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@@ -2344,8 +2344,8 @@ This can be used to perform calculations which are pair independent (apply to al
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<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="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>
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<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>
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<span class="n">leverage</span><span class="p">:</span> <span class="nb">float</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="n">side</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
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<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>
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<span class="n">leverage</span><span class="p">:</span> <span class="nb">float</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="n">side</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
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<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>
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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="o">=</span><span class="n">pair</span><span class="p">,</span> <span class="n">timeframe</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
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@@ -2448,7 +2448,7 @@ Of course, many more things are possible, and all examples can be combined at wi
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<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="n">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>
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<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>
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<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">Optional</span><span class="p">[</span><span class="nb">float</span><span class="p">]:</span>
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<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>
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<span class="w"> </span><span class="sd">"""</span>
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<span class="sd"> Custom stoploss logic, returning the new distance relative to current_rate (as ratio).</span>
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<span class="sd"> e.g. returning -0.05 would create a stoploss 5% below current_rate.</span>
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@@ -2482,7 +2482,7 @@ Of course, many more things are possible, and all examples can be combined at wi
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<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="n">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>
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<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>
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<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">Optional</span><span class="p">[</span><span class="nb">float</span><span class="p">]:</span>
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<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>
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<span class="c1"># Make sure you have the longest interval first - these conditions are evaluated from top to bottom.</span>
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<span class="k">if</span> <span class="n">current_time</span> <span class="o">-</span> <span class="n">timedelta</span><span class="p">(</span><span class="n">minutes</span><span class="o">=</span><span class="mi">120</span><span class="p">)</span> <span class="o">></span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date_utc</span><span class="p">:</span>
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@@ -2504,7 +2504,7 @@ If an additional order fills, set stoploss to -10% below the new <code>open_rate
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<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="n">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>
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<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>
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<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">Optional</span><span class="p">[</span><span class="nb">float</span><span class="p">]:</span>
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<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>
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<span class="k">if</span> <span class="n">after_fill</span><span class="p">:</span>
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<span class="c1"># After an additional order, start with a stoploss of 10% below the new open rate</span>
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@@ -2529,7 +2529,7 @@ In this example, we'll trail the highest price with 10% trailing stoploss for <c
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<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="n">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>
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<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>
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||||
<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">Optional</span><span class="p">[</span><span class="nb">float</span><span class="p">]:</span>
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<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>
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<span class="k">if</span> <span class="n">pair</span> <span class="ow">in</span> <span class="p">(</span><span class="s2">"ETH/BTC"</span><span class="p">,</span> <span class="s2">"XRP/BTC"</span><span class="p">):</span>
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<span class="k">return</span> <span class="o">-</span><span class="mf">0.10</span>
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@@ -2550,7 +2550,7 @@ In this example, we'll trail the highest price with 10% trailing stoploss for <c
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<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="n">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>
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<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>
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<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">Optional</span><span class="p">[</span><span class="nb">float</span><span class="p">]:</span>
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<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>
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<span class="k">if</span> <span class="n">current_profit</span> <span class="o"><</span> <span class="mf">0.04</span><span class="p">:</span>
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<span class="k">return</span> <span class="kc">None</span> <span class="c1"># return None to keep using the initial stoploss</span>
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@@ -2579,7 +2579,7 @@ In this example, we'll trail the highest price with 10% trailing stoploss for <c
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<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="n">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>
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<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>
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||||
<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">Optional</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="o">|</span> <span class="kc">None</span><span class="p">:</span>
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<span class="c1"># evaluate highest to lowest, so that highest possible stop is used</span>
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||||
<span class="k">if</span> <span class="n">current_profit</span> <span class="o">></span> <span class="mf">0.40</span><span class="p">:</span>
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@@ -2606,7 +2606,7 @@ In this example, we'll trail the highest price with 10% trailing stoploss for <c
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<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="n">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>
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<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>
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||||
<span class="o">**</span><span class="n">kwargs</span><span class="p">)</span> <span class="o">-></span> <span class="n">Optional</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="o">|</span> <span class="kc">None</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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||||
@@ -2641,7 +2641,7 @@ In this example, we'll trail the highest price with 10% trailing stoploss for <c
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<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="n">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="n">Optional</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="o">|</span> <span class="kc">None</span><span class="p">:</span>
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||||
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<span class="c1"># once the profit has risen above 10%, keep the stoploss at 7% above the open price</span>
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||||
<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>
|
||||
@@ -2678,7 +2678,7 @@ For futures, we need to adjust the direction (up or down), as well as adjust for
|
||||
|
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<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="n">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="n">Optional</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="o">|</span> <span class="kc">None</span><span class="p">:</span>
|
||||
<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>
|
||||
<span class="n">trade_date</span> <span class="o">=</span> <span class="n">timeframe_to_prev_date</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">,</span> <span class="n">trade</span><span class="o">.</span><span class="n">open_date_utc</span><span class="p">)</span>
|
||||
<span class="n">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>
|
||||
@@ -2709,8 +2709,8 @@ For futures, we need to adjust the direction (up or down), as well as adjust for
|
||||
|
||||
<span class="c1"># ... populate_* methods</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">Optional</span><span class="p">[</span><span class="n">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">proposed_rate</span><span class="p">:</span> <span class="nb">float</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="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 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>
|
||||
<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 class="n">dataframe</span><span class="p">,</span> <span class="n">last_updated</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="o">=</span><span class="n">pair</span><span class="p">,</span>
|
||||
<span class="n">timeframe</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
|
||||
@@ -2720,7 +2720,7 @@ For futures, we need to adjust the direction (up or down), as well as adjust for
|
||||
|
||||
<span class="k">def</span> <span class="nf">custom_exit_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="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="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">exit_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 class="n">current_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">exit_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="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="n">dataframe</span><span class="p">,</span> <span class="n">last_updated</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="o">=</span><span class="n">pair</span><span class="p">,</span>
|
||||
<span class="n">timeframe</span><span class="o">=</span><span class="bp">self</span><span class="o">.</span><span class="n">timeframe</span><span class="p">)</span>
|
||||
@@ -2836,7 +2836,7 @@ This are the last methods that will be called before an order is placed.</p>
|
||||
<span class="c1"># ... populate_* methods</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>
|
||||
<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="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="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 class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> Called right before placing a entry order.</span>
|
||||
@@ -2977,8 +2977,8 @@ Trades with long duration and 10s or even 100ds of position adjustments are ther
|
||||
|
||||
<span class="c1"># This is called when placing the initial order (opening trade)</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>
|
||||
<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="n">leverage</span><span class="p">:</span> <span class="nb">float</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="n">side</span><span class="p">:</span> <span class="nb">str</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="n">leverage</span><span class="p">:</span> <span class="nb">float</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="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 class="c1"># We need to leave most of the funds for possible further DCA orders</span>
|
||||
@@ -2987,11 +2987,11 @@ Trades with long duration and 10s or even 100ds of position adjustments are ther
|
||||
|
||||
<span class="k">def</span> <span class="nf">adjust_trade_position</span><span class="p">(</span><span class="bp">self</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">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">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="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="n">current_entry_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_exit_rate</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span>
|
||||
<span class="n">current_entry_profit</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">current_exit_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="n">Union</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="nb">tuple</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">Optional</span><span class="p">[</span><span class="nb">str</span><span class="p">]]]:</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="o">|</span> <span class="nb">tuple</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="nb">str</span> <span class="o">|</span> <span class="kc">None</span><span class="p">]:</span>
|
||||
<span class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> Custom trade adjustment logic, returning the stake amount that a trade should be</span>
|
||||
<span class="sd"> increased or decreased.</span>
|
||||
@@ -3096,9 +3096,9 @@ Entry Orders that are cancelled via the above methods will not have this callbac
|
||||
|
||||
<span class="c1"># ... populate_* methods</span>
|
||||
|
||||
<span class="k">def</span> <span class="nf">adjust_entry_price</span><span class="p">(</span><span class="bp">self</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</span><span class="p">:</span> <span class="n">Optional</span><span class="p">[</span><span class="n">Order</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="k">def</span> <span class="nf">adjust_entry_price</span><span class="p">(</span><span class="bp">self</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</span><span class="p">:</span> <span class="n">Order</span> <span class="o">|</span> <span class="kc">None</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="n">current_order_rate</span><span class="p">:</span> <span class="nb">float</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="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 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 class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> Entry price re-adjustment logic, returning the user desired limit price.</span>
|
||||
<span class="sd"> This only executes when a order was already placed, still open (unfilled fully or partially)</span>
|
||||
@@ -3147,7 +3147,7 @@ For markets / exchanges that don't support leverage, this method is ignored.</p>
|
||||
|
||||
<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">leverage</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_leverage</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">max_leverage</span><span class="p">:</span> <span class="nb">float</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="n">side</span><span class="p">:</span> <span class="nb">str</span><span class="p">,</span>
|
||||
<span class="n">proposed_leverage</span><span class="p">:</span> <span class="nb">float</span><span class="p">,</span> <span class="n">max_leverage</span><span class="p">:</span> <span class="nb">float</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="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 class="w"> </span><span class="sd">"""</span>
|
||||
<span class="sd"> Customize leverage for each new trade. This method is only called in futures mode.</span>
|
||||
|
||||
Reference in New Issue
Block a user