80 lines
2.2 KiB
Python
80 lines
2.2 KiB
Python
import logging
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import talib.abstract as ta
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from pandas import DataFrame
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from freqtrade.strategy import IStrategy
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logger = logging.getLogger(__name__)
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class freqai_test_spice_rack(IStrategy):
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"""
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Test strategy - used for testing freqAI functionalities.
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DO not use in production.
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"""
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minimal_roi = {"0": 0.1, "240": -1}
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process_only_new_candles = True
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startup_candle_count: int = 30
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# Example of how to use the freqai.spice_rack. User treats it the same as any
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# typical talib indicator. They set a new column in their dataframe
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dataframe['dissimilarity_index'] = self.freqai.spice_rack(
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'DI_values', dataframe, metadata, self)
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dataframe['maxima'] = self.freqai.spice_rack(
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'&s-maxima', dataframe, metadata, self)
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dataframe['minima'] = self.freqai.spice_rack(
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'&s-minima', dataframe, metadata, self)
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self.freqai.close_spice_rack() # user must close the spicerack
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dataframe['rsi'] = ta.RSI(dataframe)
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return dataframe
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def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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df.loc[
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(
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(df['rsi'] > df['rsi'].shift(1)) & # Guard: tema is raising
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(df['dissimilarity_index'] < 1) &
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(df['maxima'] > 0.1)
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),
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'enter_long'] = 1
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df.loc[
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(
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(df['rsi'] < df['rsi'].shift(1)) & # Guard: tema is falling
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(df['dissimilarity_index'] < 1) &
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(df['minima'] > 0.1)
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),
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'enter_short'] = 1
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return df
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def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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df.loc[
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(
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(df['rsi'] < df['rsi'].shift(1)) & # Guard: tema is falling
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(df['dissimilarity_index'] < 1) &
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(df['maxima'] > 0.1)
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),
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'exit_long'] = 1
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df.loc[
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(
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(df['rsi'] > df['rsi'].shift(1)) & # Guard: tema is raising
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(df['dissimilarity_index'] < 1) &
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(df['minima'] > 0.1)
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),
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'exit_short'] = 1
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return df
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