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add Awesome Oscillator and try it in hyperopt

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This commit is contained in:
Janne Sinivirta 2017-10-25 18:24:20 +03:00
parent d5d798f6fa
commit 6ba2492360
2 changed files with 7 additions and 1 deletions
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3
freqtrade/analyze.py
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@ -5,6 +5,7 @@ from datetime import timedelta
import arrow import arrow
import talib.abstract as ta import talib.abstract as ta
from pandas import DataFrame from pandas import DataFrame
from qtpylib.indicators import awesome_oscillator, crossed_above
from freqtrade import exchange from freqtrade import exchange
from freqtrade.exchange import Bittrex, get_ticker_history from freqtrade.exchange import Bittrex, get_ticker_history
@ -41,6 +42,8 @@ def populate_indicators(dataframe: DataFrame) -> DataFrame:
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)
dataframe['mfi'] = ta.MFI(dataframe) dataframe['mfi'] = ta.MFI(dataframe)
dataframe['cci'] = ta.CCI(dataframe) dataframe['cci'] = ta.CCI(dataframe)
dataframe['ao'] = awesome_oscillator(dataframe)
return dataframe return dataframe

5
freqtrade/tests/test_hyperopt.py
View File

@ -7,6 +7,7 @@ from functools import reduce
import pytest import pytest
import arrow import arrow
from pandas import DataFrame from pandas import DataFrame
from qtpylib.indicators import crossed_above
from hyperopt import fmin, tpe, hp from hyperopt import fmin, tpe, hp
@ -63,6 +64,7 @@ def buy_strategy_generator(params):
triggers = { triggers = {
'lower_bb': dataframe['tema'] <= dataframe['blower'], 'lower_bb': dataframe['tema'] <= dataframe['blower'],
'faststoch10': (dataframe['fastd'] >= 10) & (prev_fastd < 10), 'faststoch10': (dataframe['fastd'] >= 10) & (prev_fastd < 10),
'ao_cross_zero': (crossed_above(dataframe['ao'], 0.0)),
} }
conditions.append(triggers.get(params['trigger']['type'])) conditions.append(triggers.get(params['trigger']['type']))
@ -124,7 +126,8 @@ def test_hyperopt(conf, pairs, mocker):
]), ]),
'trigger': hp.choice('trigger', [ 'trigger': hp.choice('trigger', [
{'type': 'lower_bb'}, {'type': 'lower_bb'},
{'type': 'faststoch10'} {'type': 'faststoch10'},
{'type': 'ao_cross_zero'}
]), ]),
} }
print('Best parameters {}'.format(fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=40))) print('Best parameters {}'.format(fmin(fn=optimizer, space=space, algo=tpe.suggest, max_evals=40)))