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start adding other triggers than just the lower BBands

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This commit is contained in:
Janne Sinivirta 2017-10-21 10:26:38 +03:00
parent ce2966dd7f
commit 146c254c0f
1 changed files with 14 additions and 1 deletions
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15
freqtrade/tests/test_hyperopt.py
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@ -82,11 +82,11 @@ def buy_strategy_generator(params):
print(params) print(params)
def populate_buy_trend(dataframe: DataFrame) -> DataFrame: def populate_buy_trend(dataframe: DataFrame) -> DataFrame:
conditions = [] conditions = []
# GUARDS AND TRENDS
if params['below_sma']['enabled']: if params['below_sma']['enabled']:
conditions.append(dataframe['close'] < dataframe['sma']) conditions.append(dataframe['close'] < dataframe['sma'])
if params['over_sma']['enabled']: if params['over_sma']['enabled']:
conditions.append(dataframe['close'] > dataframe['sma']) conditions.append(dataframe['close'] > dataframe['sma'])
conditions.append(dataframe['tema'] <= dataframe['blower'])
if params['mfi']['enabled']: if params['mfi']['enabled']:
conditions.append(dataframe['mfi'] < params['mfi']['value']) conditions.append(dataframe['mfi'] < params['mfi']['value'])
if params['fastd']['enabled']: if params['fastd']['enabled']:
@ -100,6 +100,15 @@ def buy_strategy_generator(params):
if params['uptrend_sma']['enabled']: if params['uptrend_sma']['enabled']:
prevsma = dataframe['sma'].shift(1) prevsma = dataframe['sma'].shift(1)
conditions.append(dataframe['sma'] > prevsma) conditions.append(dataframe['sma'] > prevsma)
prev_fastd = dataframe['fastd'].shift(1)
# TRIGGERS
triggers = {
'lower_bb': dataframe['tema'] <= dataframe['blower'],
'faststoch10': (dataframe['fastd'] >= 10) & (prev_fastd < 10),
}
conditions.append(triggers.get(params['trigger']['type']))
dataframe.loc[ dataframe.loc[
reduce(lambda x, y: x & y, conditions), reduce(lambda x, y: x & y, conditions),
'buy'] = 1 'buy'] = 1
@ -147,6 +156,10 @@ def test_hyperopt(conf, pairs, mocker):
{'enabled': False}, {'enabled': False},
{'enabled': True} {'enabled': True}
]), ]),
'trigger': hp.choice('trigger', [
{'type': 'lower_bb'},
{'type': 'faststoch10'}
]),
} }
# print(hyperopt.pyll.stochastic.sample(space)) # print(hyperopt.pyll.stochastic.sample(space))