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add CCI to hyperopt

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This commit is contained in:
Janne Sinivirta 2017-10-20 13:14:28 +03:00
parent 3f7a583de6
commit 0fbca8b8ef
2 changed files with 7 additions and 0 deletions
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1
freqtrade/analyze.py
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@ -40,6 +40,7 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
dataframe['mfi'] = ta.MFI(dataframe) dataframe['mfi'] = ta.MFI(dataframe)
dataframe['cci'] = ta.CCI(dataframe)
return dataframe return dataframe

6
freqtrade/tests/test_hyperopt.py
View File

@ -93,6 +93,8 @@ def buy_strategy_generator(params):
conditions.append(dataframe['fastd'] < params['fastd']['value']) conditions.append(dataframe['fastd'] < params['fastd']['value'])
if params['adx']['enabled']: if params['adx']['enabled']:
conditions.append(dataframe['adx'] > params['adx']['value']) conditions.append(dataframe['adx'] > params['adx']['value'])
if params['cci']['enabled']:
conditions.append(dataframe['cci'] < params['cci']['value'])
if params['over_sar']['enabled']: if params['over_sar']['enabled']:
conditions.append(dataframe['close'] > dataframe['sar']) conditions.append(dataframe['close'] > dataframe['sar'])
dataframe.loc[ dataframe.loc[
@ -122,6 +124,10 @@ def test_hyperopt(conf, pairs, mocker):
{'enabled': False}, {'enabled': False},
{'enabled': True, 'value': hp.uniform('adx-value', 2, 40)} {'enabled': True, 'value': hp.uniform('adx-value', 2, 40)}
]), ]),
'cci': hp.choice('cci', [
{'enabled': False},
{'enabled': True, 'value': hp.uniform('cci-value', -200, -100)}
]),
'below_sma': hp.choice('below_sma', [ 'below_sma': hp.choice('below_sma', [
{'enabled': False}, {'enabled': False},
{'enabled': True} {'enabled': True}