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ruff format: Update test strategies

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This commit is contained in:
Matthias
2024-05-12 15:41:07 +02:00
parent 099b1fc8c4
commit 8c7d80b78e
23 changed files with 420 additions and 462 deletions
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tests/strategy/strats/freqai_test_classifier.py
+8 -12
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@@ -57,9 +57,9 @@ class freqai_test_classifier(IStrategy):
informative_pairs.append((pair, tf))
return informative_pairs
def feature_engineering_expand_all(self, dataframe: DataFrame, period: int,
metadata: Dict, **kwargs):
def feature_engineering_expand_all(
self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs
):
dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period)
@@ -67,7 +67,6 @@ class freqai_test_classifier(IStrategy):
return dataframe
def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
dataframe["%-pct-change"] = dataframe["close"].pct_change()
dataframe["%-raw_volume"] = dataframe["volume"]
dataframe["%-raw_price"] = dataframe["close"]
@@ -75,7 +74,6 @@ class freqai_test_classifier(IStrategy):
return dataframe
def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
@@ -83,13 +81,13 @@ class freqai_test_classifier(IStrategy):
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
self.freqai.class_names = ["down", "up"]
dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-100) >
dataframe["close"], 'up', 'down')
dataframe["&s-up_or_down"] = np.where(
dataframe["close"].shift(-100) > dataframe["close"], "up", "down"
)
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self.freqai_info = self.config["freqai"]
dataframe = self.freqai.start(dataframe, metadata, self)
@@ -97,15 +95,14 @@ class freqai_test_classifier(IStrategy):
return dataframe
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
enter_long_conditions = [df['&s-up_or_down'] == 'up']
enter_long_conditions = [df["&s-up_or_down"] == "up"]
if enter_long_conditions:
df.loc[
reduce(lambda x, y: x & y, enter_long_conditions), ["enter_long", "enter_tag"]
] = (1, "long")
enter_short_conditions = [df['&s-up_or_down'] == 'down']
enter_short_conditions = [df["&s-up_or_down"] == "down"]
if enter_short_conditions:
df.loc[
@@ -115,5 +112,4 @@ class freqai_test_classifier(IStrategy):
return df
def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
return df