Name changes for strategy
This commit is contained in:
@@ -46,7 +46,7 @@ class SampleHyperOpt(IHyperOpt):
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"""
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@staticmethod
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def indicator_space() -> List[Dimension]:
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def buy_indicator_space() -> List[Dimension]:
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"""
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Define your Hyperopt space for searching buy strategy parameters.
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"""
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@@ -59,7 +59,7 @@ class SampleHyperOpt(IHyperOpt):
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Categorical([True, False], name='fastd-enabled'),
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Categorical([True, False], name='adx-enabled'),
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Categorical([True, False], name='rsi-enabled'),
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Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
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Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
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]
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@staticmethod
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@@ -71,37 +71,39 @@ class SampleHyperOpt(IHyperOpt):
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"""
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Buy strategy Hyperopt will build and use.
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"""
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conditions = []
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long_conditions = []
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# GUARDS AND TRENDS
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if 'mfi-enabled' in params and params['mfi-enabled']:
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conditions.append(dataframe['mfi'] < params['mfi-value'])
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long_conditions.append(dataframe['mfi'] < params['mfi-value'])
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if 'fastd-enabled' in params and params['fastd-enabled']:
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conditions.append(dataframe['fastd'] < params['fastd-value'])
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long_conditions.append(dataframe['fastd'] < params['fastd-value'])
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if 'adx-enabled' in params and params['adx-enabled']:
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conditions.append(dataframe['adx'] > params['adx-value'])
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long_conditions.append(dataframe['adx'] > params['adx-value'])
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if 'rsi-enabled' in params and params['rsi-enabled']:
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conditions.append(dataframe['rsi'] < params['rsi-value'])
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long_conditions.append(dataframe['rsi'] < params['rsi-value'])
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# TRIGGERS
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if 'trigger' in params:
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if params['trigger'] == 'bb_lower':
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conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
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if params['trigger'] == 'boll':
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long_conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
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if params['trigger'] == 'macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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dataframe['macd'], dataframe['macdsignal']
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long_conditions.append(qtpylib.crossed_above(
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dataframe['macd'],
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dataframe['macdsignal']
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))
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if params['trigger'] == 'sar_reversal':
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conditions.append(qtpylib.crossed_above(
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dataframe['close'], dataframe['sar']
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long_conditions.append(qtpylib.crossed_above(
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dataframe['close'],
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dataframe['sar']
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))
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# Check that volume is not 0
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conditions.append(dataframe['volume'] > 0)
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long_conditions.append(dataframe['volume'] > 0)
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if conditions:
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if long_conditions:
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dataframe.loc[
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reduce(lambda x, y: x & y, conditions),
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reduce(lambda x, y: x & y, long_conditions),
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'buy'] = 1
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return dataframe
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@@ -122,9 +124,11 @@ class SampleHyperOpt(IHyperOpt):
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Categorical([True, False], name='sell-fastd-enabled'),
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Categorical([True, False], name='sell-adx-enabled'),
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Categorical([True, False], name='sell-rsi-enabled'),
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Categorical(['sell-bb_upper',
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Categorical(['sell-boll',
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'sell-macd_cross_signal',
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'sell-sar_reversal'], name='sell-trigger')
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'sell-sar_reversal'],
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name='sell-trigger'
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)
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]
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@staticmethod
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@@ -136,37 +140,39 @@ class SampleHyperOpt(IHyperOpt):
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"""
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Sell strategy Hyperopt will build and use.
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"""
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conditions = []
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exit_long_conditions = []
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# GUARDS AND TRENDS
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if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
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conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
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exit_long_conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
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if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
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conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
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exit_long_conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
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if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
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conditions.append(dataframe['adx'] < params['sell-adx-value'])
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exit_long_conditions.append(dataframe['adx'] < params['sell-adx-value'])
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if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
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conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
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exit_long_conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
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# TRIGGERS
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if 'sell-trigger' in params:
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if params['sell-trigger'] == 'sell-bb_upper':
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conditions.append(dataframe['close'] > dataframe['bb_upperband'])
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if params['sell-trigger'] == 'sell-boll':
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exit_long_conditions.append(dataframe['close'] > dataframe['bb_upperband'])
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if params['sell-trigger'] == 'sell-macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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dataframe['macdsignal'], dataframe['macd']
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exit_long_conditions.append(qtpylib.crossed_above(
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dataframe['macdsignal'],
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dataframe['macd']
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))
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if params['sell-trigger'] == 'sell-sar_reversal':
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conditions.append(qtpylib.crossed_above(
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dataframe['sar'], dataframe['close']
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exit_long_conditions.append(qtpylib.crossed_above(
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dataframe['sar'],
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dataframe['close']
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))
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# Check that volume is not 0
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conditions.append(dataframe['volume'] > 0)
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exit_long_conditions.append(dataframe['volume'] > 0)
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if conditions:
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if exit_long_conditions:
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dataframe.loc[
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reduce(lambda x, y: x & y, conditions),
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reduce(lambda x, y: x & y, exit_long_conditions),
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'sell'] = 1
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return dataframe
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@@ -74,7 +74,7 @@ class AdvancedSampleHyperOpt(IHyperOpt):
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Categorical([True, False], name='fastd-enabled'),
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Categorical([True, False], name='adx-enabled'),
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Categorical([True, False], name='rsi-enabled'),
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Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger')
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Categorical(['boll', 'macd_cross_signal', 'sar_reversal'], name='trigger')
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]
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@staticmethod
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@@ -86,36 +86,36 @@ class AdvancedSampleHyperOpt(IHyperOpt):
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"""
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Buy strategy Hyperopt will build and use
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"""
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conditions = []
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long_conditions = []
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# GUARDS AND TRENDS
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if 'mfi-enabled' in params and params['mfi-enabled']:
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conditions.append(dataframe['mfi'] < params['mfi-value'])
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long_conditions.append(dataframe['mfi'] < params['mfi-value'])
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if 'fastd-enabled' in params and params['fastd-enabled']:
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conditions.append(dataframe['fastd'] < params['fastd-value'])
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long_conditions.append(dataframe['fastd'] < params['fastd-value'])
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if 'adx-enabled' in params and params['adx-enabled']:
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conditions.append(dataframe['adx'] > params['adx-value'])
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long_conditions.append(dataframe['adx'] > params['adx-value'])
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if 'rsi-enabled' in params and params['rsi-enabled']:
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conditions.append(dataframe['rsi'] < params['rsi-value'])
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long_conditions.append(dataframe['rsi'] < params['rsi-value'])
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# TRIGGERS
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if 'trigger' in params:
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if params['trigger'] == 'bb_lower':
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conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
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if params['trigger'] == 'boll':
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long_conditions.append(dataframe['close'] < dataframe['bb_lowerband'])
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if params['trigger'] == 'macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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long_conditions.append(qtpylib.crossed_above(
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dataframe['macd'], dataframe['macdsignal']
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))
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if params['trigger'] == 'sar_reversal':
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conditions.append(qtpylib.crossed_above(
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long_conditions.append(qtpylib.crossed_above(
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dataframe['close'], dataframe['sar']
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))
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# Check that volume is not 0
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conditions.append(dataframe['volume'] > 0)
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long_conditions.append(dataframe['volume'] > 0)
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if conditions:
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if long_conditions:
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dataframe.loc[
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reduce(lambda x, y: x & y, conditions),
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reduce(lambda x, y: x & y, long_conditions),
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'buy'] = 1
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return dataframe
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@@ -136,9 +136,10 @@ class AdvancedSampleHyperOpt(IHyperOpt):
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Categorical([True, False], name='sell-fastd-enabled'),
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Categorical([True, False], name='sell-adx-enabled'),
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Categorical([True, False], name='sell-rsi-enabled'),
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Categorical(['sell-bb_upper',
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Categorical(['sell-boll',
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'sell-macd_cross_signal',
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'sell-sar_reversal'], name='sell-trigger')
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'sell-sar_reversal'],
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name='sell-trigger')
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]
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@staticmethod
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@@ -151,36 +152,38 @@ class AdvancedSampleHyperOpt(IHyperOpt):
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Sell strategy Hyperopt will build and use
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"""
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# print(params)
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conditions = []
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exit_long_conditions = []
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# GUARDS AND TRENDS
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if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']:
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conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
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exit_long_conditions.append(dataframe['mfi'] > params['sell-mfi-value'])
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if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']:
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conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
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exit_long_conditions.append(dataframe['fastd'] > params['sell-fastd-value'])
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if 'sell-adx-enabled' in params and params['sell-adx-enabled']:
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conditions.append(dataframe['adx'] < params['sell-adx-value'])
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exit_long_conditions.append(dataframe['adx'] < params['sell-adx-value'])
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if 'sell-rsi-enabled' in params and params['sell-rsi-enabled']:
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conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
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exit_long_conditions.append(dataframe['rsi'] > params['sell-rsi-value'])
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# TRIGGERS
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if 'sell-trigger' in params:
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if params['sell-trigger'] == 'sell-bb_upper':
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conditions.append(dataframe['close'] > dataframe['bb_upperband'])
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if params['sell-trigger'] == 'sell-boll':
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exit_long_conditions.append(dataframe['close'] > dataframe['bb_upperband'])
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if params['sell-trigger'] == 'sell-macd_cross_signal':
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conditions.append(qtpylib.crossed_above(
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dataframe['macdsignal'], dataframe['macd']
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exit_long_conditions.append(qtpylib.crossed_above(
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dataframe['macdsignal'],
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dataframe['macd']
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))
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if params['sell-trigger'] == 'sell-sar_reversal':
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conditions.append(qtpylib.crossed_above(
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dataframe['sar'], dataframe['close']
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exit_long_conditions.append(qtpylib.crossed_above(
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dataframe['sar'],
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dataframe['close']
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))
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# Check that volume is not 0
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conditions.append(dataframe['volume'] > 0)
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exit_long_conditions.append(dataframe['volume'] > 0)
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if conditions:
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if exit_long_conditions:
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dataframe.loc[
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reduce(lambda x, y: x & y, conditions),
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reduce(lambda x, y: x & y, exit_long_conditions),
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'sell'] = 1
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return dataframe
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