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Fix HybridExample formatting

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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
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23
freqtrade/templates/FreqaiHybridExampleStrategy.py
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@ -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"]
@ -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):