diff --git a/tests/strategy/failing_strategy.py b/tests/strategy/failing_strategy.py new file mode 100644 index 000000000..57a8cc1ae --- /dev/null +++ b/tests/strategy/failing_strategy.py @@ -0,0 +1,87 @@ + +# --- Do not remove these libs --- +from freqtrade.strategy.interface import IStrategy +from pandas import DataFrame +# -------------------------------- + +# Add your lib to import here +import talib.abstract as ta + +import nonexiting_module # noqa + + +# This class is a sample. Feel free to customize it. +class TestStrategyLegacy(IStrategy): + """ + This is a test strategy using the legacy function headers, which will be + removed in a future update. + Please do not use this as a template, but refer to user_data/strategy/sample_strategy.py + for a uptodate version of this template. + """ + + # Minimal ROI designed for the strategy. + # This attribute will be overridden if the config file contains "minimal_roi" + minimal_roi = { + "40": 0.0, + "30": 0.01, + "20": 0.02, + "0": 0.04 + } + + # Optimal stoploss designed for the strategy + # This attribute will be overridden if the config file contains "stoploss" + stoploss = -0.10 + + # Optimal ticker interval for the strategy + ticker_interval = '5m' + + def populate_indicators(self, dataframe: DataFrame) -> DataFrame: + """ + Adds several different TA indicators to the given DataFrame + + Performance Note: For the best performance be frugal on the number of indicators + you are using. Let uncomment only the indicator you are using in your strategies + or your hyperopt configuration, otherwise you will waste your memory and CPU usage. + """ + + # Momentum Indicator + # ------------------------------------ + + # ADX + dataframe['adx'] = ta.ADX(dataframe) + + # TEMA - Triple Exponential Moving Average + dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) + + return dataframe + + def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: + """ + Based on TA indicators, populates the buy signal for the given dataframe + :param dataframe: DataFrame + :return: DataFrame with buy column + """ + dataframe.loc[ + ( + (dataframe['adx'] > 30) & + (dataframe['tema'] > dataframe['tema'].shift(1)) & + (dataframe['volume'] > 0) + ), + 'buy'] = 1 + + return dataframe + + def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: + """ + Based on TA indicators, populates the sell signal for the given dataframe + :param dataframe: DataFrame + :return: DataFrame with buy column + """ + dataframe.loc[ + ( + (dataframe['adx'] > 70) & + (dataframe['tema'] < dataframe['tema'].shift(1)) & + (dataframe['volume'] > 0) + ), + 'sell'] = 1 + return dataframe