from collections.abc import Callable from dataclasses import dataclass from typing import Any from pandas import DataFrame from freqtrade.enums import CandleType from freqtrade.exceptions import OperationalException from freqtrade.strategy.strategy_helper import merge_informative_pair PopulateIndicators = Callable[[Any, DataFrame, dict], DataFrame] @dataclass class InformativeData: asset: str | None timeframe: str fmt: str | Callable[[Any], str] | None ffill: bool candle_type: CandleType | None def informative( timeframe: str, asset: str = "", fmt: str | Callable[[Any], str] | None = None, *, candle_type: CandleType | str | None = None, ffill: bool = True, ) -> Callable[[PopulateIndicators], PopulateIndicators]: """ A decorator for populate_indicators_Nn(self, dataframe, metadata), allowing these functions to define informative indicators. Example usage: @informative('1h') def populate_indicators_1h(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) return dataframe :param timeframe: Informative timeframe. Must always be equal or higher than strategy timeframe. :param asset: Informative asset, for example BTC, BTC/USDT, ETH/BTC. Do not specify to use current pair. Also supports limited pair format strings (see below) :param fmt: Column format (str) or column formatter (callable(name, asset, timeframe)). When not specified, defaults to: * {base}_{quote}_{column}_{timeframe} if asset is specified. * {column}_{timeframe} if asset is not specified. Pair format supports these format variables: * {base} - base currency in lower case, for example 'eth'. * {BASE} - same as {base}, except in upper case. * {quote} - quote currency in lower case, for example 'usdt'. * {QUOTE} - same as {quote}, except in upper case. Format string additionally supports this variables. * {asset} - full name of the asset, for example 'BTC/USDT'. * {column} - name of dataframe column. * {timeframe} - timeframe of informative dataframe. :param ffill: ffill dataframe after merging informative pair. :param candle_type: '', mark, index, premiumIndex, or funding_rate """ _asset = asset _timeframe = timeframe _fmt = fmt _ffill = ffill _candle_type = CandleType.from_string(candle_type) if candle_type else None def decorator(fn: PopulateIndicators): informative_pairs = getattr(fn, "_ft_informative", []) informative_pairs.append(InformativeData(_asset, _timeframe, _fmt, _ffill, _candle_type)) setattr(fn, "_ft_informative", informative_pairs) # noqa: B010 return fn return decorator def __get_pair_formats(market: dict[str, Any] | None) -> dict[str, str]: if not market: return {} base = market["base"] quote = market["quote"] return { "base": base.lower(), "BASE": base.upper(), "quote": quote.lower(), "QUOTE": quote.upper(), } def _format_pair_name(config, pair: str, market: dict[str, Any] | None = None) -> str: return pair.format( stake_currency=config["stake_currency"], stake=config["stake_currency"], **__get_pair_formats(market), ).upper() def _create_and_merge_informative_pair( strategy, dataframe: DataFrame, metadata: dict, inf_data: InformativeData, populate_indicators: PopulateIndicators, ): asset = inf_data.asset or "" timeframe = inf_data.timeframe fmt = inf_data.fmt candle_type = inf_data.candle_type config = strategy.config if asset: # Insert stake currency if needed. market1 = strategy.dp.market(metadata["pair"]) asset = _format_pair_name(config, asset, market1) else: # Not specifying an asset will define informative dataframe for current pair. asset = metadata["pair"] market = strategy.dp.market(asset) if market is None: raise OperationalException(f"Market {asset} is not available.") # Default format. This optimizes for the common case: informative pairs using same stake # currency. When quote currency matches stake currency, column name will omit base currency. # This allows easily reconfiguring strategy to use different base currency. In a rare case # where it is desired to keep quote currency in column name at all times user should specify # fmt='{base}_{quote}_{column}_{timeframe}' format or similar. if not fmt: fmt = "{column}_{timeframe}" # Informatives of current pair if inf_data.asset: fmt = "{base}_{quote}_" + fmt # Informatives of other pairs inf_metadata = {"pair": asset, "timeframe": timeframe} inf_dataframe = strategy.dp.get_pair_dataframe(asset, timeframe, candle_type) inf_dataframe = populate_indicators(strategy, inf_dataframe, inf_metadata) formatter: Any = None if callable(fmt): formatter = fmt # A custom user-specified formatter function. else: formatter = fmt.format # A default string formatter. fmt_args = { **__get_pair_formats(market), "asset": asset, "timeframe": timeframe, } inf_dataframe.rename(columns=lambda column: formatter(column=column, **fmt_args), inplace=True) date_column = formatter(column="date", **fmt_args) if date_column in dataframe.columns: raise OperationalException( f"Duplicate column name {date_column} exists in " f"dataframe! Ensure column names are unique!" ) dataframe = merge_informative_pair( dataframe, inf_dataframe, strategy.timeframe, timeframe, ffill=inf_data.ffill, append_timeframe=False, date_column=date_column, ) return dataframe