From 330b67b85776ec90673153ea27921f59c1a4e64d Mon Sep 17 00:00:00 2001
From: Janne Sinivirta <janne.sinivirta@gmail.com>
Date: Fri, 1 Sep 2017 21:39:22 +0300
Subject: [PATCH 1/3] add TA-lib dependency

---
 README.md        | 1 +
 requirements.txt | 3 ++-
 2 files changed, 3 insertions(+), 1 deletion(-)

diff --git a/README.md b/README.md
index 6479bf8ea..bd01adcf2 100644
--- a/README.md
+++ b/README.md
@@ -40,6 +40,7 @@ if not feel free to raise a github issue.
 ##### Prerequisites
 * python3
 * sqlite
+* [TA-lib](https://github.com/mrjbq7/ta-lib#dependencies) binaries
 
 ##### Install
 ```
diff --git a/requirements.txt b/requirements.txt
index 934380d1c..55467bb38 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -11,4 +11,5 @@ matplotlib==2.0.2
 PYQT5==5.9
 scikit-learn==0.19.0
 scipy==0.19.1
-stockstats==0.2.0
\ No newline at end of file
+stockstats==0.2.0
+TA-Lib==0.4.10
\ No newline at end of file

From 072593c756d17f6fcefb1b81d7ffa07b4a477f58 Mon Sep 17 00:00:00 2001
From: Janne Sinivirta <janne.sinivirta@gmail.com>
Date: Fri, 1 Sep 2017 21:40:12 +0300
Subject: [PATCH 2/3] only buy when parabolic sar shows bullish trend

---
 analyze.py | 12 +++++++++---
 1 file changed, 9 insertions(+), 3 deletions(-)

diff --git a/analyze.py b/analyze.py
index 68b7fa1c6..df7414368 100644
--- a/analyze.py
+++ b/analyze.py
@@ -5,6 +5,8 @@ import arrow
 import requests
 from pandas.io.json import json_normalize
 from stockstats import StockDataFrame
+import talib.abstract as ta
+
 
 logging.basicConfig(level=logging.DEBUG,
                     format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
@@ -41,6 +43,8 @@ def get_ticker_dataframe(pair):
     } for t in sorted(data['result'], key=lambda k: k['T']) if arrow.get(t['T']) > minimum_date]
     dataframe = StockDataFrame(json_normalize(data))
 
+    dataframe['sar'] = ta.SAR(dataframe, 0.02, 0.2)
+
     # calculate StochRSI
     window = 14
     rsi = dataframe['rsi_{}'.format(window)]
@@ -66,7 +70,8 @@ def populate_trends(dataframe):
     """
     dataframe.loc[
         (dataframe['stochrsi'] < 0.20)
-        & (dataframe['macd'] > dataframe['macds']),
+        & (dataframe['macd'] > dataframe['macds']) 
+        & (dataframe['close'] > dataframe['sar']),
         'underpriced'
     ] = 1
     dataframe.loc[dataframe['underpriced'] == 1, 'buy'] = dataframe['close']
@@ -110,8 +115,9 @@ def plot_dataframe(dataframe, pair):
     fig, (ax1, ax2, ax3) = plt.subplots(3, sharex=True)
     fig.suptitle(pair, fontsize=14, fontweight='bold')
     ax1.plot(dataframe.index.values, dataframe['close'], label='close')
-    ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)')
-    ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)')
+    # ax1.plot(dataframe.index.values, dataframe['close_30_ema'], label='EMA(60)')
+    # ax1.plot(dataframe.index.values, dataframe['close_90_ema'], label='EMA(120)')
+    ax1.plot(dataframe.index.values, dataframe['sar'], 'rx', label='SAR')
     # ax1.plot(dataframe.index.values, dataframe['sell'], 'ro', label='sell')
     ax1.plot(dataframe.index.values, dataframe['buy'], 'bo', label='buy')
     ax1.legend()

From e28e2f62cd09dd6e52678407583a48cec3aabc3d Mon Sep 17 00:00:00 2001
From: Janne Sinivirta <janne.sinivirta@gmail.com>
Date: Sun, 3 Sep 2017 17:35:58 +0300
Subject: [PATCH 3/3] install TA-lib in Dockerfile

---
 Dockerfile | 9 +++++++++
 1 file changed, 9 insertions(+)

diff --git a/Dockerfile b/Dockerfile
index f43f12e16..d29d81cf2 100644
--- a/Dockerfile
+++ b/Dockerfile
@@ -1,5 +1,14 @@
 FROM    python:3.6.2
 
+RUN pip install numpy
+RUN apt-get update
+RUN apt-get -y install build-essential  
+RUN  wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
+RUN tar zxvf ta-lib-0.4.0-src.tar.gz
+RUN cd ta-lib && ./configure && make && make install
+RUN pip install TA-Lib
+ENV LD_LIBRARY_PATH /usr/local/lib
+
 RUN     mkdir -p /freqtrade
 WORKDIR /freqtrade