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Informative decorator updates for futures

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This commit is contained in:
Matthias
2022-01-28 16:58:07 +01:00
parent fdea4fcb1b
commit c620e38c7d
4 changed files with 56 additions and 35 deletions
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16
freqtrade/strategy/interface.py
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@@ -146,7 +146,8 @@ class IStrategy(ABC, HyperStrategyMixin):
cls_method = getattr(self.__class__, attr_name)
if not callable(cls_method):
continue
informative_data_list = getattr(cls_method, '_ft_informative', None)
informative_data_list = getattr(
cls_method, '_ft_informative', None)
if not isinstance(informative_data_list, list):
# Type check is required because mocker would return a mock object that evaluates to
# True, confusing this code.
@@ -156,6 +157,10 @@ class IStrategy(ABC, HyperStrategyMixin):
if timeframe_to_minutes(informative_data.timeframe) < strategy_timeframe_minutes:
raise OperationalException('Informative timeframe must be equal or higher than '
'strategy timeframe!')
if not informative_data.candle_type:
informative_data = InformativeData(
informative_data.asset, informative_data.timeframe, informative_data.fmt,
informative_data.ffill, config['candle_type_def'])
self._ft_informative.append((informative_data, cls_method))
@abstractmethod
@@ -456,14 +461,17 @@ class IStrategy(ABC, HyperStrategyMixin):
# Compatibility code for 2 tuple informative pairs
informative_pairs = [
(p[0], p[1], CandleType.from_string(p[2]) if len(
p) > 2 else self.config.get('candle_type_def', CandleType.SPOT))
p) > 2 and p[2] != '' else self.config.get('candle_type_def', CandleType.SPOT))
for p in informative_pairs]
for inf_data, _ in self._ft_informative:
# Get default candle type if not provided explicitly.
candle_type = (inf_data.candle_type if inf_data.candle_type
else self.config.get('candle_type_def', CandleType.SPOT))
if inf_data.asset:
pair_tf = (
_format_pair_name(self.config, inf_data.asset),
inf_data.timeframe,
inf_data.candle_type
candle_type,
)
informative_pairs.append(pair_tf)
else:
@@ -471,7 +479,7 @@ class IStrategy(ABC, HyperStrategyMixin):
raise OperationalException('@informative decorator with unspecified asset '
'requires DataProvider instance.')
for pair in self.dp.current_whitelist():
informative_pairs.append((pair, inf_data.timeframe, inf_data.candle_type))
informative_pairs.append((pair, inf_data.timeframe, candle_type))
return list(set(informative_pairs))
def get_strategy_name(self) -> str: