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freqtrade
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chore: remove edge from freqtradebot

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pull/11867/head
Matthias 11 months ago
parent ca32cb9e61
commit 340cad3707
2 changed files with 13 additions and 47 deletions
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42
freqtrade/freqtradebot.py
Unescape View File

@ -18,7 +18,6 @@ from freqtrade.configuration import validate_config_consistency
from freqtrade.constants import BuySell, Config, EntryExecuteMode, ExchangeConfig, LongShort
from freqtrade.data.converter import order_book_to_dataframe
from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.enums import (
ExitCheckTuple,
ExitType,
@ -131,13 +130,6 @@ class FreqtradeBot(LoggingMixin):
# Attach Wallets to strategy instance
self.strategy.wallets = self.wallets
# Initializing Edge only if enabled
self.edge = (
Edge(self.config, self.exchange, self.strategy)
if self.config.get("edge", {}).get("enabled", False)
else None
)
# Init ExternalMessageConsumer if enabled
self.emc = (
ExternalMessageConsumer(self.config, self.dataprovider)
@ -242,9 +234,8 @@ class FreqtradeBot(LoggingMixin):
self.rpc.startup_messages(self.config, self.pairlists, self.protections)
# Update older trades with precision and precision mode
self.startup_backpopulate_precision()
if not self.edge:
# Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss)
# Adjust stoploss if it was changed
Trade.stoploss_reinitialization(self.strategy.stoploss)
# Only update open orders on startup
# This will update the database after the initial migration
@ -335,7 +326,7 @@ class FreqtradeBot(LoggingMixin):
def _refresh_active_whitelist(self, trades: list[Trade] | None = None) -> list[str]:
"""
Refresh active whitelist from pairlist or edge and extend it with
Refresh active whitelist from pairlist and extend it with
pairs that have open trades.
"""
# Refresh whitelist
@ -343,11 +334,6 @@ class FreqtradeBot(LoggingMixin):
self.pairlists.refresh_pairlist()
_whitelist = self.pairlists.whitelist
# Calculating Edge positioning
if self.edge:
self.edge.calculate(_whitelist)
_whitelist = self.edge.adjust(_whitelist)
if trades:
# Extend active-pair whitelist with pairs of open trades
# It ensures that candle (OHLCV) data are downloaded for open trades as well
@ -701,9 +687,7 @@ class FreqtradeBot(LoggingMixin):
else:
self.log_once(f"Pair {pair} is currently locked.", logger.info)
return False
stake_amount = self.wallets.get_trade_stake_amount(
pair, self.config["max_open_trades"], self.edge
)
stake_amount = self.wallets.get_trade_stake_amount(pair, self.config["max_open_trades"])
bid_check_dom = self.config.get("entry_pricing", {}).get("check_depth_of_market", {})
if (bid_check_dom.get("enabled", False)) and (
@ -1042,7 +1026,7 @@ class FreqtradeBot(LoggingMixin):
precision_mode_price=self.exchange.precision_mode_price,
contract_size=self.exchange.get_contract_size(pair),
)
stoploss = self.strategy.stoploss if not self.edge else self.edge.get_stoploss(pair)
stoploss = self.strategy.stoploss
trade.adjust_stop_loss(trade.open_rate, stoploss, initial=True)
else:
@ -1170,7 +1154,7 @@ class FreqtradeBot(LoggingMixin):
pair, enter_limit_requested, leverage
)
if not self.edge and trade is None:
if trade is None:
stake_available = self.wallets.get_available_stake_amount()
stake_amount = strategy_safe_wrapper(
self.strategy.custom_stake_amount, default_retval=stake_amount
@ -1382,7 +1366,7 @@ class FreqtradeBot(LoggingMixin):
datetime.now(timezone.utc),
enter=enter,
exit_=exit_,
force_stoploss=self.edge.get_stoploss(trade.pair) if self.edge else 0,
force_stoploss=0,
)
for should_exit in exits:
if should_exit.exit_flag:
@ -1487,13 +1471,6 @@ class FreqtradeBot(LoggingMixin):
# If enter order is fulfilled but there is no stoploss, we add a stoploss on exchange
if len(stoploss_orders) == 0:
stop_price = trade.stoploss_or_liquidation
if self.edge:
stoploss = self.edge.get_stoploss(pair=trade.pair)
stop_price = (
trade.open_rate * (1 - stoploss)
if trade.is_short
else trade.open_rate * (1 + stoploss)
)
if self.create_stoploss_order(trade=trade, stop_price=stop_price):
# The above will return False if the placement failed and the trade was force-sold.
@ -2370,10 +2347,7 @@ class FreqtradeBot(LoggingMixin):
if send_msg:
# Don't cancel stoploss in recovery modes immediately
trade = self.cancel_stoploss_on_exchange(trade)
if not self.edge:
# TODO: should shorting/leverage be supported by Edge,
# then this will need to be fixed.
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
trade.adjust_stop_loss(trade.open_rate, self.strategy.stoploss, initial=True)
if (
order.ft_order_side == trade.entry_side
or (trade.amount > 0 and trade.is_open)

18
freqtrade/wallets.py
Unescape View File

@ -352,7 +352,7 @@ class Wallets:
return max(stake_amount, 0)
def get_trade_stake_amount(
self, pair: str, max_open_trades: IntOrInf, edge=None, update: bool = True
self, pair: str, max_open_trades: IntOrInf, update: bool = True
) -> float:
"""
Calculate stake amount for the trade
@ -366,19 +366,11 @@ class Wallets:
val_tied_up = Trade.total_open_trades_stakes()
available_amount = self.get_available_stake_amount()
if edge:
stake_amount = edge.stake_amount(
pair,
self.get_free(self._stake_currency),
self.get_total(self._stake_currency),
val_tied_up,
stake_amount = self._config["stake_amount"]
if stake_amount == UNLIMITED_STAKE_AMOUNT:
stake_amount = self._calculate_unlimited_stake_amount(
available_amount, val_tied_up, max_open_trades
)
else:
stake_amount = self._config["stake_amount"]
if stake_amount == UNLIMITED_STAKE_AMOUNT:
stake_amount = self._calculate_unlimited_stake_amount(
available_amount, val_tied_up, max_open_trades
)
return self._check_available_stake_amount(stake_amount, available_amount)

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