Merge pull request #3053 from freqtrade/hyperopt_default_volume

Hyperopt - add default volume > 0 filter
This commit is contained in:
hroff-1902
2020-03-11 08:17:54 +03:00
committed by GitHub
4 changed files with 21 additions and 0 deletions

View File

@@ -159,6 +159,9 @@ So let's write the buy strategy using these values:
dataframe['macd'], dataframe['macdsignal']
))
# Check that volume is not 0
conditions.append(dataframe['volume'] > 0)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),

View File

@@ -66,6 +66,9 @@ class {{ hyperopt }}(IHyperOpt):
dataframe['close'], dataframe['sar']
))
# Check that the candle had volume
conditions.append(dataframe['volume'] > 0)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
@@ -111,6 +114,9 @@ class {{ hyperopt }}(IHyperOpt):
dataframe['sar'], dataframe['close']
))
# Check that the candle had volume
conditions.append(dataframe['volume'] > 0)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),

View File

@@ -78,6 +78,9 @@ class SampleHyperOpt(IHyperOpt):
dataframe['close'], dataframe['sar']
))
# Check that volume is not 0
conditions.append(dataframe['volume'] > 0)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
@@ -138,6 +141,9 @@ class SampleHyperOpt(IHyperOpt):
dataframe['sar'], dataframe['close']
))
# Check that volume is not 0
conditions.append(dataframe['volume'] > 0)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),

View File

@@ -93,6 +93,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
dataframe['close'], dataframe['sar']
))
# Check that volume is not 0
conditions.append(dataframe['volume'] > 0)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
@@ -153,6 +156,9 @@ class AdvancedSampleHyperOpt(IHyperOpt):
dataframe['sar'], dataframe['close']
))
# Check that volume is not 0
conditions.append(dataframe['volume'] > 0)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),