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100 lines
3.2 KiB
Python
100 lines
3.2 KiB
Python
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
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import logging
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from pandas import DataFrame
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from strategy_test_v3 import StrategyTestV3
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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from freqtrade.strategy import BooleanParameter, DecimalParameter, IntParameter, RealParameter
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logger = logging.getLogger(__name__)
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class HyperoptableStrategy(StrategyTestV3):
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"""
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Default Strategy provided by freqtrade bot.
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Please do not modify this strategy, it's intended for internal use only.
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Please look at the SampleStrategy in the user_data/strategy directory
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or strategy repository https://github.com/freqtrade/freqtrade-strategies
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for samples and inspiration.
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"""
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INTERFACE_VERSION = 3
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buy_params = {
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"buy_rsi": 35,
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# Intentionally not specified, so "default" is tested
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# 'buy_plusdi': 0.4
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}
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sell_params = {"sell_rsi": 74, "sell_minusdi": 0.4}
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buy_plusdi = RealParameter(low=0, high=1, default=0.5, space="buy")
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sell_rsi = IntParameter(low=50, high=100, default=70, space="sell")
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sell_minusdi = DecimalParameter(
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low=0, high=1, default=0.5001, decimals=3, space="sell", load=False
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)
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exitaaa = IntParameter(low=0, high=10, default=5, space="exitaspace")
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exit_rsi = IntParameter(low=0, high=10, default=5)
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protection_enabled = BooleanParameter(default=True)
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protection_cooldown_lookback = IntParameter([0, 50], default=30)
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# Invalid plot config ...
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plot_config = {
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"main_plot": {},
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}
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@property
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def protections(self):
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prot = []
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if self.protection_enabled.value:
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prot.append(
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{
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"method": "CooldownPeriod",
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"stop_duration_candles": self.protection_cooldown_lookback.value,
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}
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)
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return prot
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bot_loop_started = False
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bot_started = False
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def bot_loop_start(self, **kwargs):
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self.bot_loop_started = True
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logger.info("Test: Bot loop started")
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def bot_start(self, **kwargs) -> None:
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self.bot_started = True
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self.buy_rsi = IntParameter([0, 50], default=30, space="buy")
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(dataframe["rsi"] < self.buy_rsi.value)
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& (dataframe["fastd"] < 35)
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& (dataframe["adx"] > 30)
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& (dataframe["plus_di"] > self.buy_plusdi.value)
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)
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| ((dataframe["adx"] > 65) & (dataframe["plus_di"] > self.buy_plusdi.value)),
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"enter_long",
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] = 1
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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dataframe.loc[
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(
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(
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(qtpylib.crossed_above(dataframe["rsi"], self.sell_rsi.value))
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| (qtpylib.crossed_above(dataframe["fastd"], 70))
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)
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& (dataframe["adx"] > 10)
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& (dataframe["minus_di"] > 0)
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)
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| ((dataframe["adx"] > 70) & (dataframe["minus_di"] > self.sell_minusdi.value)),
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"exit_long",
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] = 1
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return dataframe
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