# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # --- Do not remove these libs --- from functools import reduce from typing import Any, Callable, Dict, List import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from skopt.space import Categorical, Dimension, Integer, Real # noqa from freqtrade.optimize.hyperopt_interface import IHyperOpt # -------------------------------- # Add your lib to import here import talib.abstract as ta # noqa import freqtrade.vendor.qtpylib.indicators as qtpylib class BinHV45HyperOpt(IHyperOpt): """ Hyperopt file for optimizing BinHV45Strategy. Uses ranges to find best parameter combination for bbdelta, closedelta and tail of the buy strategy. Sell strategy is ignored, because it's ignored in BinHV45Strategy as well. This strategy therefor works without explicit sell signal therefor hyperopting for 'roi' is recommend as well Also, this is just ONE way to optimize this strategy - others might also include disabling certain conditions completely. This file is just a starting point, feel free to improve and PR. """ @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 = [] conditions.append(dataframe['lower'].shift().gt(0)) conditions.append(dataframe['bbdelta'].gt( dataframe['close'] * params['bbdelta'] / 1000)) conditions.append(dataframe['closedelta'].gt( dataframe['close'] * params['closedelta'] / 1000)) conditions.append(dataframe['tail'].lt(dataframe['bbdelta'] * params['tail'] / 1000)) conditions.append(dataframe['close'].lt(dataframe['lower'].shift())) conditions.append(dataframe['close'].le(dataframe['close'].shift())) # Check that the candle had volume conditions.append(dataframe['volume'] > 0) 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 [ Integer(1, 15, name='bbdelta'), Integer(15, 20, name='closedelta'), Integer(20, 30, name='tail'), ] @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: """ no sell signal """ dataframe['sell'] = 0 return dataframe return populate_sell_trend @staticmethod def sell_indicator_space() -> List[Dimension]: """ Define your Hyperopt space for searching sell strategy parameters. """ return []