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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/strategy_test_v2.py
+39 -47
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@@ -15,28 +15,24 @@ class StrategyTestV2(IStrategy):
or strategy repository https://github.com/freqtrade/freqtrade-strategies
for samples and inspiration.
"""
INTERFACE_VERSION = 2
# Minimal ROI designed for the strategy
minimal_roi = {
"40": 0.0,
"30": 0.01,
"20": 0.02,
"0": 0.04
}
minimal_roi = {"40": 0.0, "30": 0.01, "20": 0.02, "0": 0.04}
# Optimal stoploss designed for the strategy
stoploss = -0.10
# Optimal timeframe for the strategy
timeframe = '5m'
timeframe = "5m"
# Optional order type mapping
order_types = {
'entry': 'limit',
'exit': 'limit',
'stoploss': 'limit',
'stoploss_on_exchange': False
"entry": "limit",
"exit": "limit",
"stoploss": "limit",
"stoploss_on_exchange": False,
}
# Number of candles the strategy requires before producing valid signals
@@ -44,8 +40,8 @@ class StrategyTestV2(IStrategy):
# Optional time in force for orders
order_time_in_force = {
'entry': 'gtc',
'exit': 'gtc',
"entry": "gtc",
"exit": "gtc",
}
# Test legacy use_sell_signal definition
use_sell_signal = False
@@ -69,36 +65,36 @@ class StrategyTestV2(IStrategy):
# ------------------------------------
# ADX
dataframe['adx'] = ta.ADX(dataframe)
dataframe["adx"] = ta.ADX(dataframe)
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
dataframe['macdhist'] = macd['macdhist']
dataframe["macd"] = macd["macd"]
dataframe["macdsignal"] = macd["macdsignal"]
dataframe["macdhist"] = macd["macdhist"]
# Minus Directional Indicator / Movement
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
dataframe["minus_di"] = ta.MINUS_DI(dataframe)
# Plus Directional Indicator / Movement
dataframe['plus_di'] = ta.PLUS_DI(dataframe)
dataframe["plus_di"] = ta.PLUS_DI(dataframe)
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
dataframe["rsi"] = ta.RSI(dataframe)
# Stoch fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk']
dataframe["fastd"] = stoch_fast["fastd"]
dataframe["fastk"] = stoch_fast["fastk"]
# Bollinger bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower']
dataframe['bb_middleband'] = bollinger['mid']
dataframe['bb_upperband'] = bollinger['upper']
dataframe["bb_lowerband"] = bollinger["lower"]
dataframe["bb_middleband"] = bollinger["mid"]
dataframe["bb_upperband"] = bollinger["upper"]
# EMA - Exponential Moving Average
dataframe['ema10'] = ta.EMA(dataframe, timeperiod=10)
dataframe["ema10"] = ta.EMA(dataframe, timeperiod=10)
return dataframe
@@ -111,16 +107,14 @@ class StrategyTestV2(IStrategy):
"""
dataframe.loc[
(
(dataframe['rsi'] < 35) &
(dataframe['fastd'] < 35) &
(dataframe['adx'] > 30) &
(dataframe['plus_di'] > 0.5)
) |
(
(dataframe['adx'] > 65) &
(dataframe['plus_di'] > 0.5)
),
'buy'] = 1
(dataframe["rsi"] < 35)
& (dataframe["fastd"] < 35)
& (dataframe["adx"] > 30)
& (dataframe["plus_di"] > 0.5)
)
| ((dataframe["adx"] > 65) & (dataframe["plus_di"] > 0.5)),
"buy",
] = 1
return dataframe
@@ -134,15 +128,13 @@ class StrategyTestV2(IStrategy):
dataframe.loc[
(
(
(qtpylib.crossed_above(dataframe['rsi'], 70)) |
(qtpylib.crossed_above(dataframe['fastd'], 70))
) &
(dataframe['adx'] > 10) &
(dataframe['minus_di'] > 0)
) |
(
(dataframe['adx'] > 70) &
(dataframe['minus_di'] > 0.5)
),
'sell'] = 1
(qtpylib.crossed_above(dataframe["rsi"], 70))
| (qtpylib.crossed_above(dataframe["fastd"], 70))
)
& (dataframe["adx"] > 10)
& (dataframe["minus_di"] > 0)
)
| ((dataframe["adx"] > 70) & (dataframe["minus_di"] > 0.5)),
"sell",
] = 1
return dataframe