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add SAR to hyperopt. add over/under sma options to hyperopt

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This commit is contained in:
Janne Sinivirta 2017-10-20 12:56:44 +03:00
parent 1196983d5f
commit 3f7a583de6
2 changed files with 14 additions and 2 deletions
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3
freqtrade/analyze.py
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@ -31,12 +31,13 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
"""
Adds several different TA indicators to the given DataFrame
"""
dataframe['sar'] = ta.SAR(dataframe)
dataframe['adx'] = ta.ADX(dataframe)
stoch = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch['fastd']
dataframe['fastk'] = stoch['fastk']
dataframe['blower'] = ta.BBANDS(dataframe, nbdevup=2, nbdevdn=2)['lowerband']
dataframe['sma'] = ta.SMA(dataframe, timeperiod=30)
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
dataframe['mfi'] = ta.MFI(dataframe)
return dataframe

13
freqtrade/tests/test_hyperopt.py
View File

@ -84,6 +84,8 @@ def buy_strategy_generator(params):
conditions = []
if params['below_sma']['enabled']:
conditions.append(dataframe['close'] < dataframe['sma'])
if params['over_sma']['enabled']:
conditions.append(dataframe['close'] > dataframe['sma'])
conditions.append(dataframe['tema'] <= dataframe['blower'])
if params['mfi']['enabled']:
conditions.append(dataframe['mfi'] < params['mfi']['value'])
@ -91,7 +93,8 @@ def buy_strategy_generator(params):
conditions.append(dataframe['fastd'] < params['fastd']['value'])
if params['adx']['enabled']:
conditions.append(dataframe['adx'] > params['adx']['value'])
if params['over_sar']['enabled']:
conditions.append(dataframe['close'] > dataframe['sar'])
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'buy'] = 1
@ -123,6 +126,14 @@ def test_hyperopt(conf, pairs, mocker):
{'enabled': False},
{'enabled': True}
]),
'over_sma': hp.choice('over_sma', [
{'enabled': False},
{'enabled': True}
]),
'over_sar': hp.choice('over_sar', [
{'enabled': False},
{'enabled': True}
]),
}
# print(hyperopt.pyll.stochastic.sample(space))