# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement from functools import reduce from typing import Any, Callable, Dict, List import talib.abstract as ta from pandas import DataFrame from skopt.space import Categorical, Dimension, Integer import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.optimize.hyperopt_interface import IHyperOpt class ReinforcedSmoothScalp(IHyperOpt): """ Default hyperopt provided by the Freqtrade bot. You can override it with your own Hyperopt """ @staticmethod def buy_strategy_generator(params: Dict[str, Any]) -> Callable: """ Define the buy strategy parameters to be used by Hyperopt. """ def populate_buy_trend(dataframe: DataFrame, metadata: dict) -> DataFrame: """ Buy strategy Hyperopt will build and use. """ conditions = [] # GUARDS AND TRENDS if 'mfi-enabled' in params and params['mfi-enabled']: conditions.append(dataframe['mfi'] < params['mfi-value']) if 'fastd-enabled' in params and params['fastd-enabled']: conditions.append(dataframe['fastd'] < params['fastd-value']) if 'adx-enabled' in params and params['adx-enabled']: conditions.append(dataframe['adx'] > params['adx-value']) # if 'rsi-enabled' in params and params['rsi-enabled']: # conditions.append(dataframe['rsi'] < params['rsi-value']) if 'fastk-enabled' in params and params['fastk-enabled']: conditions.append(dataframe['fastk'] < params['fastk-value']) # TRIGGERS # if 'trigger' in params: # if params['trigger'] == 'bb_lower': # conditions.append(dataframe['close'] < dataframe['bb_lowerband']) # if params['trigger'] == 'macd_cross_signal': # conditions.append(qtpylib.crossed_above( # dataframe['macd'], dataframe['macdsignal'] # )) # if params['trigger'] == 'sar_reversal': # conditions.append(qtpylib.crossed_above( # 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), 'buy'] = 1 return dataframe return populate_buy_trend @staticmethod def indicator_space() -> List[Dimension]: """ Define your Hyperopt space for searching buy strategy parameters. """ return [ Integer(10, 25, name='mfi-value'), Integer(15, 45, name='fastd-value'), Integer(15, 45, name='fastk-value'), Integer(20, 50, name='adx-value'), # Integer(20, 40, name='rsi-value'), Categorical([True, False], name='mfi-enabled'), Categorical([True, False], name='fastd-enabled'), Categorical([True, False], name='adx-enabled'), Categorical([True, False], name='fastk-enabled'), # Categorical([True, False], name='rsi-enabled'), # Categorical(['bb_lower', 'macd_cross_signal', 'sar_reversal'], name='trigger') ] @staticmethod def sell_strategy_generator(params: Dict[str, Any]) -> Callable: """ Define the sell strategy parameters to be used by Hyperopt. """ def populate_sell_trend(dataframe: DataFrame, metadata: dict) -> DataFrame: """ Sell strategy Hyperopt will build and use. """ conditions = [] # GUARDS AND TRENDS if 'sell-mfi-enabled' in params and params['sell-mfi-enabled']: conditions.append(dataframe['mfi'] > params['sell-mfi-value']) if 'sell-fastd-enabled' in params and params['sell-fastd-enabled']: conditions.append(dataframe['fastd'] > params['sell-fastd-value']) if 'sell-adx-enabled' in params and params['sell-adx-enabled']: conditions.append(dataframe['adx'] < params['sell-adx-value']) if 'sell-fastk-enabled' in params and params['sell-fastk-enabled']: conditions.append(dataframe['fastk'] > params['sell-fastk-value']) if 'sell-cci-enabled' in params and params['sell-cci-enabled']: conditions.append(dataframe['cci'] > params['sell-cci-value']) # TRIGGERS # if 'sell-trigger' in params: # if params['sell-trigger'] == 'sell-bb_upper': # conditions.append(dataframe['close'] > dataframe['bb_upperband']) # if params['sell-trigger'] == 'sell-macd_cross_signal': # conditions.append(qtpylib.crossed_above( # dataframe['macdsignal'], dataframe['macd'] # )) # if params['sell-trigger'] == 'sell-sar_reversal': # conditions.append(qtpylib.crossed_above( # 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), 'sell'] = 1 return dataframe return populate_sell_trend @staticmethod def sell_indicator_space() -> List[Dimension]: """ Define your Hyperopt space for searching sell strategy parameters. """ return [ Integer(75, 100, name='sell-mfi-value'), Integer(50, 100, name='sell-fastd-value'), Integer(50, 100, name='sell-fastk-value'), Integer(50, 100, name='sell-adx-value'), Integer(100, 200, name='sell-cci-value'), Categorical([True, False], name='sell-mfi-enabled'), Categorical([True, False], name='sell-fastd-enabled'), Categorical([True, False], name='sell-adx-enabled'), Categorical([True, False], name='sell-cci-enabled'), Categorical([True, False], name='sell-fastk-enabled'), # Categorical(['sell-bb_upper', # 'sell-macd_cross_signal', # 'sell-sar_reversal'], name='sell-trigger') ] def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['open'] < dataframe['ema_low']) & (dataframe['adx'] > 30) & (dataframe['mfi'] < 30) & ( (dataframe['fastk'] < 30) & (dataframe['fastd'] < 30) & (qtpylib.crossed_above(dataframe['fastk'], dataframe['fastd'])) ) & (dataframe['resample_sma'] < dataframe['close']) ) # | # # try to get some sure things independent of resample # ((dataframe['rsi'] - dataframe['mfi']) < 10) & # (dataframe['mfi'] < 30) & # (dataframe['cci'] < -200) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( ( (dataframe['open'] >= dataframe['ema_high']) ) | ( (qtpylib.crossed_above(dataframe['fastk'], 70)) | (qtpylib.crossed_above(dataframe['fastd'], 70)) ) ) & (dataframe['cci'] > 100) ) , 'sell'] = 1 return dataframe