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Merge pull request #225 from Andy477/patch-1

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Fix MultiMa to not give an error
This commit is contained in:
Matthias
2021-09-23 19:57:53 +02:00
committed by GitHub
parent 5f46653b2d 1aba566216
commit 182bc945e2
1 changed files with 22 additions and 28 deletions
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user_data/strategies/MultiMa.py
+22 -28
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@@ -7,6 +7,7 @@
from freqtrade.strategy.hyper import IntParameter
from freqtrade.strategy.interface import IStrategy
from pandas import DataFrame
# --------------------------------
# Add your lib to import here
@@ -17,29 +18,24 @@ from functools import reduce
class MultiMa(IStrategy):
buy_ma_count = IntParameter(2, 10, default=10, space='buy')
buy_ma_gap = IntParameter(2, 10, default=2, space='buy')
buy_ma_shift = IntParameter(0, 10, default=0, space='buy')
buy_ma_count = IntParameter(0, 10, default=10, space="buy")
buy_ma_gap = IntParameter(2, 10, default=2, space="buy")
buy_ma_shift = IntParameter(0, 10, default=0, space="buy")
# buy_ma_rolling = IntParameter(0, 10, default=0, space='buy')
sell_ma_count = IntParameter(2, 10, default=10, space='sell')
sell_ma_gap = IntParameter(2, 10, default=2, space='sell')
sell_ma_shift = IntParameter(0, 10, default=0, space='sell')
sell_ma_count = IntParameter(0, 10, default=10, space="sell")
sell_ma_gap = IntParameter(2, 10, default=2, space="sell")
sell_ma_shift = IntParameter(, 10, default=0, space="sell")
# sell_ma_rolling = IntParameter(0, 10, default=0, space='sell')
# ROI table:
minimal_roi = {
"0": 0.30873,
"569": 0.16689,
"3211": 0.06473,
"7617": 0
}
minimal_roi = {"0": 0.30873, "569": 0.16689, "3211": 0.06473, "7617": 0}
# Stoploss:
stoploss = -0.128
stoploss = -0.1
# Buy hypers
timeframe = '4h'
timeframe = "4h"
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -52,8 +48,9 @@ class MultiMa(IStrategy):
def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
for i in self.buy_ma_count.range:
dataframe[f'buy-ma-{i+1}'] = ta.SMA(dataframe,
timeperiod=int((i+1) * self.buy_ma_gap.value))
dataframe[f"buy-ma-{i+1}"] = ta.SMA(
dataframe, timeperiod=int((i + 1) * self.buy_ma_gap.value)
)
conditions = []
@@ -62,20 +59,19 @@ class MultiMa(IStrategy):
shift = self.buy_ma_shift.value
for shift in self.buy_ma_shift.range:
conditions.append(
dataframe[f'buy-ma-{i}'].shift(shift) >
dataframe[f'buy-ma-{i-1}'].shift(shift)
dataframe[f"buy-ma-{i}"].shift(shift)
> dataframe[f"buy-ma-{i-1}"].shift(shift)
)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'buy']=1
dataframe.loc[reduce(lambda x, y: x & y, conditions), "buy"] = 1
return dataframe
def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
for i in self.sell_ma_count.range:
dataframe[f'sell-ma-{i+1}'] = ta.SMA(dataframe,
timeperiod=int((i+1) * self.sell_ma_gap.value))
dataframe[f"sell-ma-{i+1}"] = ta.SMA(
dataframe, timeperiod=int((i + 1) * self.sell_ma_gap.value)
)
conditions = []
@@ -84,11 +80,9 @@ class MultiMa(IStrategy):
shift = self.sell_ma_shift.value
for shift in self.sell_ma_shift.range:
conditions.append(
dataframe[f'sell-ma-{i}'].shift(shift) <
dataframe[f'sell-ma-{i-1}'].shift(shift)
dataframe[f"sell-ma-{i}"].shift(shift)
< dataframe[f"sell-ma-{i-1}"].shift(shift)
)
if conditions:
dataframe.loc[
reduce(lambda x, y: x & y, conditions),
'sell']=1
dataframe.loc[reduce(lambda x, y: x & y, conditions), "sell"] = 1
return dataframe