120 lines
3.8 KiB
Python
120 lines
3.8 KiB
Python
import logging
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from functools import reduce
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from typing import Dict
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import numpy as np
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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 DecimalParameter, IntParameter, IStrategy
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logger = logging.getLogger(__name__)
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class freqai_test_classifier(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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plot_config = {
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"main_plot": {},
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"subplots": {
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"prediction": {"prediction": {"color": "blue"}},
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"target_roi": {
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"target_roi": {"color": "brown"},
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},
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"do_predict": {
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"do_predict": {"color": "brown"},
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},
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},
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}
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process_only_new_candles = True
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stoploss = -0.05
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use_exit_signal = True
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startup_candle_count: int = 300
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can_short = False
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linear_roi_offset = DecimalParameter(
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0.00, 0.02, default=0.005, space="sell", optimize=False, load=True
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)
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max_roi_time_long = IntParameter(0, 800, default=400, space="sell", optimize=False, load=True)
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def informative_pairs(self):
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whitelist_pairs = self.dp.current_whitelist()
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corr_pairs = self.config["freqai"]["feature_parameters"]["include_corr_pairlist"]
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informative_pairs = []
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for tf in self.config["freqai"]["feature_parameters"]["include_timeframes"]:
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for pair in whitelist_pairs:
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informative_pairs.append((pair, tf))
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for pair in corr_pairs:
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if pair in whitelist_pairs:
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continue # avoid duplication
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informative_pairs.append((pair, tf))
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return informative_pairs
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def feature_engineering_expand_all(self, dataframe: DataFrame, period: int,
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metadata: Dict, **kwargs):
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dataframe["%-rsi-period"] = ta.RSI(dataframe, timeperiod=period)
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dataframe["%-mfi-period"] = ta.MFI(dataframe, timeperiod=period)
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dataframe["%-adx-period"] = ta.ADX(dataframe, timeperiod=period)
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return dataframe
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def feature_engineering_expand_basic(self, dataframe: DataFrame, metadata: Dict, **kwargs):
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dataframe["%-pct-change"] = dataframe["close"].pct_change()
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dataframe["%-raw_volume"] = dataframe["volume"]
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dataframe["%-raw_price"] = dataframe["close"]
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return dataframe
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def feature_engineering_standard(self, dataframe: DataFrame, metadata: Dict, **kwargs):
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dataframe["%-day_of_week"] = dataframe["date"].dt.dayofweek
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dataframe["%-hour_of_day"] = dataframe["date"].dt.hour
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return dataframe
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def set_freqai_targets(self, dataframe: DataFrame, metadata: Dict, **kwargs):
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dataframe['&s-up_or_down'] = np.where(dataframe["close"].shift(-100) >
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dataframe["close"], 'up', 'down')
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return dataframe
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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self.freqai_info = self.config["freqai"]
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dataframe = self.freqai.start(dataframe, metadata, self)
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return dataframe
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def populate_entry_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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enter_long_conditions = [df['&s-up_or_down'] == 'up']
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if enter_long_conditions:
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df.loc[
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reduce(lambda x, y: x & y, enter_long_conditions), ["enter_long", "enter_tag"]
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] = (1, "long")
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enter_short_conditions = [df['&s-up_or_down'] == 'down']
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if enter_short_conditions:
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df.loc[
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reduce(lambda x, y: x & y, enter_short_conditions), ["enter_short", "enter_tag"]
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] = (1, "short")
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return df
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def populate_exit_trend(self, df: DataFrame, metadata: dict) -> DataFrame:
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return df
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