# by: Mablue (Masoud Azizi) # --- 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 mabStraHo(IHyperOpt): @staticmethod def indicator_space() -> List[Dimension]: """ Define your Hyperopt space for searching buy strategy parameters. """ return [ Real(0, 1, name='buy-div-min'), Real(0, 1, name='buy-div-max'), ] @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 = [] # GUARDS AND TRENDS # div result limited to 0~1 so allways in buy position slowMa is lower than fastMa # optimum number will calculate by this two lines conditions.append(dataframe['buy-fastMA'].div(dataframe['buy-slowMA']) > params['buy-div-min']) conditions.append(dataframe['buy-fastMA'].div(dataframe['buy-slowMA']) < params['buy-div-max']) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'buy'] = 1 return dataframe return populate_buy_trend @staticmethod def sell_indicator_space() -> List[Dimension]: """ Define your Hyperopt space for searching sell strategy parameters. """ return [ Real(0, 1, name='sell-div-min'), Real(0, 1, name='sell-div-max'), ] @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: """ Sell strategy Hyperopt will build and use. """ conditions = [] # GUARDS AND TRENDS conditions.append(dataframe['sell-slowMA'].div(dataframe['sell-fastMA']) > params['sell-div-min']) conditions.append(dataframe['sell-slowMA'].div(dataframe['sell-fastMA']) < params['sell-div-max']) if conditions: dataframe.loc[ reduce(lambda x, y: x & y, conditions), 'sell'] = 1 return dataframe return populate_sell_trend