ruff format: Update test strategies
This commit is contained in:
Matthias
@@ -25,15 +25,11 @@ class StrategyTestV3(IStrategy):
|
||||
or strategy repository https://github.com/freqtrade/freqtrade-strategies
|
||||
for samples and inspiration.
|
||||
"""
|
||||
|
||||
INTERFACE_VERSION = 3
|
||||
|
||||
# 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 max_open_trades for the strategy
|
||||
max_open_trades = -1
|
||||
@@ -42,14 +38,14 @@ class StrategyTestV3(IStrategy):
|
||||
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
|
||||
@@ -57,26 +53,24 @@ class StrategyTestV3(IStrategy):
|
||||
|
||||
# Optional time in force for orders
|
||||
order_time_in_force = {
|
||||
'entry': 'gtc',
|
||||
'exit': 'gtc',
|
||||
"entry": "gtc",
|
||||
"exit": "gtc",
|
||||
}
|
||||
|
||||
buy_params = {
|
||||
'buy_rsi': 35,
|
||||
"buy_rsi": 35,
|
||||
# Intentionally not specified, so "default" is tested
|
||||
# 'buy_plusdi': 0.4
|
||||
}
|
||||
|
||||
sell_params = {
|
||||
'sell_rsi': 74,
|
||||
'sell_minusdi': 0.4
|
||||
}
|
||||
sell_params = {"sell_rsi": 74, "sell_minusdi": 0.4}
|
||||
|
||||
buy_rsi = IntParameter([0, 50], default=30, space='buy')
|
||||
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space='buy')
|
||||
sell_rsi = IntParameter(low=50, high=100, default=70, space='sell')
|
||||
sell_minusdi = DecimalParameter(low=0, high=1, default=0.5001, decimals=3, space='sell',
|
||||
load=False)
|
||||
buy_rsi = IntParameter([0, 50], default=30, space="buy")
|
||||
buy_plusdi = RealParameter(low=0, high=1, default=0.5, space="buy")
|
||||
sell_rsi = IntParameter(low=50, high=100, default=70, space="sell")
|
||||
sell_minusdi = DecimalParameter(
|
||||
low=0, high=1, default=0.5001, decimals=3, space="sell", load=False
|
||||
)
|
||||
protection_enabled = BooleanParameter(default=True)
|
||||
protection_cooldown_lookback = IntParameter([0, 50], default=30)
|
||||
|
||||
@@ -97,67 +91,61 @@ class StrategyTestV3(IStrategy):
|
||||
self.bot_started = True
|
||||
|
||||
def informative_pairs(self):
|
||||
|
||||
return []
|
||||
|
||||
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
|
||||
# Momentum Indicator
|
||||
# ------------------------------------
|
||||
|
||||
# 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
|
||||
|
||||
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
|
||||
dataframe.loc[
|
||||
(
|
||||
(dataframe['rsi'] < self.buy_rsi.value) &
|
||||
(dataframe['fastd'] < 35) &
|
||||
(dataframe['adx'] > 30) &
|
||||
(dataframe['plus_di'] > self.buy_plusdi.value)
|
||||
) |
|
||||
(
|
||||
(dataframe['adx'] > 65) &
|
||||
(dataframe['plus_di'] > self.buy_plusdi.value)
|
||||
),
|
||||
'enter_long'] = 1
|
||||
(dataframe["rsi"] < self.buy_rsi.value)
|
||||
& (dataframe["fastd"] < 35)
|
||||
& (dataframe["adx"] > 30)
|
||||
& (dataframe["plus_di"] > self.buy_plusdi.value)
|
||||
)
|
||||
| ((dataframe["adx"] > 65) & (dataframe["plus_di"] > self.buy_plusdi.value)),
|
||||
"enter_long",
|
||||
] = 1
|
||||
dataframe.loc[
|
||||
(
|
||||
qtpylib.crossed_below(dataframe['rsi'], self.sell_rsi.value)
|
||||
),
|
||||
('enter_short', 'enter_tag')] = (1, 'short_Tag')
|
||||
(qtpylib.crossed_below(dataframe["rsi"], self.sell_rsi.value)),
|
||||
("enter_short", "enter_tag"),
|
||||
] = (1, "short_Tag")
|
||||
|
||||
return dataframe
|
||||
|
||||
@@ -165,41 +153,53 @@ class StrategyTestV3(IStrategy):
|
||||
dataframe.loc[
|
||||
(
|
||||
(
|
||||
(qtpylib.crossed_above(dataframe['rsi'], self.sell_rsi.value)) |
|
||||
(qtpylib.crossed_above(dataframe['fastd'], 70))
|
||||
) &
|
||||
(dataframe['adx'] > 10) &
|
||||
(dataframe['minus_di'] > 0)
|
||||
) |
|
||||
(
|
||||
(dataframe['adx'] > 70) &
|
||||
(dataframe['minus_di'] > self.sell_minusdi.value)
|
||||
),
|
||||
'exit_long'] = 1
|
||||
(qtpylib.crossed_above(dataframe["rsi"], self.sell_rsi.value))
|
||||
| (qtpylib.crossed_above(dataframe["fastd"], 70))
|
||||
)
|
||||
& (dataframe["adx"] > 10)
|
||||
& (dataframe["minus_di"] > 0)
|
||||
)
|
||||
| ((dataframe["adx"] > 70) & (dataframe["minus_di"] > self.sell_minusdi.value)),
|
||||
"exit_long",
|
||||
] = 1
|
||||
|
||||
dataframe.loc[
|
||||
(
|
||||
qtpylib.crossed_above(dataframe['rsi'], self.buy_rsi.value)
|
||||
),
|
||||
('exit_short', 'exit_tag')] = (1, 'short_Tag')
|
||||
(qtpylib.crossed_above(dataframe["rsi"], self.buy_rsi.value)),
|
||||
("exit_short", "exit_tag"),
|
||||
] = (1, "short_Tag")
|
||||
|
||||
return dataframe
|
||||
|
||||
def leverage(self, pair: str, current_time: datetime, current_rate: float,
|
||||
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str],
|
||||
side: str, **kwargs) -> float:
|
||||
def leverage(
|
||||
self,
|
||||
pair: str,
|
||||
current_time: datetime,
|
||||
current_rate: float,
|
||||
proposed_leverage: float,
|
||||
max_leverage: float,
|
||||
entry_tag: Optional[str],
|
||||
side: str,
|
||||
**kwargs,
|
||||
) -> float:
|
||||
# Return 3.0 in all cases.
|
||||
# Bot-logic must make sure it's an allowed leverage and eventually adjust accordingly.
|
||||
|
||||
return 3.0
|
||||
|
||||
def adjust_trade_position(self, trade: Trade, current_time: datetime,
|
||||
current_rate: float, current_profit: float,
|
||||
min_stake: Optional[float], max_stake: float,
|
||||
current_entry_rate: float, current_exit_rate: float,
|
||||
current_entry_profit: float, current_exit_profit: float,
|
||||
**kwargs) -> Optional[float]:
|
||||
|
||||
def adjust_trade_position(
|
||||
self,
|
||||
trade: Trade,
|
||||
current_time: datetime,
|
||||
current_rate: float,
|
||||
current_profit: float,
|
||||
min_stake: Optional[float],
|
||||
max_stake: float,
|
||||
current_entry_rate: float,
|
||||
current_exit_rate: float,
|
||||
current_entry_profit: float,
|
||||
current_exit_profit: float,
|
||||
**kwargs,
|
||||
) -> Optional[float]:
|
||||
if current_profit < -0.0075:
|
||||
orders = trade.select_filled_orders(trade.entry_side)
|
||||
return round(orders[0].stake_amount, 0)
|
||||
|
||||
Reference in New Issue
Block a user