ruff format: Update test strategies
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@@ -44,9 +44,9 @@ class freqai_test_multimodel_classifier_strat(IStrategy):
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)
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max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
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def feature_engineering_expand_all(self, dataframe: DataFrame, period: int,
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metadata: Dict, **kwargs):
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def feature_engineering_expand_all(
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self, dataframe: DataFrame, period: int, metadata: Dict, **kwargs
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):
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dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
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dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
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dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period)
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@@ -54,7 +54,6 @@ class freqai_test_multimodel_classifier_strat(IStrategy):
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return dataframe
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def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
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dataframe["%-pct-change"] = dataframe["close"].pct_change()
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dataframe["%-raw_volume"] = dataframe["volume"]
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dataframe["%-raw_price"] = dataframe["close"]
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@@ -62,24 +61,23 @@ class freqai_test_multimodel_classifier_strat(IStrategy):
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return dataframe
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def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
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dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
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dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
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return dataframe
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def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
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dataframe["&s-up_or_down"] = np.where(
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dataframe["close"].shift(-50) > dataframe["close"], "up", "down"
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)
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dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-50) >
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dataframe["close"], 'up', 'down')
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dataframe['&s-up_or_down2'] = np.where(dataframe["close"].shift(-50) >
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dataframe["close"], 'up2', 'down2')
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dataframe["&s-up_or_down2"] = np.where(
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dataframe["close"].shift(-50) > dataframe["close"], "up2", "down2"
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)
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return dataframe
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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self.freqai_info = self.config["freqai"]
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dataframe = self.freqai.start(dataframe, metadata, self)
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@@ -89,7 +87,6 @@ class freqai_test_multimodel_classifier_strat(IStrategy):
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return dataframe
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def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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enter_long_conditions = [df["do_predict"] == 1, df["&-s_close"] > df["target_roi"]]
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if enter_long_conditions:
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