diff --git a/user_data/strategies/Supertrend.py b/user_data/strategies/Supertrend.py index 60e68cd..78de972 100644 --- a/user_data/strategies/Supertrend.py +++ b/user_data/strategies/Supertrend.py @@ -18,6 +18,7 @@ from freqtrade.strategy import IStrategy, IntParameter from pandas import DataFrame import talib.abstract as ta import numpy as np +import pandas as pd class Supertrend(IStrategy): # Buy params, Sell params, ROI, Stoploss and Trailing Stop are values generated by 'freqtrade hyperopt --strategy Supertrend --hyperopt-loss ShortTradeDurHyperOptLoss --timerange=20210101- --timeframe=1h --spaces all' @@ -171,8 +172,6 @@ class Supertrend(IStrategy): # 3. final upper / lower bands final_ub = np.zeros(length) final_lb = np.zeros(length) - final_ub[:period] = basic_ub[:period] - final_lb[:period] = basic_lb[:period] for i in range(period, length): final_ub[i] = basic_ub[i] if basic_ub[i] < final_ub[i-1] or close[i-1] > final_ub[i-1] else final_ub[i-1] @@ -189,4 +188,9 @@ class Supertrend(IStrategy): # 5. STX direction stx = np.where(st > 0, np.where(close < st, 'down', 'up'), None) - return pd.DataFrame({'ST': st, 'STX': stx}, index=df.index) + # 6. fillna + result = pd.DataFrame({'ST': st, 'STX': stx}, index=df.index) + result.fillna(0, inplace=True) + + return result +