Merge branch 'feat/short' into pr/samgermain/5378
This commit is contained in:
@@ -1,3 +1,10 @@
|
||||
{%set volume_pairlist = '{
|
||||
"method": "VolumePairList",
|
||||
"number_assets": 20,
|
||||
"sort_key": "quoteVolume",
|
||||
"min_value": 0,
|
||||
"refresh_period": 1800
|
||||
}' %}
|
||||
{
|
||||
"max_open_trades": {{ max_open_trades }},
|
||||
"stake_currency": "{{ stake_currency }}",
|
||||
@@ -29,7 +36,7 @@
|
||||
},
|
||||
{{ exchange | indent(4) }},
|
||||
"pairlists": [
|
||||
{"method": "StaticPairList"}
|
||||
{{ '{"method": "StaticPairList"}' if exchange_name == 'bittrex' else volume_pairlist }}
|
||||
],
|
||||
"edge": {
|
||||
"enabled": false,
|
||||
|
@@ -1,137 +0,0 @@
|
||||
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
|
||||
|
||||
# --- Do not remove these libs ---
|
||||
from functools import reduce
|
||||
from typing import Any, Callable, Dict, List
|
||||
|
||||
import numpy as np # noqa
|
||||
import pandas as pd # noqa
|
||||
from pandas import DataFrame
|
||||
from skopt.space import Categorical, Dimension, Integer, Real # noqa
|
||||
|
||||
from freqtrade.optimize.hyperopt_interface import IHyperOpt
|
||||
|
||||
# --------------------------------
|
||||
# Add your lib to import here
|
||||
import talib.abstract as ta # noqa
|
||||
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
|
||||
|
||||
class {{ hyperopt }}(IHyperOpt):
|
||||
"""
|
||||
This is a Hyperopt template to get you started.
|
||||
|
||||
More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
|
||||
|
||||
You should:
|
||||
- Add any lib you need to build your hyperopt.
|
||||
|
||||
You must keep:
|
||||
- The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
|
||||
|
||||
The methods roi_space, generate_roi_table and stoploss_space are not required
|
||||
and are provided by default.
|
||||
However, you may override them if you need 'roi' and 'stoploss' spaces that
|
||||
differ from the defaults offered by Freqtrade.
|
||||
Sample implementation of these methods will be copied to `user_data/hyperopts` when
|
||||
creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
|
||||
or is available online under the following URL:
|
||||
https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
|
||||
"""
|
||||
|
||||
@staticmethod
|
||||
def indicator_space() -> List[Dimension]:
|
||||
"""
|
||||
Define your Hyperopt space for searching buy strategy parameters.
|
||||
"""
|
||||
return [
|
||||
{{ buy_space | indent(12) }}
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
|
||||
"""
|
||||
Define the buy strategy parameters to be used by Hyperopt.
|
||||
"""
|
||||
def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
Buy strategy Hyperopt will build and use.
|
||||
"""
|
||||
conditions = []
|
||||
|
||||
# GUARDS AND TRENDS
|
||||
{{ buy_guards | indent(12) }}
|
||||
|
||||
# TRIGGERS
|
||||
if 'trigger' in params:
|
||||
if params['trigger'] == 'bb_lower':
|
||||
conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
|
||||
if params['trigger'] == 'macd_cross_signal':
|
||||
conditions.append(qtpylib.crossed_above(
|
||||
dataframe['macd'], dataframe['macdsignal']
|
||||
))
|
||||
if params['trigger'] == 'sar_reversal':
|
||||
conditions.append(qtpylib.crossed_above(
|
||||
dataframe['close'], dataframe['sar']
|
||||
))
|
||||
|
||||
# Check that the candle had volume
|
||||
conditions.append(dataframe['volume'] > 0)
|
||||
|
||||
if conditions:
|
||||
dataframe.loc[
|
||||
reduce(lambda x, y: x & y, conditions),
|
||||
'buy'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
return populate_buy_trend
|
||||
|
||||
@staticmethod
|
||||
def sell_indicator_space() -> List[Dimension]:
|
||||
"""
|
||||
Define your Hyperopt space for searching sell strategy parameters.
|
||||
"""
|
||||
return [
|
||||
{{ sell_space | indent(12) }}
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
|
||||
"""
|
||||
Define the sell strategy parameters to be used by Hyperopt.
|
||||
"""
|
||||
def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
Sell strategy Hyperopt will build and use.
|
||||
"""
|
||||
conditions = []
|
||||
|
||||
# GUARDS AND TRENDS
|
||||
{{ sell_guards | indent(12) }}
|
||||
|
||||
# TRIGGERS
|
||||
if 'sell-trigger' in params:
|
||||
if params['sell-trigger'] == 'sell-bb_upper':
|
||||
conditions.append(dataframe['close'] > dataframe['bb_upperband'])
|
||||
if params['sell-trigger'] == 'sell-macd_cross_signal':
|
||||
conditions.append(qtpylib.crossed_above(
|
||||
dataframe['macdsignal'], dataframe['macd']
|
||||
))
|
||||
if params['sell-trigger'] == 'sell-sar_reversal':
|
||||
conditions.append(qtpylib.crossed_above(
|
||||
dataframe['sar'], dataframe['close']
|
||||
))
|
||||
|
||||
# Check that the candle had volume
|
||||
conditions.append(dataframe['volume'] > 0)
|
||||
|
||||
if conditions:
|
||||
dataframe.loc[
|
||||
reduce(lambda x, y: x & y, conditions),
|
||||
'sell'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
return populate_sell_trend
|
||||
|
@@ -1,180 +0,0 @@
|
||||
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
|
||||
# isort: skip_file
|
||||
|
||||
# --- Do not remove these libs ---
|
||||
from functools import reduce
|
||||
from typing import Any, Callable, Dict, List
|
||||
|
||||
import numpy as np # noqa
|
||||
import pandas as pd # noqa
|
||||
from pandas import DataFrame
|
||||
from skopt.space import Categorical, Dimension, Integer, Real # noqa
|
||||
|
||||
from freqtrade.optimize.hyperopt_interface import IHyperOpt
|
||||
|
||||
# --------------------------------
|
||||
# Add your lib to import here
|
||||
import talib.abstract as ta # noqa
|
||||
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
|
||||
|
||||
class SampleHyperOpt(IHyperOpt):
|
||||
"""
|
||||
This is a sample Hyperopt to inspire you.
|
||||
|
||||
More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
|
||||
|
||||
You should:
|
||||
- Rename the class name to some unique name.
|
||||
- Add any methods you want to build your hyperopt.
|
||||
- Add any lib you need to build your hyperopt.
|
||||
|
||||
An easier way to get a new hyperopt file is by using
|
||||
`freqtrade new-hyperopt --hyperopt MyCoolHyperopt`.
|
||||
|
||||
You must keep:
|
||||
- The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
|
||||
|
||||
The methods roi_space, generate_roi_table and stoploss_space are not required
|
||||
and are provided by default.
|
||||
However, you may override them if you need 'roi' and 'stoploss' spaces that
|
||||
differ from the defaults offered by Freqtrade.
|
||||
Sample implementation of these methods will be copied to `user_data/hyperopts` when
|
||||
creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
|
||||
or is available online under the following URL:
|
||||
https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
|
||||
"""
|
||||
|
||||
@staticmethod
|
||||
def indicator_space() -> List[Dimension]:
|
||||
"""
|
||||
Define your Hyperopt space for searching buy strategy parameters.
|
||||
"""
|
||||
return [
|
||||
Integer(10, 25, name='mfi-value'),
|
||||
Integer(15, 45, name='fastd-value'),
|
||||
Integer(20, 50, name='adx-value'),
|
||||
Integer(20, 40, name='rsi-value'),
|
||||
Categorical([True, False], name='mfi-enabled'),
|
||||
Categorical([True, False], name='fastd-enabled'),
|
||||
Categorical([True, False], name='adx-enabled'),
|
||||
Categorical([True, False], name='rsi-enabled'),
|
||||
Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
|
||||
"""
|
||||
Define the buy strategy parameters to be used by Hyperopt.
|
||||
"""
|
||||
def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
Buy strategy Hyperopt will build and use.
|
||||
"""
|
||||
long_conditions = []
|
||||
|
||||
# GUARDS AND TRENDS
|
||||
if 'mfi-enabled' in params and params['mfi-enabled']:
|
||||
long_conditions.append(dataframe['mfi'] < params['mfi-value'])
|
||||
if 'fastd-enabled' in params and params['fastd-enabled']:
|
||||
long_conditions.append(dataframe['fastd'] < params['fastd-value'])
|
||||
if 'adx-enabled' in params and params['adx-enabled']:
|
||||
long_conditions.append(dataframe['adx'] > params['adx-value'])
|
||||
if 'rsi-enabled' in params and params['rsi-enabled']:
|
||||
long_conditions.append(dataframe['rsi'] < params['rsi-value'])
|
||||
|
||||
# TRIGGERS
|
||||
if 'trigger' in params:
|
||||
if params['trigger'] == 'boll':
|
||||
long_conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
|
||||
if params['trigger'] == 'macd_cross_signal':
|
||||
long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['macd'],
|
||||
dataframe['macdsignal']
|
||||
))
|
||||
if params['trigger'] == 'sar_reversal':
|
||||
long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['close'],
|
||||
dataframe['sar']
|
||||
))
|
||||
|
||||
# Check that volume is not 0
|
||||
long_conditions.append(dataframe['volume'] > 0)
|
||||
|
||||
if long_conditions:
|
||||
dataframe.loc[
|
||||
reduce(lambda x, y: x & y, long_conditions),
|
||||
'buy'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
return populate_buy_trend
|
||||
|
||||
@staticmethod
|
||||
def sell_indicator_space() -> List[Dimension]:
|
||||
"""
|
||||
Define your Hyperopt space for searching sell strategy parameters.
|
||||
"""
|
||||
return [
|
||||
Integer(75, 100, name='sell-mfi-value'),
|
||||
Integer(50, 100, name='sell-fastd-value'),
|
||||
Integer(50, 100, name='sell-adx-value'),
|
||||
Integer(60, 100, name='sell-rsi-value'),
|
||||
Categorical([True, False], name='sell-mfi-enabled'),
|
||||
Categorical([True, False], name='sell-fastd-enabled'),
|
||||
Categorical([True, False], name='sell-adx-enabled'),
|
||||
Categorical([True, False], name='sell-rsi-enabled'),
|
||||
Categorical(['sell-boll',
|
||||
'sell-macd_cross_signal',
|
||||
'sell-sar_reversal'],
|
||||
name='sell-trigger'
|
||||
)
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
|
||||
"""
|
||||
Define the sell strategy parameters to be used by Hyperopt.
|
||||
"""
|
||||
def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
Sell strategy Hyperopt will build and use.
|
||||
"""
|
||||
exit_long_conditions = []
|
||||
|
||||
# GUARDS AND TRENDS
|
||||
if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
|
||||
exit_long_conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
|
||||
if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
|
||||
exit_long_conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
|
||||
if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
|
||||
exit_long_conditions.append(dataframe['adx'] < params['sell-adx-value'])
|
||||
if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
|
||||
exit_long_conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
|
||||
|
||||
# TRIGGERS
|
||||
if 'sell-trigger' in params:
|
||||
if params['sell-trigger'] == 'sell-boll':
|
||||
exit_long_conditions.append(dataframe['close'] > dataframe['bb_upperband'])
|
||||
if params['sell-trigger'] == 'sell-macd_cross_signal':
|
||||
exit_long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['macdsignal'],
|
||||
dataframe['macd']
|
||||
))
|
||||
if params['sell-trigger'] == 'sell-sar_reversal':
|
||||
exit_long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['sar'],
|
||||
dataframe['close']
|
||||
))
|
||||
|
||||
# Check that volume is not 0
|
||||
exit_long_conditions.append(dataframe['volume'] > 0)
|
||||
|
||||
if exit_long_conditions:
|
||||
dataframe.loc[
|
||||
reduce(lambda x, y: x & y, exit_long_conditions),
|
||||
'sell'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
return populate_sell_trend
|
@@ -1,272 +0,0 @@
|
||||
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
|
||||
# isort: skip_file
|
||||
# --- Do not remove these libs ---
|
||||
from functools import reduce
|
||||
from typing import Any, Callable, Dict, List
|
||||
|
||||
import numpy as np # noqa
|
||||
import pandas as pd # noqa
|
||||
from pandas import DataFrame
|
||||
from freqtrade.optimize.space import Categorical, Dimension, Integer, SKDecimal, Real # noqa
|
||||
|
||||
from freqtrade.optimize.hyperopt_interface import IHyperOpt
|
||||
|
||||
# --------------------------------
|
||||
# Add your lib to import here
|
||||
import talib.abstract as ta # noqa
|
||||
import freqtrade.vendor.qtpylib.indicators as qtpylib
|
||||
|
||||
|
||||
class AdvancedSampleHyperOpt(IHyperOpt):
|
||||
"""
|
||||
This is a sample hyperopt to inspire you.
|
||||
Feel free to customize it.
|
||||
|
||||
More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
|
||||
|
||||
You should:
|
||||
- Rename the class name to some unique name.
|
||||
- Add any methods you want to build your hyperopt.
|
||||
- Add any lib you need to build your hyperopt.
|
||||
|
||||
You must keep:
|
||||
- The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
|
||||
|
||||
The methods roi_space, generate_roi_table and stoploss_space are not required
|
||||
and are provided by default.
|
||||
However, you may override them if you need the
|
||||
'roi' and the 'stoploss' spaces that differ from the defaults offered by Freqtrade.
|
||||
|
||||
This sample illustrates how to override these methods.
|
||||
"""
|
||||
@staticmethod
|
||||
def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
This method can also be loaded from the strategy, if it doesn't exist in the hyperopt class.
|
||||
"""
|
||||
dataframe['adx'] = ta.ADX(dataframe)
|
||||
macd = ta.MACD(dataframe)
|
||||
dataframe['macd'] = macd['macd']
|
||||
dataframe['macdsignal'] = macd['macdsignal']
|
||||
dataframe['mfi'] = ta.MFI(dataframe)
|
||||
dataframe['rsi'] = ta.RSI(dataframe)
|
||||
stoch_fast = ta.STOCHF(dataframe)
|
||||
dataframe['fastd'] = stoch_fast['fastd']
|
||||
dataframe['minus_di'] = ta.MINUS_DI(dataframe)
|
||||
# Bollinger bands
|
||||
bollinger = qtpylib.bollinger_bands(qtpylib.typical_price(dataframe), window=20, stds=2)
|
||||
dataframe['bb_lowerband'] = bollinger['lower']
|
||||
dataframe['bb_upperband'] = bollinger['upper']
|
||||
dataframe['sar'] = ta.SAR(dataframe)
|
||||
return dataframe
|
||||
|
||||
@staticmethod
|
||||
def indicator_space() -> List[Dimension]:
|
||||
"""
|
||||
Define your Hyperopt space for searching buy strategy parameters.
|
||||
"""
|
||||
return [
|
||||
Integer(10, 25, name='mfi-value'),
|
||||
Integer(15, 45, name='fastd-value'),
|
||||
Integer(20, 50, name='adx-value'),
|
||||
Integer(20, 40, name='rsi-value'),
|
||||
Categorical([True, False], name='mfi-enabled'),
|
||||
Categorical([True, False], name='fastd-enabled'),
|
||||
Categorical([True, False], name='adx-enabled'),
|
||||
Categorical([True, False], name='rsi-enabled'),
|
||||
Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def buy_strategy_generator(params: Dict[str, Any]) -> Callable:
|
||||
"""
|
||||
Define the buy strategy parameters to be used by hyperopt
|
||||
"""
|
||||
def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
Buy strategy Hyperopt will build and use
|
||||
"""
|
||||
long_conditions = []
|
||||
# GUARDS AND TRENDS
|
||||
if 'mfi-enabled' in params and params['mfi-enabled']:
|
||||
long_conditions.append(dataframe['mfi'] < params['mfi-value'])
|
||||
if 'fastd-enabled' in params and params['fastd-enabled']:
|
||||
long_conditions.append(dataframe['fastd'] < params['fastd-value'])
|
||||
if 'adx-enabled' in params and params['adx-enabled']:
|
||||
long_conditions.append(dataframe['adx'] > params['adx-value'])
|
||||
if 'rsi-enabled' in params and params['rsi-enabled']:
|
||||
long_conditions.append(dataframe['rsi'] < params['rsi-value'])
|
||||
|
||||
# TRIGGERS
|
||||
if 'trigger' in params:
|
||||
if params['trigger'] == 'boll':
|
||||
long_conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
|
||||
if params['trigger'] == 'macd_cross_signal':
|
||||
long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['macd'], dataframe['macdsignal']
|
||||
))
|
||||
if params['trigger'] == 'sar_reversal':
|
||||
long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['close'], dataframe['sar']
|
||||
))
|
||||
|
||||
# Check that volume is not 0
|
||||
long_conditions.append(dataframe['volume'] > 0)
|
||||
|
||||
if long_conditions:
|
||||
dataframe.loc[
|
||||
reduce(lambda x, y: x & y, long_conditions),
|
||||
'buy'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
return populate_buy_trend
|
||||
|
||||
@staticmethod
|
||||
def sell_indicator_space() -> List[Dimension]:
|
||||
"""
|
||||
Define your Hyperopt space for searching sell strategy parameters.
|
||||
"""
|
||||
return [
|
||||
Integer(75, 100, name='sell-mfi-value'),
|
||||
Integer(50, 100, name='sell-fastd-value'),
|
||||
Integer(50, 100, name='sell-adx-value'),
|
||||
Integer(60, 100, name='sell-rsi-value'),
|
||||
Categorical([True, False], name='sell-mfi-enabled'),
|
||||
Categorical([True, False], name='sell-fastd-enabled'),
|
||||
Categorical([True, False], name='sell-adx-enabled'),
|
||||
Categorical([True, False], name='sell-rsi-enabled'),
|
||||
Categorical(['sell-boll',
|
||||
'sell-macd_cross_signal',
|
||||
'sell-sar_reversal'],
|
||||
name='sell-trigger')
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def sell_strategy_generator(params: Dict[str, Any]) -> Callable:
|
||||
"""
|
||||
Define the sell strategy parameters to be used by hyperopt
|
||||
"""
|
||||
def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame:
|
||||
"""
|
||||
Sell strategy Hyperopt will build and use
|
||||
"""
|
||||
# print(params)
|
||||
exit_long_conditions = []
|
||||
# GUARDS AND TRENDS
|
||||
if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
|
||||
exit_long_conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
|
||||
if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
|
||||
exit_long_conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
|
||||
if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
|
||||
exit_long_conditions.append(dataframe['adx'] < params['sell-adx-value'])
|
||||
if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
|
||||
exit_long_conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
|
||||
|
||||
# TRIGGERS
|
||||
if 'sell-trigger' in params:
|
||||
if params['sell-trigger'] == 'sell-boll':
|
||||
exit_long_conditions.append(dataframe['close'] > dataframe['bb_upperband'])
|
||||
if params['sell-trigger'] == 'sell-macd_cross_signal':
|
||||
exit_long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['macdsignal'],
|
||||
dataframe['macd']
|
||||
))
|
||||
if params['sell-trigger'] == 'sell-sar_reversal':
|
||||
exit_long_conditions.append(qtpylib.crossed_above(
|
||||
dataframe['sar'],
|
||||
dataframe['close']
|
||||
))
|
||||
|
||||
# Check that volume is not 0
|
||||
exit_long_conditions.append(dataframe['volume'] > 0)
|
||||
|
||||
if exit_long_conditions:
|
||||
dataframe.loc[
|
||||
reduce(lambda x, y: x & y, exit_long_conditions),
|
||||
'sell'] = 1
|
||||
|
||||
return dataframe
|
||||
|
||||
return populate_sell_trend
|
||||
|
||||
@staticmethod
|
||||
def generate_roi_table(params: Dict) -> Dict[int, float]:
|
||||
"""
|
||||
Generate the ROI table that will be used by Hyperopt
|
||||
|
||||
This implementation generates the default legacy Freqtrade ROI tables.
|
||||
|
||||
Change it if you need different number of steps in the generated
|
||||
ROI tables or other structure of the ROI tables.
|
||||
|
||||
Please keep it aligned with parameters in the 'roi' optimization
|
||||
hyperspace defined by the roi_space method.
|
||||
"""
|
||||
roi_table = {}
|
||||
roi_table[0] = params['roi_p1'] + params['roi_p2'] + params['roi_p3']
|
||||
roi_table[params['roi_t3']] = params['roi_p1'] + params['roi_p2']
|
||||
roi_table[params['roi_t3'] + params['roi_t2']] = params['roi_p1']
|
||||
roi_table[params['roi_t3'] + params['roi_t2'] + params['roi_t1']] = 0
|
||||
|
||||
return roi_table
|
||||
|
||||
@staticmethod
|
||||
def roi_space() -> List[Dimension]:
|
||||
"""
|
||||
Values to search for each ROI steps
|
||||
|
||||
Override it if you need some different ranges for the parameters in the
|
||||
'roi' optimization hyperspace.
|
||||
|
||||
Please keep it aligned with the implementation of the
|
||||
generate_roi_table method.
|
||||
"""
|
||||
return [
|
||||
Integer(10, 120, name='roi_t1'),
|
||||
Integer(10, 60, name='roi_t2'),
|
||||
Integer(10, 40, name='roi_t3'),
|
||||
SKDecimal(0.01, 0.04, decimals=3, name='roi_p1'),
|
||||
SKDecimal(0.01, 0.07, decimals=3, name='roi_p2'),
|
||||
SKDecimal(0.01, 0.20, decimals=3, name='roi_p3'),
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def stoploss_space() -> List[Dimension]:
|
||||
"""
|
||||
Stoploss Value to search
|
||||
|
||||
Override it if you need some different range for the parameter in the
|
||||
'stoploss' optimization hyperspace.
|
||||
"""
|
||||
return [
|
||||
SKDecimal(-0.35, -0.02, decimals=3, name='stoploss'),
|
||||
]
|
||||
|
||||
@staticmethod
|
||||
def trailing_space() -> List[Dimension]:
|
||||
"""
|
||||
Create a trailing stoploss space.
|
||||
|
||||
You may override it in your custom Hyperopt class.
|
||||
"""
|
||||
return [
|
||||
# It was decided to always set trailing_stop is to True if the 'trailing' hyperspace
|
||||
# is used. Otherwise hyperopt will vary other parameters that won't have effect if
|
||||
# trailing_stop is set False.
|
||||
# This parameter is included into the hyperspace dimensions rather than assigning
|
||||
# it explicitly in the code in order to have it printed in the results along with
|
||||
# other 'trailing' hyperspace parameters.
|
||||
Categorical([True], name='trailing_stop'),
|
||||
|
||||
SKDecimal(0.01, 0.35, decimals=3, name='trailing_stop_positive'),
|
||||
|
||||
# 'trailing_stop_positive_offset' should be greater than 'trailing_stop_positive',
|
||||
# so this intermediate parameter is used as the value of the difference between
|
||||
# them. The value of the 'trailing_stop_positive_offset' is constructed in the
|
||||
# generate_trailing_params() method.
|
||||
# This is similar to the hyperspace dimensions used for constructing the ROI tables.
|
||||
SKDecimal(0.001, 0.1, decimals=3, name='trailing_stop_positive_offset_p1'),
|
||||
|
||||
Categorical([True, False], name='trailing_only_offset_is_reached'),
|
||||
]
|
@@ -8,34 +8,8 @@
|
||||
"rateLimit": 200
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ALGO/BTC",
|
||||
"ATOM/BTC",
|
||||
"BAT/BTC",
|
||||
"BCH/BTC",
|
||||
"BRD/BTC",
|
||||
"EOS/BTC",
|
||||
"ETH/BTC",
|
||||
"IOTA/BTC",
|
||||
"LINK/BTC",
|
||||
"LTC/BTC",
|
||||
"NEO/BTC",
|
||||
"NXS/BTC",
|
||||
"XMR/BTC",
|
||||
"XRP/BTC",
|
||||
"XTZ/BTC"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
"BNB/BTC",
|
||||
"BNB/BUSD",
|
||||
"BNB/ETH",
|
||||
"BNB/EUR",
|
||||
"BNB/NGN",
|
||||
"BNB/PAX",
|
||||
"BNB/RUB",
|
||||
"BNB/TRY",
|
||||
"BNB/TUSD",
|
||||
"BNB/USDC",
|
||||
"BNB/USDS",
|
||||
"BNB/USDT"
|
||||
"BNB/.*"
|
||||
]
|
||||
}
|
||||
|
@@ -15,16 +15,6 @@
|
||||
"rateLimit": 500
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ETH/BTC",
|
||||
"LTC/BTC",
|
||||
"ETC/BTC",
|
||||
"DASH/BTC",
|
||||
"ZEC/BTC",
|
||||
"XLM/BTC",
|
||||
"XRP/BTC",
|
||||
"TRX/BTC",
|
||||
"ADA/BTC",
|
||||
"XMR/BTC"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
]
|
||||
|
@@ -7,28 +7,10 @@
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 1000
|
||||
// Enable the below for downoading data.
|
||||
//"rateLimit": 3100
|
||||
},
|
||||
"pair_whitelist": [
|
||||
"ADA/EUR",
|
||||
"ATOM/EUR",
|
||||
"BAT/EUR",
|
||||
"BCH/EUR",
|
||||
"BTC/EUR",
|
||||
"DAI/EUR",
|
||||
"DASH/EUR",
|
||||
"EOS/EUR",
|
||||
"ETC/EUR",
|
||||
"ETH/EUR",
|
||||
"LINK/EUR",
|
||||
"LTC/EUR",
|
||||
"QTUM/EUR",
|
||||
"REP/EUR",
|
||||
"WAVES/EUR",
|
||||
"XLM/EUR",
|
||||
"XMR/EUR",
|
||||
"XRP/EUR",
|
||||
"XTZ/EUR",
|
||||
"ZEC/EUR"
|
||||
],
|
||||
"pair_blacklist": [
|
||||
|
||||
|
18
freqtrade/templates/subtemplates/exchange_kucoin.j2
Normal file
18
freqtrade/templates/subtemplates/exchange_kucoin.j2
Normal file
@@ -0,0 +1,18 @@
|
||||
"exchange": {
|
||||
"name": "{{ exchange_name | lower }}",
|
||||
"key": "{{ exchange_key }}",
|
||||
"secret": "{{ exchange_secret }}",
|
||||
"password": "{{ exchange_key_password }}",
|
||||
"ccxt_config": {
|
||||
"enableRateLimit": true
|
||||
"rateLimit": 200
|
||||
},
|
||||
"ccxt_async_config": {
|
||||
"enableRateLimit": true,
|
||||
"rateLimit": 200
|
||||
},
|
||||
"pair_whitelist": [
|
||||
],
|
||||
"pair_blacklist": [
|
||||
]
|
||||
}
|
@@ -1,8 +0,0 @@
|
||||
if params.get('mfi-enabled'):
|
||||
conditions.append(dataframe['mfi'] < params['mfi-value'])
|
||||
if params.get('fastd-enabled'):
|
||||
conditions.append(dataframe['fastd'] < params['fastd-value'])
|
||||
if params.get('adx-enabled'):
|
||||
conditions.append(dataframe['adx'] > params['adx-value'])
|
||||
if params.get('rsi-enabled'):
|
||||
conditions.append(dataframe['rsi'] < params['rsi-value'])
|
@@ -1,2 +0,0 @@
|
||||
if params.get('rsi-enabled'):
|
||||
conditions.append(dataframe['rsi'] < params['rsi-value'])
|
@@ -1,9 +0,0 @@
|
||||
Integer(10, 25, name='mfi-value'),
|
||||
Integer(15, 45, name='fastd-value'),
|
||||
Integer(20, 50, name='adx-value'),
|
||||
Integer(20, 40, name='rsi-value'),
|
||||
Categorical([True, False], name='mfi-enabled'),
|
||||
Categorical([True, False], name='fastd-enabled'),
|
||||
Categorical([True, False], name='adx-enabled'),
|
||||
Categorical([True, False], name='rsi-enabled'),
|
||||
Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
|
@@ -1,3 +0,0 @@
|
||||
Integer(20, 40, name='rsi-value'),
|
||||
Categorical([True, False], name='rsi-enabled'),
|
||||
Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
|
@@ -1,8 +0,0 @@
|
||||
if params.get('sell-mfi-enabled'):
|
||||
conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
|
||||
if params.get('sell-fastd-enabled'):
|
||||
conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
|
||||
if params.get('sell-adx-enabled'):
|
||||
conditions.append(dataframe['adx'] < params['sell-adx-value'])
|
||||
if params.get('sell-rsi-enabled'):
|
||||
conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
|
@@ -1,2 +0,0 @@
|
||||
if params.get('sell-rsi-enabled'):
|
||||
conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
|
@@ -1,11 +0,0 @@
|
||||
Integer(75, 100, name='sell-mfi-value'),
|
||||
Integer(50, 100, name='sell-fastd-value'),
|
||||
Integer(50, 100, name='sell-adx-value'),
|
||||
Integer(60, 100, name='sell-rsi-value'),
|
||||
Categorical([True, False], name='sell-mfi-enabled'),
|
||||
Categorical([True, False], name='sell-fastd-enabled'),
|
||||
Categorical([True, False], name='sell-adx-enabled'),
|
||||
Categorical([True, False], name='sell-rsi-enabled'),
|
||||
Categorical(['sell-bb_upper',
|
||||
'sell-macd_cross_signal',
|
||||
'sell-sar_reversal'], name='sell-trigger')
|
@@ -1,5 +0,0 @@
|
||||
Integer(60, 100, name='sell-rsi-value'),
|
||||
Categorical([True, False], name='sell-rsi-enabled'),
|
||||
Categorical(['sell-bb_upper',
|
||||
'sell-macd_cross_signal',
|
||||
'sell-sar_reversal'], name='sell-trigger')
|
Reference in New Issue
Block a user