def get_trade_entries(
self, df: DataFrame, trade: Trade
- ) -> tuple[datetime.datetime, float | None, DataFrame | None]:
+ ) -> tuple[datetime.datetime, float | None]:
entry_date = timeframe_to_prev_date(self.timeframe, trade.open_date_utc)
entry_candle = df.loc[(df["date"] == entry_date)]
entry_natr = entry_candle["natr_ratio_labeling_window"]
trade.metadata["entry_natr"] = entry_natr
- return entry_date, entry_natr, entry_candle
+ return entry_date, entry_natr
def get_stoploss_distance(self, trade: Trade, natr: float) -> float:
return trade.open_rate * natr * self.stoploss_natr_ratio
if df.empty:
return None
- entry_date, entry_natr, entry_candle = self.get_trade_entries(df, trade)
- if entry_natr is None or entry_candle is None:
+ entry_date, entry_natr = self.get_trade_entries(df, trade)
+ if entry_natr is None:
return None
entry_stoploss_distance = self.get_stoploss_distance(trade, entry_natr)
last_natr = df["natr_ratio_labeling_window"].iloc[-1]
):
return "maxima_detected_long"
- _, entry_natr, _ = self.get_trade_entries(df, trade)
+ _, entry_natr = self.get_trade_entries(df, trade)
if entry_natr is None:
return None
last_natr = df["natr_ratio_labeling_window"].iloc[-1]