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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_multimodel_strat.py
+5 -11
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@@ -43,9 +43,9 @@ class freqai_test_multimodel_strat(IStrategy):
)
max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
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)
@@ -53,7 +53,6 @@ class freqai_test_multimodel_strat(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"]
@@ -61,14 +60,12 @@ class freqai_test_multimodel_strat(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
return dataframe
def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
dataframe["&-s_close"] = (
dataframe["close"]
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
@@ -76,15 +73,14 @@ class freqai_test_multimodel_strat(IStrategy):
.mean()
/ dataframe["close"]
- 1
)
)
dataframe["&-s_range"] = (
dataframe["close"]
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
.rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
.max()
-
dataframe["close"]
- dataframe["close"]
.shift(-self.freqai_info["feature_parameters"]["label_period_candles"])
.rolling(self.freqai_info["feature_parameters"]["label_period_candles"])
.min()
@@ -93,7 +89,6 @@ class freqai_test_multimodel_strat(IStrategy):
return dataframe
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
self.freqai_info = self.config["freqai"]
dataframe = self.freqai.start(dataframe, metadata, self)
@@ -103,7 +98,6 @@ class freqai_test_multimodel_strat(IStrategy):
return dataframe
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
enter_long_conditions = [df["do_predict"] == 1, df["&-s_close"] > df["target_roi"]]
if enter_long_conditions: