Files
freqtrade/tests/strategy/strats/hyperoptable_strategy.py
2025-11-06 20:36:40 +01:00

100 lines
3.2 KiB
Python

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