-
Notifications
You must be signed in to change notification settings - Fork 15
/
EmptyHyperopt.py
74 lines (52 loc) · 1.94 KB
/
EmptyHyperopt.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
# Start hyperopt with the following command:
# freqtrade hyperopt --config config.json --hyperopt-loss SharpeHyperOptLoss --strategy RsiStrat -e 500 --spaces buy sell --random-state 8711
# --- Do not remove these libs ---
import numpy as np # noqa
import pandas as pd # noqa
from functools import reduce
from pandas import DataFrame
from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,IStrategy, IntParameter)
# --- Add your lib to import here ---
import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib
# --- Generic strategy settings ---
class EmptyHyperopt(IStrategy):
INTERFACE_VERSION = 2
# Determine timeframe and # of candles before strategysignals becomes valid
timeframe = '1d'
startup_candle_count: int = 25
# Determine roi take profit and stop loss points
minimal_roi = {
"60": 0.01,
"30": 0.03,
"20": 0.04,
"0": 0.05
}
stoploss = -0.10
trailing_stop = False
use_sell_signal = True
sell_profit_only = False
sell_profit_offset = 0.0
ignore_roi_if_buy_signal = False
# --- Define spaces for the indicators ---
# --- Used indicators of strategy code ----
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
return dataframe
# --- Buy settings ---
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(( ))
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'buy'] = 1
return dataframe
# --- Sell settings ---
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
conditions = []
conditions.append(( ))
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'sell'] = 1
return dataframe