.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-callbacks/
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When not implemented by a strategy, returns current_order_rate as default.
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If current_order_rate is returned then the existing order is maintained.
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If None is returned then order gets canceled but not replaced by a new one.
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:param pair: Pair that's currently analyzed
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:param trade: Trade object.
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:param order: Order object
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:param current_time: datetime object, containing the current datetime
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:param proposed_rate: Rate, calculated based on pricing settings in entry_pricing.
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:param current_order_rate: Rate of the existing order in place.
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:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
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:param side: 'long' or 'short' - indicating the direction of the proposed trade
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: New entry price value if provided
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"""
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return current_order_rate
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def custom_exit_price(self, pair: str, trade: 'Trade',
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current_time: 'datetime', proposed_rate: float,
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current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
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"""
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Custom exit price logic, returning the new exit price.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, returns None, orderbook is used to set exit price
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:param pair: Pair that's currently analyzed
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:param trade: trade object.
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:param current_time: datetime object, containing the current datetime
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:param proposed_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param exit_tag: Exit reason.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: New exit price value if provided
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"""
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return proposed_rate
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def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
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proposed_stake: float, min_stake: Optional[float], max_stake: float,
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leverage: float, entry_tag: Optional[str], side: str,
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**kwargs) -> float:
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"""
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Customize stake size for each new trade.
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:param pair: Pair that's currently analyzed
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param proposed_stake: A stake amount proposed by the bot.
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:param min_stake: Minimal stake size allowed by exchange.
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:param max_stake: Balance available for trading.
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:param leverage: Leverage selected for this trade.
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:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
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:param side: 'long' or 'short' - indicating the direction of the proposed trade
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:return: A stake size, which is between min_stake and max_stake.
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"""
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return proposed_stake
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use_custom_stoploss = True
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def custom_stoploss(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
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current_profit: float, after_fill: bool, **kwargs) -> float:
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"""
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Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
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e.g. returning -0.05 would create a stoploss 5% below current_rate.
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The custom stoploss can never be below self.stoploss, which serves as a hard maximum loss.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, returns the initial stoploss value.
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Only called when use_custom_stoploss is set to True.
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:param pair: Pair that's currently analyzed
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:param trade: trade object.
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param after_fill: True if the stoploss is called after the order was filled.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: New stoploss value, relative to the current_rate
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"""
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def custom_exit(self, pair: str, trade: 'Trade', current_time: 'datetime', current_rate: float,
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current_profit: float, **kwargs) -> 'Optional[Union[str, bool]]':
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"""
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Custom exit signal logic indicating that specified position should be sold. Returning a
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string or True from this method is equal to setting sell signal on a candle at specified
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time. This method is not called when sell signal is set.
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This method should be overridden to create sell signals that depend on trade parameters. For
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example you could implement a sell relative to the candle when the trade was opened,
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or a custom 1:2 risk-reward ROI.
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Custom exit reason max length is 64. Exceeding characters will be removed.
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:param pair: Pair that's currently analyzed
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:param trade: trade object.
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param current_profit: Current profit (as ratio), calculated based on current_rate.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return: To execute sell, return a string with custom exit reason or True. Otherwise return
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None or False.
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"""
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return None
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def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
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time_in_force: str, current_time: datetime, entry_tag: Optional[str],
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side: str, **kwargs) -> bool:
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"""
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Called right before placing a entry order.
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Timing for this function is critical, so avoid doing heavy computations or
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network requests in this method.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, returns True (always confirming).
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:param pair: Pair that's about to be bought/shorted.
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:param order_type: Order type (as configured in order_types). usually limit or market.
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:param amount: Amount in target (base) currency that's going to be traded.
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:param rate: Rate that's going to be used when using limit orders
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or current rate for market orders.
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:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
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:param current_time: datetime object, containing the current datetime
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:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
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:param side: 'long' or 'short' - indicating the direction of the proposed trade
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: When True is returned, then the buy-order is placed on the exchange.
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False aborts the process
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"""
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return True
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def confirm_trade_exit(self, pair: str, trade: 'Trade', order_type: str, amount: float,
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rate: float, time_in_force: str, exit_reason: str,
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current_time: 'datetime', **kwargs) -> bool:
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"""
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Called right before placing a regular exit order.
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Timing for this function is critical, so avoid doing heavy computations or
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network requests in this method.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, returns True (always confirming).
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:param pair: Pair for trade that's about to be exited.
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:param trade: trade object.
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:param order_type: Order type (as configured in order_types). usually limit or market.
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:param amount: Amount in base currency.
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:param rate: Rate that's going to be used when using limit orders
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or current rate for market orders.
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:param time_in_force: Time in force. Defaults to GTC (Good-til-cancelled).
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:param exit_reason: Exit reason.
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Can be any of ['roi', 'stop_loss', 'stoploss_on_exchange', 'trailing_stop_loss',
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'exit_signal', 'force_exit', 'emergency_exit']
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:param current_time: datetime object, containing the current datetime
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: When True, then the exit-order is placed on the exchange.
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False aborts the process
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"""
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return True
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def check_entry_timeout(self, pair: str, trade: 'Trade', order: 'Order',
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current_time: datetime, **kwargs) -> bool:
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"""
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Check entry timeout function callback.
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This method can be used to override the entry-timeout.
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It is called whenever a limit entry order has been created,
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and is not yet fully filled.
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Configuration options in `unfilledtimeout` will be verified before this,
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so ensure to set these timeouts high enough.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, this simply returns False.
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:param pair: Pair the trade is for
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:param trade: Trade object.
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:param order: Order object.
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:param current_time: datetime object, containing the current datetime
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: When True is returned, then the entry order is cancelled.
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"""
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return False
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def check_exit_timeout(self, pair: str, trade: 'Trade', order: 'Order',
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current_time: datetime, **kwargs) -> bool:
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"""
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Check exit timeout function callback.
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This method can be used to override the exit-timeout.
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It is called whenever a limit exit order has been created,
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and is not yet fully filled.
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Configuration options in `unfilledtimeout` will be verified before this,
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so ensure to set these timeouts high enough.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, this simply returns False.
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:param pair: Pair the trade is for
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:param trade: Trade object.
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:param order: Order object.
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:param current_time: datetime object, containing the current datetime
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return bool: When True is returned, then the exit-order is cancelled.
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"""
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return False
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def adjust_trade_position(self, trade: 'Trade', current_time: datetime,
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current_rate: float, current_profit: float,
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min_stake: Optional[float], max_stake: float,
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current_entry_rate: float, current_exit_rate: float,
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current_entry_profit: float, current_exit_profit: float,
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**kwargs) -> Optional[float]:
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"""
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Custom trade adjustment logic, returning the stake amount that a trade should be
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increased or decreased.
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This means extra entry or exit orders with additional fees.
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Only called when `position_adjustment_enable` is set to True.
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For full documentation please go to https://www.freqtrade.io/en/latest/strategy-advanced/
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When not implemented by a strategy, returns None
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:param trade: trade object.
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Current entry rate (same as current_entry_profit)
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:param current_profit: Current profit (as ratio), calculated based on current_rate
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(same as current_entry_profit).
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:param min_stake: Minimal stake size allowed by exchange (for both entries and exits)
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:param max_stake: Maximum stake allowed (either through balance, or by exchange limits).
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:param current_entry_rate: Current rate using entry pricing.
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:param current_exit_rate: Current rate using exit pricing.
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:param current_entry_profit: Current profit using entry pricing.
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:param current_exit_profit: Current profit using exit pricing.
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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:return float: Stake amount to adjust your trade,
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Positive values to increase position, Negative values to decrease position.
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Return None for no action.
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"""
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return None
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def leverage(self, pair: str, current_time: datetime, current_rate: float,
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proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
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side: str, **kwargs) -> float:
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"""
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Customize leverage for each new trade. This method is only called in futures mode.
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:param pair: Pair that's currently analyzed
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:param current_time: datetime object, containing the current datetime
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:param current_rate: Rate, calculated based on pricing settings in exit_pricing.
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:param proposed_leverage: A leverage proposed by the bot.
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:param max_leverage: Max leverage allowed on this pair
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:param entry_tag: Optional entry_tag (buy_tag) if provided with the buy signal.
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:param side: 'long' or 'short' - indicating the direction of the proposed trade
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:return: A leverage amount, which is between 1.0 and max_leverage.
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"""
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return 1.0
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def order_filled(self, pair: str, trade: 'Trade', order: 'Order',
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current_time: datetime, **kwargs) -> None:
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"""
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Called right after an order fills.
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Will be called for all order types (entry, exit, stoploss, position adjustment).
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:param pair: Pair for trade
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:param trade: trade object.
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:param order: Order object.
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:param current_time: datetime object, containing the current datetime
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:param **kwargs: Ensure to keep this here so updates to this won't break your strategy.
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"""
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pass
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