diff --git a/freqtrade/templates/FreqaiHybridExampleStrategy.py b/freqtrade/templates/FreqaiHybridExampleStrategy.py index 145590add..bb9c37b03 100644 --- a/freqtrade/templates/FreqaiHybridExampleStrategy.py +++ b/freqtrade/templates/FreqaiHybridExampleStrategy.py @@ -1,13 +1,13 @@ import logging -from typing import Optional import numpy as np import pandas as pd import talib.abstract as ta -from freqtrade.strategy import (DecimalParameter, IntParameter, IStrategy, - merge_informative_pair) from pandas import DataFrame +from freqtrade.strategy import IntParameter, IStrategy, merge_informative_pair + + logger = logging.getLogger(__name__) @@ -100,7 +100,7 @@ class FreqaiExampleHybridStrategy(IStrategy): sell_p2 = IntParameter(7, 21, default=10) sell_p3 = IntParameter(7, 21, default=10) - # FreqAI required function, leave as is or add you additional informatives to existing structure. + # FreqAI required function, leave as is or add additional informatives to existing structure. def informative_pairs(self): whitelist_pairs = self.dp.current_whitelist() corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"] @@ -120,7 +120,7 @@ class FreqaiExampleHybridStrategy(IStrategy): self, pair, df, tf, informative=None, set_generalized_indicators=False ): """ - User feeds these indicators to FreqAI to train a classifier to decide + User feeds these indicators to FreqAI to train a classifier to decide if the market will go up or down. :param pair: pair to be used as informative @@ -177,6 +177,7 @@ class FreqaiExampleHybridStrategy(IStrategy): return df + # flake8: noqa: C901 def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: # User creates their own custom strat here. Present example is a supertrend @@ -280,12 +281,6 @@ class FreqaiExampleHybridStrategy(IStrategy): return True - def leverage(self, pair: str, current_time: datetime, current_rate: float, - proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str, - **kwargs) -> float: - - return 1 - """ Supertrend Indicator; adapted for freqtrade, optimized by the math genius. from: Perkmeister#2394 @@ -312,10 +307,10 @@ class FreqaiExampleHybridStrategy(IStrategy): # Compute final upper and lower bands for i in range(period, last_row + 1): - FINAL_UB[i] = BASIC_UB[i] if BASIC_UB[i] < FINAL_UB[i - - 1] or CLOSE[i - 1] > FINAL_UB[i - 1] else FINAL_UB[i - 1] - FINAL_LB[i] = BASIC_LB[i] if BASIC_LB[i] > FINAL_LB[i - - 1] or CLOSE[i - 1] < FINAL_LB[i - 1] else FINAL_LB[i - 1] + FINAL_UB[i] = (BASIC_UB[i] if BASIC_UB[i] < FINAL_UB[i - 1] + or CLOSE[i - 1] > FINAL_UB[i - 1] else FINAL_UB[i - 1]) + FINAL_LB[i] = (BASIC_LB[i] if BASIC_LB[i] > FINAL_LB[i - 1] + or CLOSE[i - 1] < FINAL_LB[i - 1] else FINAL_LB[i - 1]) # Set the Supertrend value for i in range(period, last_row + 1):