freqtrade_origin/freqtrade/templates/base_hyperopt.py.j2

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# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement
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# --- Do not remove these libs ---
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from functools import reduce
from typing import Any, Callable, Dict, List
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import numpy as np # noqa
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import pandas as pd # noqa
from pandas import DataFrame
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from skopt.space import Categorical, Dimension, Integer, Real # noqa
from freqtrade.optimize.hyperopt_interface import IHyperOpt
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# --------------------------------
# Add your lib to import here
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import talib.abstract as ta # noqa
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class {{ hyperopt }}(IHyperOpt):
"""
This is a Hyperopt template to get you started.
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More information in the documentation: https://www.freqtrade.io/en/latest/hyperopt/
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You should:
- Add any lib you need to build your hyperopt.
You must keep:
- The prototypes for the methods: populate_indicators, indicator_space, buy_strategy_generator.
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The methods roi_space, generate_roi_table and stoploss_space are not required
and are provided by default.
However, you may override them if you need 'roi' and 'stoploss' spaces that
differ from the defaults offered by Freqtrade.
Sample implementation of these methods will be copied to `user_data/hyperopts` when
creating the user-data directory using `freqtrade create-userdir --userdir user_data`,
or is available online under the following URL:
https://github.com/freqtrade/freqtrade/blob/develop/freqtrade/templates/sample_hyperopt_advanced.py.
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"""
@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
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{{ buy_guards | indent(12) }}
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# 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']
))
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# Check that the candle had volume
conditions.append(dataframe['volume'] > 0)
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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 [
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{{ buy_space | indent(12) }}
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]
@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
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{{ sell_guards | indent(12) }}
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# 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']
))
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# Check that the candle had volume
conditions.append(dataframe['volume'] > 0)
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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 [
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{{ sell_space | indent(12) }}
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]