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Merge branch 'freqtrade:develop' into develop

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hippocritical
2023-05-28 20:53:39 +02:00
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parent 0874b1a959 dbb92f686f
commit fc887efd4b
4 changed files with 5 additions and 10 deletions
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8
docs/strategy-customization.md
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@@ -342,16 +342,12 @@ The above configuration would therefore mean:
The calculation does include fees. The calculation does include fees.
To disable ROI completely, set it to an insanely high number: To disable ROI completely, set it to an empty dictionary:
```python ```python
minimal_roi = { minimal_roi = {}
"0": 100
}
``` ```
While technically not completely disabled, this would exit once the trade reaches 10000% Profit.
To use times based on candle duration (timeframe), the following snippet can be handy. To use times based on candle duration (timeframe), the following snippet can be handy.
This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...) This will allow you to change the timeframe for the strategy, and ROI times will still be set as candles (e.g. after 3 candles ...)

1
freqtrade/constants.py
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@@ -148,7 +148,6 @@ CONF_SCHEMA = {
'patternProperties': { 'patternProperties': {
'^[0-9.]+$': {'type': 'number'} '^[0-9.]+$': {'type': 'number'}
}, },
'minProperties': 1
}, },
'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5}, 'amount_reserve_percent': {'type': 'number', 'minimum': 0.0, 'maximum': 0.5},
'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True, 'minimum': -1}, 'stoploss': {'type': 'number', 'maximum': 0, 'exclusiveMaximum': True, 'minimum': -1},

4
freqtrade/strategy/interface.py
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@@ -48,7 +48,7 @@ class IStrategy(ABC, HyperStrategyMixin):
_ft_params_from_file: Dict _ft_params_from_file: Dict
# associated minimal roi # associated minimal roi
minimal_roi: Dict = {"0": 10.0} minimal_roi: Dict = {}
# associated stoploss # associated stoploss
stoploss: float stoploss: float
@@ -1265,7 +1265,7 @@ class IStrategy(ABC, HyperStrategyMixin):
:return: minimal ROI entry value or None if none proper ROI entry was found. :return: minimal ROI entry value or None if none proper ROI entry was found.
""" """
# Get highest entry in ROI dict where key <= trade-duration # Get highest entry in ROI dict where key <= trade-duration
roi_list = list(filter(lambda x: x <= trade_dur, self.minimal_roi.keys())) roi_list = [x for x in self.minimal_roi.keys() if x <= trade_dur]
if not roi_list: if not roi_list:
return None, None return None, None
roi_entry = max(roi_list) roi_entry = max(roi_list)

2
tests/optimize/test_backtest_detail.py
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@@ -820,7 +820,7 @@ tc52 = BTContainer(data=[
[2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust [2, 4900, 5250, 4500, 5100, 6172, 0, 0], # Order readjust
[3, 5100, 5100, 4650, 4750, 6172, 0, 0], # stoploss hit? [3, 5100, 5100, 4650, 4750, 6172, 0, 0], # stoploss hit?
[4, 4750, 4950, 4350, 4750, 6172, 0, 0]], [4, 4750, 4950, 4350, 4750, 6172, 0, 0]],
stop_loss=-0.03, roi={"0": 0.10}, profit_perc=-0.03, stop_loss=-0.03, roi={}, profit_perc=-0.03,
use_exit_signal=True, timeout=1000, use_exit_signal=True, timeout=1000,
custom_entry_price=4200, adjust_entry_price=5200, custom_entry_price=4200, adjust_entry_price=5200,
trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=False)] trades=[BTrade(exit_reason=ExitType.STOP_LOSS, open_tick=1, close_tick=2, is_short=False)]