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Improve freqAI strategy formatting and readability

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This commit is contained in:
Matthias 2022-09-18 08:45:24 +02:00
parent 4634936265
commit ab78fb373a
1 changed files with 22 additions and 12 deletions
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34
freqtrade/templates/FreqaiExampleStrategy.py
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@ -170,25 +170,31 @@ class FreqaiExampleStrategy(IStrategy):
dataframe = self.freqai.start(dataframe, metadata, self) dataframe = self.freqai.start(dataframe, metadata, self)
for val in self.std_dev_multiplier_buy.range: for val in self.std_dev_multiplier_buy.range:
dataframe[f'target_roi_{val}'] = dataframe["&-s_close_mean"] + \ dataframe[f'target_roi_{val}'] = (
dataframe["&-s_close_std"] * val dataframe["&-s_close_mean"] + dataframe["&-s_close_std"] * val
)
for val in self.std_dev_multiplier_sell.range: for val in self.std_dev_multiplier_sell.range:
dataframe[f'sell_roi_{val}'] = dataframe["&-s_close_mean"] - \ dataframe[f'sell_roi_{val}'] = (
dataframe["&-s_close_std"] * val dataframe["&-s_close_mean"] - dataframe["&-s_close_std"] * val
)
return dataframe return dataframe
def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame: def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
enter_long_conditions = [df["do_predict"] == 1, df["&-s_close"] enter_long_conditions = [
> df[f"target_roi_{self.std_dev_multiplier_buy.value}"]] df["do_predict"] == 1,
df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"],
]
if enter_long_conditions: if enter_long_conditions:
df.loc[ df.loc[
reduce(lambda x, y: x & y, enter_long_conditions), ["enter_long", "enter_tag"] reduce(lambda x, y: x & y, enter_long_conditions), ["enter_long", "enter_tag"]
] = (1, "long") ] = (1, "long")
enter_short_conditions = [df["do_predict"] == 1, df["&-s_close"] enter_short_conditions = [
< df[f"sell_roi_{self.std_dev_multiplier_sell.value}"]] df["do_predict"] == 1,
df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"],
]
if enter_short_conditions: if enter_short_conditions:
df.loc[ df.loc[
@ -198,13 +204,17 @@ class FreqaiExampleStrategy(IStrategy):
return df return df
def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame: def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
exit_long_conditions = [df["do_predict"] == 1, df["&-s_close"] < exit_long_conditions = [
df[f"sell_roi_{self.std_dev_multiplier_sell.value}"] * 0.25] df["do_predict"] == 1,
df["&-s_close"] < df[f"sell_roi_{self.std_dev_multiplier_sell.value}"] * 0.25,
]
if exit_long_conditions: if exit_long_conditions:
df.loc[reduce(lambda x, y: x & y, exit_long_conditions), "exit_long"] = 1 df.loc[reduce(lambda x, y: x & y, exit_long_conditions), "exit_long"] = 1
exit_short_conditions = [df["do_predict"] == 1, df["&-s_close"] > exit_short_conditions = [
df[f"target_roi_{self.std_dev_multiplier_buy.value}"] * 0.25] df["do_predict"] == 1,
df["&-s_close"] > df[f"target_roi_{self.std_dev_multiplier_buy.value}"] * 0.25,
]
if exit_short_conditions: if exit_short_conditions:
df.loc[reduce(lambda x, y: x & y, exit_short_conditions), "exit_short"] = 1 df.loc[reduce(lambda x, y: x & y, exit_short_conditions), "exit_short"] = 1