Fixed bug #190 and #191 by deleting dropna

This commit is contained in:
Masoud Azizi
2021-06-05 15:04:57 +04:30
parent 4392635ad6
commit bf832f87a0
+15 -17
View File
@@ -3,7 +3,7 @@
# Author: @Mablue (Masoud Azizi)
# github: https://github.com/mablue/
# IMPORTANT: INSTALL TA BEFOUR RUN(pip install ta)
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --spaces buy sell roi trailing --strategy Zeus
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLoss --spaces buy sell roi --strategy Zeus
# --- Do not remove these libs ---
import logging
from freqtrade.strategy.hyper import CategoricalParameter, DecimalParameter
@@ -25,36 +25,36 @@ import numpy as np
class Zeus(IStrategy):
# 53/167: 167 trades. 96/66/5 Wins/Draws/Losses. Avg profit 3.00%. Median profit 2.70%. Total profit 0.16479843 BTC ( 164.80Σ%). Avg duration 22:04:00 min. Objective: -63.49577
# * 1/43: 86 trades. 72/6/8 Wins/Draws/Losses. Avg profit 12.66%. Median profit 11.99%. Total profit 0.10894395 BTC ( 108.94Σ%). Avg duration 3 days, 0:31:00 min. Objective: -48.48793
# "max_open_trades": 10,
# "stake_currency": "BTC",
# "stake_amount": 0.01,
# "tradable_balance_ratio": 0.99,
# "timeframe": "4h",
# "dry_run_wallet": 0.1,
# Buy hyperspace params:
buy_params = {
"buy_cat": "<R",
"buy_real": 0.0889,
"buy_real": 0.0128,
}
# Sell hyperspace params:
sell_params = {
"sell_cat": "=R",
"sell_real": 0.979,
"sell_real": 0.9455,
}
# ROI table:
minimal_roi = {
"0": 0.336,
"134": 0.113,
"759": 0.027,
"1049": 0
"0": 0.564,
"567": 0.273,
"2814": 0.12,
"7675": 0
}
# Stoploss:
stoploss = -0.245
# Trailing stop:
trailing_stop = True
trailing_stop_positive = 0.35
trailing_stop_positive_offset = 0.375
trailing_only_offset_is_reached = False
stoploss = -0.256
buy_real = DecimalParameter(
0.001, 0.999, decimals=4, default=0.11908, space='buy')
@@ -70,8 +70,6 @@ class Zeus(IStrategy):
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
# Add all ta features
# Clean NaN values
dataframe = dropna(dataframe)
dataframe['trend_ichimoku_base'] = ta.trend.ichimoku_base_line(
dataframe['high'],