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Align samples (hyperopt and strategy) to work together

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This commit is contained in:
Matthias 2019-11-02 11:11:13 +01:00
parent 861f10dca6
commit 97d0f93d3c
2 changed files with 10 additions and 38 deletions
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33
user_data/hyperopts/sample_hyperopt.py
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@ -2,12 +2,11 @@
from functools import reduce from functools import reduce
from typing import Any, Callable, Dict, List from typing import Any, Callable, Dict, List
from datetime import datetime
import numpy as np import numpy as np # noqa
import talib.abstract as ta import talib.abstract as ta
from pandas import DataFrame from pandas import DataFrame
from skopt.space import Categorical, Dimension, Integer, Real from skopt.space import Categorical, Dimension, Integer, Real # noqa
import freqtrade.vendor.qtpylib.indicators as qtpylib import freqtrade.vendor.qtpylib.indicators as qtpylib
from freqtrade.optimize.hyperopt_interface import IHyperOpt from freqtrade.optimize.hyperopt_interface import IHyperOpt
@ -34,34 +33,6 @@ class SampleHyperOpts(IHyperOpt):
Sample implementation of these methods can be found in Sample implementation of these methods can be found in
https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py https://github.com/freqtrade/freqtrade/blob/develop/user_data/hyperopts/sample_hyperopt_advanced.py
""" """
@staticmethod
def populate_indicators(dataframe: DataFrame, metadata: dict) -> DataFrame:
"""
Add several indicators needed for buy and sell strategies defined below.
"""
# ADX
dataframe['adx'] = ta.ADX(dataframe)
# MACD
macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd']
dataframe['macdsignal'] = macd['macdsignal']
# MFI
dataframe['mfi'] = ta.MFI(dataframe)
# RSI
dataframe['rsi'] = ta.RSI(dataframe)
# Stochastic Fast
stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd']
# Minus-DI
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']
# SAR
dataframe['sar'] = ta.SAR(dataframe)
return dataframe
@staticmethod @staticmethod
def buy_strategy_generator(params: Dict[str, Any]) -> Callable: def buy_strategy_generator(params: Dict[str, Any]) -> Callable:

15
user_data/strategies/sample_strategy.py
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@ -107,16 +107,16 @@ class SampleStrategy(IStrategy):
# RSI # RSI
dataframe['rsi'] = ta.RSI(dataframe) dataframe['rsi'] = ta.RSI(dataframe)
"""
# ADX # ADX
dataframe['adx'] = ta.ADX(dataframe) dataframe['adx'] = ta.ADX(dataframe)
"""
# Awesome oscillator # Awesome oscillator
dataframe['ao'] = qtpylib.awesome_oscillator(dataframe) dataframe['ao'] = qtpylib.awesome_oscillator(dataframe)
# Commodity Channel Index: values Oversold:<-100, Overbought:>100 # Commodity Channel Index: values Oversold:<-100, Overbought:>100
dataframe['cci'] = ta.CCI(dataframe) dataframe['cci'] = ta.CCI(dataframe)
"""
# MACD # MACD
macd = ta.MACD(dataframe) macd = ta.MACD(dataframe)
dataframe['macd'] = macd['macd'] dataframe['macd'] = macd['macd']
@ -126,6 +126,7 @@ class SampleStrategy(IStrategy):
# MFI # MFI
dataframe['mfi'] = ta.MFI(dataframe) dataframe['mfi'] = ta.MFI(dataframe)
"""
# Minus Directional Indicator / Movement # Minus Directional Indicator / Movement
dataframe['minus_dm'] = ta.MINUS_DM(dataframe) dataframe['minus_dm'] = ta.MINUS_DM(dataframe)
dataframe['minus_di'] = ta.MINUS_DI(dataframe) dataframe['minus_di'] = ta.MINUS_DI(dataframe)
@ -149,12 +150,13 @@ class SampleStrategy(IStrategy):
stoch = ta.STOCH(dataframe) stoch = ta.STOCH(dataframe)
dataframe['slowd'] = stoch['slowd'] dataframe['slowd'] = stoch['slowd']
dataframe['slowk'] = stoch['slowk'] dataframe['slowk'] = stoch['slowk']
"""
# Stoch fast # Stoch fast
stoch_fast = ta.STOCHF(dataframe) stoch_fast = ta.STOCHF(dataframe)
dataframe['fastd'] = stoch_fast['fastd'] dataframe['fastd'] = stoch_fast['fastd']
dataframe['fastk'] = stoch_fast['fastk'] dataframe['fastk'] = stoch_fast['fastk']
"""
# Stoch RSI # Stoch RSI
stoch_rsi = ta.STOCHRSI(dataframe) stoch_rsi = ta.STOCHRSI(dataframe)
dataframe['fastd_rsi'] = stoch_rsi['fastd'] dataframe['fastd_rsi'] = stoch_rsi['fastd']
@ -178,12 +180,11 @@ class SampleStrategy(IStrategy):
dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50) dataframe['ema50'] = ta.EMA(dataframe, timeperiod=50)
dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100) dataframe['ema100'] = ta.EMA(dataframe, timeperiod=100)
# SAR Parabol
dataframe['sar'] = ta.SAR(dataframe)
# SMA - Simple Moving Average # SMA - Simple Moving Average
dataframe['sma'] = ta.SMA(dataframe, timeperiod=40) dataframe['sma'] = ta.SMA(dataframe, timeperiod=40)
""" """
# SAR Parabol
dataframe['sar'] = ta.SAR(dataframe)
# TEMA - Triple Exponential Moving Average # TEMA - Triple Exponential Moving Average
dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9) dataframe['tema'] = ta.TEMA(dataframe, timeperiod=9)