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add three triggers to hyperopting

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This commit is contained in:
Janne Sinivirta 2018-06-23 15:44:51 +03:00
parent 09261b11af
commit 136456afc0
1 changed files with 12 additions and 7 deletions
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19
freqtrade/optimize/hyperopt.py
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@ -94,6 +94,7 @@ class Hyperopt(Backtesting):
# Bollinger bands # Bollinger bands
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2) bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
dataframe['bb_lowerband'] = bollinger['lower'] dataframe['bb_lowerband'] = bollinger['lower']
dataframe['sar'] = ta.SAR(dataframe)
return dataframe return dataframe
@ -204,6 +205,7 @@ class Hyperopt(Backtesting):
Categorical([True, False], name='fastd-enabled'), Categorical([True, False], name='fastd-enabled'),
Categorical([True, False], name='adx-enabled'), Categorical([True, False], name='adx-enabled'),
Categorical([True, False], name='rsi-enabled'), Categorical([True, False], name='rsi-enabled'),
Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
] ]
def has_space(self, space: str) -> bool: def has_space(self, space: str) -> bool:
@ -238,8 +240,6 @@ class Hyperopt(Backtesting):
""" """
conditions = [] conditions = []
# GUARDS AND TRENDS # GUARDS AND TRENDS
# if 'macd_below_zero' in params and params['macd_below_zero']['enabled']:
# conditions.append(dataframe['macd'] < 0)
if 'mfi-enabled' in params and params['mfi-enabled']: if 'mfi-enabled' in params and params['mfi-enabled']:
conditions.append(dataframe['mfi'] < params['mfi-value']) conditions.append(dataframe['mfi'] < params['mfi-value'])
if 'fastd' in params and params['fastd-enabled']: if 'fastd' in params and params['fastd-enabled']:
@ -250,11 +250,16 @@ class Hyperopt(Backtesting):
conditions.append(dataframe['rsi'] < params['rsi-value']) conditions.append(dataframe['rsi'] < params['rsi-value'])
# TRIGGERS # TRIGGERS
triggers = { if params['trigger'] == 'bb_lower':
} conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
#conditions.append(triggers.get(params['trigger']['type'])) if params['trigger'] == 'macd_cross_signal':
conditions.append(qtpylib.crossed_above(
conditions.append(dataframe['close'] < dataframe['bb_lowerband']) # single trigger dataframe['macd'], dataframe['macdsignal']
))
if params['trigger'] == 'sar_reversal':
conditions.append(qtpylib.crossed_above(
dataframe['close'], dataframe['sar']
))
dataframe.loc[ dataframe.loc[
reduce(lambda x, y: x & y, conditions), reduce(lambda x, y: x & y, conditions),