adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix HybridExample formatting

Browse Source
This commit is contained in:
Matthias 2022-08-20 19:50:18 +02:00
parent 64b0834437
commit 6189aa817c
1 changed files with 10 additions and 15 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

23
freqtrade/templates/FreqaiHybridExampleStrategy.py
View File

@ -1,13 +1,13 @@
import logging import logging
from typing import Optional
import numpy as np import numpy as np
import pandas as pd import pandas as pd
import talib.abstract as ta import talib.abstract as ta
from freqtrade.strategy import (DecimalParameter, IntParameter, IStrategy,
merge_informative_pair)
from pandas import DataFrame from pandas import DataFrame
from freqtrade.strategy import IntParameter, IStrategy, merge_informative_pair
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -100,7 +100,7 @@ class FreqaiExampleHybridStrategy(IStrategy):
sell_p2 = IntParameter(7, 21, default=10) sell_p2 = IntParameter(7, 21, default=10)
sell_p3 = 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): def informative_pairs(self):
whitelist_pairs = self.dp.current_whitelist() whitelist_pairs = self.dp.current_whitelist()
corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"] corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
@ -177,6 +177,7 @@ class FreqaiExampleHybridStrategy(IStrategy):
return df return df
# flake8: noqa: C901
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# User creates their own custom strat here. Present example is a supertrend # User creates their own custom strat here. Present example is a supertrend
@ -280,12 +281,6 @@ class FreqaiExampleHybridStrategy(IStrategy):
return True 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. Supertrend Indicator; adapted for freqtrade, optimized by the math genius.
from: Perkmeister#2394 from: Perkmeister#2394
@ -312,10 +307,10 @@ class FreqaiExampleHybridStrategy(IStrategy):
# Compute final upper and lower bands # Compute final upper and lower bands
for i in range(period, last_row + 1): for i in range(period, last_row + 1):
FINAL_UB[i] = BASIC_UB[i] if BASIC_UB[i] < FINAL_UB[i - FINAL_UB[i] = (BASIC_UB[i] if BASIC_UB[i] < FINAL_UB[i - 1]
1] or CLOSE[i - 1] > FINAL_UB[i - 1] else 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 - FINAL_LB[i] = (BASIC_LB[i] if BASIC_LB[i] > FINAL_LB[i - 1]
1] or CLOSE[i - 1] < FINAL_LB[i - 1] else FINAL_LB[i - 1] or CLOSE[i - 1] < FINAL_LB[i - 1] else FINAL_LB[i - 1])
# Set the Supertrend value # Set the Supertrend value
for i in range(period, last_row + 1): for i in range(period, last_row + 1):