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@@ -2117,7 +2117,7 @@ If you intend on using markets other than spot markets, please migrate your stra
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<h2 id="extensive-explanation">Extensive explanation<a class="headerlink" href="#extensive-explanation" title="Permanent link">¶</a></h2>
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<h3 id="populate_buy_trend"><code>populate_buy_trend</code><a class="headerlink" href="#populate_buy_trend" title="Permanent link">¶</a></h3>
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<p>In <code>populate_buy_trend()</code> - you will want to change the columns you assign from <code>'buy</code>' to <code>'enter_long'</code>, as well as the method name from <code>populate_buy_trend</code> to <code>populate_entry_trend</code>.</p>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span> <span class="nf">populate_buy_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span><span class="w"> </span><span class="nf">populate_buy_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span>
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<span class="p">(</span>
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<span class="p">(</span><span class="n">qtpylib</span><span class="o">.</span><span class="n">crossed_above</span><span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">'rsi'</span><span class="p">],</span> <span class="mi">30</span><span class="p">))</span> <span class="o">&</span> <span class="c1"># Signal: RSI crosses above 30</span>
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@@ -2130,7 +2130,7 @@ If you intend on using markets other than spot markets, please migrate your stra
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<span class="k">return</span> <span class="n">dataframe</span>
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</code></pre></div>
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<p>After:</p>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span> <span class="nf">populate_entry_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span><span class="w"> </span><span class="nf">populate_entry_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span>
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<span class="p">(</span>
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<span class="p">(</span><span class="n">qtpylib</span><span class="o">.</span><span class="n">crossed_above</span><span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">'rsi'</span><span class="p">],</span> <span class="mi">30</span><span class="p">))</span> <span class="o">&</span> <span class="c1"># Signal: RSI crosses above 30</span>
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@@ -2146,7 +2146,7 @@ If you intend on using markets other than spot markets, please migrate your stra
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<h3 id="populate_sell_trend"><code>populate_sell_trend</code><a class="headerlink" href="#populate_sell_trend" title="Permanent link">¶</a></h3>
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<p>Similar to <code>populate_buy_trend</code>, <code>populate_sell_trend()</code> will be renamed to <code>populate_exit_trend()</code>.
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We'll also change the column from <code>'sell'</code> to <code>'exit_long'</code>.</p>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span> <span class="nf">populate_sell_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span><span class="w"> </span><span class="nf">populate_sell_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span>
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<span class="p">(</span>
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<span class="p">(</span><span class="n">qtpylib</span><span class="o">.</span><span class="n">crossed_above</span><span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">'rsi'</span><span class="p">],</span> <span class="mi">70</span><span class="p">))</span> <span class="o">&</span> <span class="c1"># Signal: RSI crosses above 70</span>
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@@ -2158,7 +2158,7 @@ We'll also change the column from <code>'sell'</code> to <code>'exit_long'</code
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</span> <span class="k">return</span> <span class="n">dataframe</span>
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</code></pre></div>
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<p>After</p>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span> <span class="nf">populate_exit_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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<div class="highlight"><pre><span></span><code><span class="hll"><span class="k">def</span><span class="w"> </span><span class="nf">populate_exit_trend</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">metadata</span><span class="p">:</span> <span class="nb">dict</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
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</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">loc</span><span class="p">[</span>
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<span class="p">(</span>
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<span class="p">(</span><span class="n">qtpylib</span><span class="o">.</span><span class="n">crossed_above</span><span class="p">(</span><span class="n">dataframe</span><span class="p">[</span><span class="s1">'rsi'</span><span class="p">],</span> <span class="mi">70</span><span class="p">))</span> <span class="o">&</span> <span class="c1"># Signal: RSI crosses above 70</span>
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@@ -2173,15 +2173,15 @@ We'll also change the column from <code>'sell'</code> to <code>'exit_long'</code
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<h3 id="custom_sell"><code>custom_sell</code><a class="headerlink" href="#custom_sell" title="Permanent link">¶</a></h3>
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<p><code>custom_sell</code> has been renamed to <code>custom_exit</code>.
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It's now also being called for every iteration, independent of current profit and <code>exit_profit_only</code> settings.</p>
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<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
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<span class="hll"> <span class="k">def</span> <span class="nf">custom_sell</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="s1">'datetime'</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
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<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
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<span class="hll"> <span class="k">def</span><span class="w"> </span><span class="nf">custom_sell</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="s1">'datetime'</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
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</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="n">dataframe</span><span class="p">,</span> <span class="n">_</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">dp</span><span class="o">.</span><span class="n">get_analyzed_dataframe</span><span class="p">(</span><span class="n">pair</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
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<span class="n">last_candle</span> <span class="o">=</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">squeeze</span><span class="p">()</span>
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<span class="c1"># ...</span>
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</code></pre></div>
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<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
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<span class="hll"> <span class="k">def</span> <span class="nf">custom_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="s1">'datetime'</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
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<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
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<span class="hll"> <span class="k">def</span><span class="w"> </span><span class="nf">custom_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="s1">'datetime'</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
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</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">):</span>
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<span class="n">dataframe</span><span class="p">,</span> <span class="n">_</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">dp</span><span class="o">.</span><span class="n">get_analyzed_dataframe</span><span class="p">(</span><span class="n">pair</span><span class="p">,</span> <span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
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<span class="n">last_candle</span> <span class="o">=</span> <span class="n">dataframe</span><span class="o">.</span><span class="n">iloc</span><span class="p">[</span><span class="o">-</span><span class="mi">1</span><span class="p">]</span><span class="o">.</span><span class="n">squeeze</span><span class="p">()</span>
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@@ -2189,35 +2189,35 @@ It's now also being called for every iteration, independent of current profit an
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</code></pre></div>
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<h3 id="custom_entry_timeout"><code>custom_entry_timeout</code><a class="headerlink" href="#custom_entry_timeout" title="Permanent link">¶</a></h3>
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<p><code>check_buy_timeout()</code> has been renamed to <code>check_entry_timeout()</code>, and <code>check_sell_timeout()</code> has been renamed to <code>check_exit_timeout()</code>.</p>
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<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
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<span class="hll"> <span class="k">def</span> <span class="nf">check_buy_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="nb">dict</span><span class="p">,</span>
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<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
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<span class="hll"> <span class="k">def</span><span class="w"> </span><span class="nf">check_buy_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="nb">dict</span><span class="p">,</span>
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</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
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<span class="k">return</span> <span class="kc">False</span>
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<span class="hll"> <span class="k">def</span> <span class="nf">check_sell_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="nb">dict</span><span class="p">,</span>
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<span class="hll"> <span class="k">def</span><span class="w"> </span><span class="nf">check_sell_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="nb">dict</span><span class="p">,</span>
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</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
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<span class="k">return</span> <span class="kc">False</span>
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||||
</code></pre></div>
|
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<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
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<span class="hll"> <span class="k">def</span> <span class="nf">check_entry_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="s1">'Order'</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="hll"> <span class="k">def</span><span class="w"> </span><span class="nf">check_entry_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="s1">'Order'</span><span class="p">,</span>
|
||||
</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
||||
<span class="k">return</span> <span class="kc">False</span>
|
||||
|
||||
<span class="hll"> <span class="k">def</span> <span class="nf">check_exit_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="s1">'Order'</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="k">def</span><span class="w"> </span><span class="nf">check_exit_timeout</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">order</span><span class="p">:</span> <span class="s1">'Order'</span><span class="p">,</span>
|
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</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
||||
<span class="k">return</span> <span class="kc">False</span>
|
||||
</code></pre></div>
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<h3 id="custom_stake_amount"><code>custom_stake_amount</code><a class="headerlink" href="#custom_stake_amount" title="Permanent link">¶</a></h3>
|
||||
<p>New string argument <code>side</code> - which can be either <code>"long"</code> or <code>"short"</code>.</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">custom_stake_amount</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">custom_stake_amount</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="n">proposed_stake</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">min_stake</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">float</span><span class="p">],</span> <span class="n">max_stake</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="n">entry_tag</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
||||
</span> <span class="c1"># ... </span>
|
||||
<span class="k">return</span> <span class="n">proposed_stake</span>
|
||||
</code></pre></div>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">custom_stake_amount</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">custom_stake_amount</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="n">proposed_stake</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">min_stake</span><span class="p">:</span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n">max_stake</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="n">entry_tag</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n">side</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
||||
</span> <span class="c1"># ... </span>
|
||||
@@ -2225,15 +2225,15 @@ It's now also being called for every iteration, independent of current profit an
|
||||
</code></pre></div>
|
||||
<h3 id="confirm_trade_entry"><code>confirm_trade_entry</code><a class="headerlink" href="#confirm_trade_entry" title="Permanent link">¶</a></h3>
|
||||
<p>New string argument <code>side</code> - which can be either <code>"long"</code> or <code>"short"</code>.</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">confirm_trade_entry</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">confirm_trade_entry</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="n">time_in_force</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">entry_tag</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span>
|
||||
<span class="hll"> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
||||
</span> <span class="k">return</span> <span class="kc">True</span>
|
||||
</code></pre></div>
|
||||
<p>After: </p>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">confirm_trade_entry</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">confirm_trade_entry</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="n">time_in_force</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">entry_tag</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="n">side</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
||||
</span> <span class="k">return</span> <span class="kc">True</span>
|
||||
@@ -2241,29 +2241,29 @@ It's now also being called for every iteration, independent of current profit an
|
||||
<h3 id="confirm_trade_exit"><code>confirm_trade_exit</code><a class="headerlink" href="#confirm_trade_exit" title="Permanent link">¶</a></h3>
|
||||
<p>Changed argument <code>sell_reason</code> to <code>exit_reason</code>.
|
||||
For compatibility, <code>sell_reason</code> will still be provided for a limited time.</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">confirm_trade_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">confirm_trade_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="n">rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">time_in_force</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">sell_reason</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
||||
</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
||||
<span class="k">return</span> <span class="kc">True</span>
|
||||
</code></pre></div>
|
||||
<p>After:</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">confirm_trade_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">confirm_trade_exit</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span><span class="p">,</span> <span class="n">order_type</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">amount</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="n">rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">time_in_force</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">exit_reason</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
||||
</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">bool</span><span class="p">:</span>
|
||||
<span class="k">return</span> <span class="kc">True</span>
|
||||
</code></pre></div>
|
||||
<h3 id="custom_entry_price"><code>custom_entry_price</code><a class="headerlink" href="#custom_entry_price" title="Permanent link">¶</a></h3>
|
||||
<p>New string argument <code>side</code> - which can be either <code>"long"</code> or <code>"short"</code>.</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">custom_entry_price</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">proposed_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">custom_entry_price</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">proposed_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="n">entry_tag</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="nb">str</span><span class="p">],</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
||||
</span> <span class="k">return</span> <span class="n">proposed_rate</span>
|
||||
</code></pre></div>
|
||||
<p>After:</p>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span> <span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span> <span class="nf">custom_entry_price</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">proposed_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">AwesomeStrategy</span><span class="p">(</span><span class="n">IStrategy</span><span class="p">):</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">custom_entry_price</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="n">Trade</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span> <span class="n">proposed_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="hll"> <span class="n">entry_tag</span><span class="p">:</span> <span class="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">,</span> <span class="n">side</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
||||
</span> <span class="k">return</span> <span class="n">proposed_rate</span>
|
||||
</code></pre></div>
|
||||
@@ -2272,7 +2272,7 @@ For compatibility, <code>sell_reason</code> will still be provided for a limited
|
||||
<h3 id="helper-methods">Helper methods<a class="headerlink" href="#helper-methods" title="Permanent link">¶</a></h3>
|
||||
<p>Added argument "is_short" to <code>stoploss_from_open</code> and <code>stoploss_from_absolute</code>.
|
||||
This should be given the value of <code>trade.is_short</code>.</p>
|
||||
<div class="highlight"><pre><span></span><code> <span class="k">def</span> <span class="nf">custom_stoploss</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code> <span class="k">def</span><span class="w"> </span><span class="nf">custom_stoploss</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
||||
<span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span><span class="p">:</span>
|
||||
<span class="c1"># once the profit has risen above 10%, keep the stoploss at 7% above the open price</span>
|
||||
<span class="k">if</span> <span class="n">current_profit</span> <span class="o">></span> <span class="mf">0.10</span><span class="p">:</span>
|
||||
@@ -2283,7 +2283,7 @@ This should be given the value of <code>trade.is_short</code>.</p>
|
||||
<span class="k">return</span> <span class="mi">1</span>
|
||||
</code></pre></div>
|
||||
<p>After:</p>
|
||||
<div class="highlight"><pre><span></span><code> <span class="k">def</span> <span class="nf">custom_stoploss</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
||||
<div class="highlight"><pre><span></span><code> <span class="k">def</span><span class="w"> </span><span class="nf">custom_stoploss</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">trade</span><span class="p">:</span> <span class="s1">'Trade'</span><span class="p">,</span> <span class="n">current_time</span><span class="p">:</span> <span class="n">datetime</span><span class="p">,</span>
|
||||
<span class="n">current_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">after_fill</span><span class="p">:</span> <span class="nb">bool</span><span class="p">,</span>
|
||||
<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="nb">float</span> <span class="o">|</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<span class="c1"># once the profit has risen above 10%, keep the stoploss at 7% above the open price</span>
|
||||
@@ -2496,7 +2496,7 @@ As such, the definition of features becomes much simpler with the new logic.</p>
|
||||
<span class="normal">74</span>
|
||||
<span class="normal">75</span>
|
||||
<span class="normal">76</span>
|
||||
<span class="normal">77</span></pre></div></td><td class="code"><div><pre><span></span><code><span class="k">def</span> <span class="nf">populate_any_indicators</span><span class="p">(</span>
|
||||
<span class="normal">77</span></pre></div></td><td class="code"><div><pre><span></span><code><span class="k">def</span><span class="w"> </span><span class="nf">populate_any_indicators</span><span class="p">(</span>
|
||||
<span class="bp">self</span><span class="p">,</span> <span class="n">pair</span><span class="p">,</span> <span class="n">df</span><span class="p">,</span> <span class="n">tf</span><span class="p">,</span> <span class="n">informative</span><span class="o">=</span><span class="kc">None</span><span class="p">,</span> <span class="n">set_generalized_indicators</span><span class="o">=</span><span class="kc">False</span>
|
||||
<span class="p">):</span>
|
||||
|
||||
@@ -2633,7 +2633,7 @@ As such, the definition of features becomes much simpler with the new logic.</p>
|
||||
<span class="normal">49</span>
|
||||
<span class="normal">50</span>
|
||||
<span class="normal">51</span>
|
||||
<span class="normal">52</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span> <span class="nf">feature_engineering_expand_all</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">,</span> <span class="n">period</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">::</span>
|
||||
<span class="normal">52</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span><span class="w"> </span><span class="nf">feature_engineering_expand_all</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">,</span> <span class="n">period</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">::</span>
|
||||
<span class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> *Only functional with FreqAI enabled strategies*</span>
|
||||
<span class="sd"> This function will automatically expand the defined features on the config defined</span>
|
||||
@@ -2717,7 +2717,7 @@ As such, the definition of features becomes much simpler with the new logic.</p>
|
||||
<span class="normal">27</span>
|
||||
<span class="normal">28</span>
|
||||
<span class="normal">29</span>
|
||||
<span class="normal">30</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span> <span class="nf">feature_engineering_expand_basic</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">::</span>
|
||||
<span class="normal">30</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span><span class="w"> </span><span class="nf">feature_engineering_expand_basic</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">::</span>
|
||||
<span class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> *Only functional with FreqAI enabled strategies*</span>
|
||||
<span class="sd"> This function will automatically expand the defined features on the config defined</span>
|
||||
@@ -2772,7 +2772,7 @@ As such, the definition of features becomes much simpler with the new logic.</p>
|
||||
<span class="normal">21</span>
|
||||
<span class="normal">22</span>
|
||||
<span class="normal">23</span>
|
||||
<span class="normal">24</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span> <span class="nf">feature_engineering_standard</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
|
||||
<span class="normal">24</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span><span class="w"> </span><span class="nf">feature_engineering_standard</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
|
||||
<span class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> *Only functional with FreqAI enabled strategies*</span>
|
||||
<span class="sd"> This optional function will be called once with the dataframe of the base timeframe.</span>
|
||||
@@ -2821,7 +2821,7 @@ As such, the definition of features becomes much simpler with the new logic.</p>
|
||||
<span class="normal">20</span>
|
||||
<span class="normal">21</span>
|
||||
<span class="normal">22</span>
|
||||
<span class="normal">23</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span> <span class="nf">set_freqai_targets</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
|
||||
<span class="normal">23</span></pre></div></td><td class="code"><div><pre><span></span><code> <span class="k">def</span><span class="w"> </span><span class="nf">set_freqai_targets</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">dataframe</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">DataFrame</span><span class="p">:</span>
|
||||
<span class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> *Only functional with FreqAI enabled strategies*</span>
|
||||
<span class="sd"> Required function to set the targets for the model.</span>
|
||||
@@ -2915,11 +2915,11 @@ As such, the definition of features becomes much simpler with the new logic.</p>
|
||||
<span class="normal">65</span>
|
||||
<span class="normal">66</span>
|
||||
<span class="normal">67</span>
|
||||
<span class="normal">68</span></pre></div></td><td class="code"><div><pre><span></span><code><span class="k">class</span> <span class="nc">MyCoolFreqaiModel</span><span class="p">(</span><span class="n">BaseRegressionModel</span><span class="p">):</span>
|
||||
<span class="normal">68</span></pre></div></td><td class="code"><div><pre><span></span><code><span class="k">class</span><span class="w"> </span><span class="nc">MyCoolFreqaiModel</span><span class="p">(</span><span class="n">BaseRegressionModel</span><span class="p">):</span>
|
||||
<span class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> Some cool custom IFreqaiModel you made before Freqtrade version 2023.6</span>
|
||||
<span class="sd"> """</span>
|
||||
<span class="k">def</span> <span class="nf">train</span><span class="p">(</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">train</span><span class="p">(</span>
|
||||
<span class="bp">self</span><span class="p">,</span> <span class="n">unfiltered_df</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">pair</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span> <span class="n">dk</span><span class="p">:</span> <span class="n">FreqaiDataKitchen</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span>
|
||||
<span class="p">)</span> <span class="o">-></span> <span class="n">Any</span><span class="p">:</span>
|
||||
|
||||
@@ -2955,7 +2955,7 @@ As such, the definition of features becomes much simpler with the new logic.</p>
|
||||
|
||||
<span class="k">return</span> <span class="n">model</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">predict</span><span class="p">(</span>
|
||||
<span class="k">def</span><span class="w"> </span><span class="nf">predict</span><span class="p">(</span>
|
||||
<span class="bp">self</span><span class="p">,</span> <span class="n">unfiltered_df</span><span class="p">:</span> <span class="n">DataFrame</span><span class="p">,</span> <span class="n">dk</span><span class="p">:</span> <span class="n">FreqaiDataKitchen</span><span class="p">,</span> <span class="o">**</span><span class="n">kwargs</span>
|
||||
<span class="p">)</span> <span class="o">-></span> <span class="nb">tuple</span><span class="p">[</span><span class="n">DataFrame</span><span class="p">,</span> <span class="n">npt</span><span class="o">.</span><span class="n">NDArray</span><span class="p">[</span><span class="n">np</span><span class="o">.</span><span class="n">int_</span><span class="p">]]:</span>
|
||||
|
||||
|
||||
Reference in New Issue
Block a user