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46 lines
1.5 KiB
46 lines
1.5 KiB
# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
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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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from freqtrade.strategy.parameters import CategoricalParameter
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class strategy_test_v3_recursive_issue(IStrategy):
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INTERFACE_VERSION = 3
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# Minimal ROI designed for the strategy
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minimal_roi = {"0": 0.04}
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# Optimal stoploss designed for the strategy
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stoploss = -0.10
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# Optimal timeframe for the strategy
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timeframe = "5m"
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scenario = CategoricalParameter(["no_bias", "bias1", "bias2"], default="bias1", space="buy")
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# Number of candles the strategy requires before producing valid signals
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startup_candle_count: int = 100
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def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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# bias is introduced here
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if self.scenario.value == "no_bias":
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dataframe["rsi"] = ta.RSI(dataframe, timeperiod=14)
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else:
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dataframe["rsi"] = ta.RSI(dataframe, timeperiod=50)
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if self.scenario.value == "bias2":
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# Has both bias1 and bias2
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dataframe["rsi_lookahead"] = ta.RSI(dataframe, timeperiod=50).shift(-1)
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# String columns shouldn't cause issues
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dataframe["test_string_column"] = f"a{len(dataframe)}"
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return dataframe
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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return dataframe
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