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docs: update callback docs to new syntax

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Matthias
2024-11-15 07:15:31 +01:00
parent d565c40f4b
commit a6d513a0e6
1 changed files with 22 additions and 22 deletions
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docs/strategy-callbacks.md
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@@ -90,8 +90,8 @@ Called before entering a trade, makes it possible to manage your position size w
class AwesomeStrategy(IStrategy):
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
leverage: float, entry_tag: Optional[str], side: str,
proposed_stake: float, min_stake: float | None, max_stake: float,
leverage: float, entry_tag: str | None, side: str,
**kwargs) -> float:
dataframe, _ = self.dp.get_analyzed_dataframe(pair=pair, timeframe=self.timeframe)
@@ -213,7 +213,7 @@ class AwesomeStrategy(IStrategy):
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
"""
Custom stoploss logic, returning the new distance relative to current_rate (as ratio).
e.g. returning -0.05 would create a stoploss 5% below current_rate.
@@ -251,7 +251,7 @@ class AwesomeStrategy(IStrategy):
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
# Make sure you have the longest interval first - these conditions are evaluated from top to bottom.
if current_time - timedelta(minutes=120) > trade.open_date_utc:
@@ -277,7 +277,7 @@ class AwesomeStrategy(IStrategy):
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
if after_fill:
# After an additional order, start with a stoploss of 10% below the new open rate
@@ -306,7 +306,7 @@ class AwesomeStrategy(IStrategy):
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
if pair in ("ETH/BTC", "XRP/BTC"):
return -0.10
@@ -332,7 +332,7 @@ class AwesomeStrategy(IStrategy):
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
if current_profit < 0.04:
return None # return None to keep using the initial stoploss
@@ -364,7 +364,7 @@ class AwesomeStrategy(IStrategy):
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
# evaluate highest to lowest, so that highest possible stop is used
if current_profit > 0.40:
@@ -395,7 +395,7 @@ class AwesomeStrategy(IStrategy):
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
last_candle = dataframe.iloc[-1].squeeze()
@@ -440,7 +440,7 @@ Stoploss values returned from `custom_stoploss()` must specify a percentage rela
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
# once the profit has risen above 10%, keep the stoploss at 7% above the open price
if current_profit > 0.10:
@@ -483,7 +483,7 @@ The helper function `stoploss_from_absolute()` can be used to convert from an ab
def custom_stoploss(self, pair: str, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float, after_fill: bool,
**kwargs) -> Optional[float]:
**kwargs) -> float | None:
dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
trade_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
candle = dataframe.iloc[-1].squeeze()
@@ -520,8 +520,8 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def custom_entry_price(self, pair: str, trade: Optional[Trade], current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
entry_tag: str | None, side: str, **kwargs) -> float:
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
timeframe=self.timeframe)
@@ -531,7 +531,7 @@ class AwesomeStrategy(IStrategy):
def custom_exit_price(self, pair: str, trade: Trade,
current_time: datetime, proposed_rate: float,
current_profit: float, exit_tag: Optional[str], **kwargs) -> float:
current_profit: float, exit_tag: str | None, **kwargs) -> float:
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,
timeframe=self.timeframe)
@@ -663,7 +663,7 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time: datetime, entry_tag: Optional[str],
time_in_force: str, current_time: datetime, entry_tag: str | None,
side: str, **kwargs) -> bool:
"""
Called right before placing a entry order.
@@ -821,8 +821,8 @@ class DigDeeperStrategy(IStrategy):
# This is called when placing the initial order (opening trade)
def custom_stake_amount(self, pair: str, current_time: datetime, current_rate: float,
proposed_stake: float, min_stake: Optional[float], max_stake: float,
leverage: float, entry_tag: Optional[str], side: str,
proposed_stake: float, min_stake: float | None, max_stake: float,
leverage: float, entry_tag: str | None, side: str,
**kwargs) -> float:
# We need to leave most of the funds for possible further DCA orders
@@ -831,11 +831,11 @@ class DigDeeperStrategy(IStrategy):
def adjust_trade_position(self, trade: Trade, current_time: datetime,
current_rate: float, current_profit: float,
min_stake: Optional[float], max_stake: float,
min_stake: float | None, max_stake: float,
current_entry_rate: float, current_exit_rate: float,
current_entry_profit: float, current_exit_profit: float,
**kwargs
) -> Union[Optional[float], tuple[Optional[float], Optional[str]]]:
) -> Union[float | None, tuple[float | None, str | None]]:
"""
Custom trade adjustment logic, returning the stake amount that a trade should be
increased or decreased.
@@ -947,9 +947,9 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def adjust_entry_price(self, trade: Trade, order: Optional[Order], pair: str,
def adjust_entry_price(self, trade: Trade, order: Order | None, pair: str,
current_time: datetime, proposed_rate: float, current_order_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
entry_tag: str | None, side: str, **kwargs) -> float:
"""
Entry price re-adjustment logic, returning the user desired limit price.
This only executes when a order was already placed, still open (unfilled fully or partially)
@@ -1004,7 +1004,7 @@ For markets / exchanges that don't support leverage, this method is ignored.
class AwesomeStrategy(IStrategy):
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
proposed_leverage: float, max_leverage: float, entry_tag: str | None, side: str,
**kwargs) -> float:
"""
Customize leverage for each new trade. This method is only called in futures mode.