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Merge pull request #42 from freqtrade/hroff-1902-patch-1

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Use DataProvider.get_pair_dataframe() for informative pair
This commit is contained in:
Matthias
2019-08-20 06:32:04 +02:00
committed by GitHub
parent b05c669a8b 55cc1a4503
commit 456de39bfa
1 changed files with 5 additions and 13 deletions
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user_data/strategies/InformativeSample.py
+5 -13
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@@ -86,19 +86,11 @@ class InformativeSample(IStrategy):
dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
if self.dp:
if self.dp.runmode in('live', 'dry_run'):
# Get live ohlcv data for the informative pair.
if (f"{self.stake_currency}/USDT", self.ticker_interval) in self.dp.available_pairs:
data = self.dp.ohlcv(pair=f"{self.stake_currency}/USDT",
ticker_interval=self.ticker_interval)
else:
# Get historic ohlcv data (cached on disk).
data = self.dp.historic_ohlcv(pair=f"{self.stake_currency}/USDT",
ticker_interval=self.ticker_interval)
if len(data) == 0:
logger.warning(f"No data found for {self.stake_currency}/USDT")
# Combine the 2 dataframes using close
# this will result in a column named 'closeETH' or 'closeBTC' - depending on stake_currency.
# Get ohlcv data for informative pair.
data = self.dp.get_pair_dataframe(pair=f"{self.stake_currency}/USDT",
ticker_interval=self.ticker_interval)
# Combine the 2 dataframes using 'close'.
# This will result in a column named 'closeETH' or 'closeBTC' - depending on stake_currency.
dataframe = dataframe.merge(data[["date", "close"]], on="date", how="left", suffixes=("", self.config['stake_currency']))
# Calculate SMA20 on 'close' data for stake_currency/USDT. Resulting column is named as 'smaETH20' (if stake_currency is ETH)