condensed strategy methods down to 2

This commit is contained in:
Sam Germain
2021-08-18 04:19:17 -06:00
parent d4a7d2d444
commit 092780df9d
22 changed files with 451 additions and 773 deletions

View File

@@ -29,7 +29,7 @@ class SampleStrategy(IStrategy):
You must keep:
- the lib in the section "Do not remove these libs"
- the methods: populate_indicators, populate_buy_trend, populate_sell_trend, populate_short_trend, populate_exit_short_trend
- the methods: populate_indicators, populate_buy_trend, populate_sell_trend
You should keep:
- timeframe, minimal_roi, stoploss, trailing_*
"""
@@ -356,6 +356,16 @@ class SampleStrategy(IStrategy):
),
'buy'] = 1
dataframe.loc[
(
# Signal: RSI crosses above 70
(qtpylib.crossed_above(dataframe['rsi'], self.short_rsi.value)) &
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'enter_short'] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -374,38 +384,13 @@ class SampleStrategy(IStrategy):
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'sell'] = 1
return dataframe
def populate_short_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the short signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with short column
"""
dataframe.loc[
(
# Signal: RSI crosses above 70
(qtpylib.crossed_above(dataframe['rsi'], self.short_rsi.value)) &
(dataframe['tema'] > dataframe['bb_middleband']) & # Guard: tema above BB middle
(dataframe['tema'] < dataframe['tema'].shift(1)) & # Guard: tema is falling
(dataframe['volume'] > 0) # Make sure Volume is not 0
),
'short'] = 1
return dataframe
def populate_exit_short_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Based on TA indicators, populates the exit_short signal for the given dataframe
:param dataframe: DataFrame populated with indicators
:param metadata: Additional information, like the currently traded pair
:return: DataFrame with exit_short column
"""
dataframe.loc[
(
# Signal: RSI crosses above 30
(qtpylib.crossed_above(dataframe['rsi'], self.exit_short_rsi.value)) &
(dataframe['tema'] <= dataframe['bb_middleband']) & # Guard: tema below BB middle
# Guard: tema below BB middle
(dataframe['tema'] <= dataframe['bb_middleband']) &
(dataframe['tema'] > dataframe['tema'].shift(1)) & # Guard: tema is raising
(dataframe['volume'] > 0) # Make sure Volume is not 0
),