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add trade param to custom entry price in interface, bot, backtesting, exemples

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This commit is contained in:
axel
2023-09-16 02:32:03 -04:00
parent 41765b14dc
commit cf96ad1d1b
6 changed files with 10 additions and 7 deletions
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2
docs/strategy-callbacks.md
View File

@@ -520,7 +520,7 @@ class AwesomeStrategy(IStrategy):
# ... populate_* methods
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
dataframe, last_updated = self.dp.get_analyzed_dataframe(pair=pair,

4
docs/strategy_migration.md
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@@ -271,7 +271,7 @@ New string argument `side` - which can be either `"long"` or `"short"`.
``` python hl_lines="3"
class AwesomeStrategy(IStrategy):
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], **kwargs) -> float:
return proposed_rate
```
@@ -280,7 +280,7 @@ After:
``` python hl_lines="3"
class AwesomeStrategy(IStrategy):
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
return proposed_rate
```

2
freqtrade/freqtradebot.py
View File

@@ -937,7 +937,7 @@ class FreqtradeBot(LoggingMixin):
# Don't call custom_entry_price in order-adjust scenario
custom_entry_price = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=enter_limit_requested)(
pair=pair, current_time=datetime.now(timezone.utc),
pair=pair, trade=trade, current_time=datetime.now(timezone.utc),
proposed_rate=enter_limit_requested, entry_tag=entry_tag,
side=trade_side,
)

2
freqtrade/optimize/backtesting.py
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@@ -738,7 +738,7 @@ class Backtesting:
if order_type == 'limit':
new_rate = strategy_safe_wrapper(self.strategy.custom_entry_price,
default_retval=propose_rate)(
pair=pair, current_time=current_time,
pair=pair, trade=trade, current_time=current_time,
proposed_rate=propose_rate, entry_tag=entry_tag,
side=direction,
) # default value is the open rate

3
freqtrade/strategy/interface.py
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@@ -395,7 +395,8 @@ class IStrategy(ABC, HyperStrategyMixin):
"""
return self.stoploss
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
def custom_entry_price(self, pair: str, trade: Trade, current_time: datetime,
proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
"""
Custom entry price logic, returning the new entry price.

4
tests/strategy/strats/strategy_test_v3_custom_entry_price.py
View File

@@ -6,6 +6,8 @@ from typing import Optional
from pandas import DataFrame
from strategy_test_v3 import StrategyTestV3
from freqtrade.persistence import Trade
class StrategyTestV3CustomEntryPrice(StrategyTestV3):
"""
@@ -31,7 +33,7 @@ class StrategyTestV3CustomEntryPrice(StrategyTestV3):
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
return dataframe
def custom_entry_price(self, pair: str, current_time: datetime, proposed_rate: float,
def custom_entry_price(self, pair: str, trade: 'Trade', current_time: datetime, proposed_rate: float,
entry_tag: Optional[str], side: str, **kwargs) -> float:
return self.new_entry_price