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Add to strategy

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This commit is contained in:
jackyu66git
2025-06-13 02:00:38 +08:00
parent b4ded5d7d2
commit 20a633910d
4 changed files with 56 additions and 27 deletions
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strategies/ChanLun_BTC_30.py
+25 -16
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@@ -8,6 +8,7 @@ sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from ChanLun import ChanLun
from ChanLun_Classifier import ChanLunClassifier
from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
from ChanPY import ChanPY
# --------------------------------
from technical.util import resample_to_interval, resampled_merge
import talib.abstract as ta
@@ -61,7 +62,7 @@ class ChanLun_BTC_30(IStrategy):
"3600": 0
}
can_short = True
lev = 50.0
lev = 1.0
stoploss = -0.3
trailing_stop = False
trailing_stop_positive = 0.025
@@ -76,9 +77,9 @@ class ChanLun_BTC_30(IStrategy):
time30 = 30
time60 = 60
time4h = 240
time5 = 30
last_time = datetime.now()
chan = ChanLun()
chanpy = ChanPY()
classifier = ChanLunClassifier(None)
def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
@@ -104,7 +105,7 @@ class ChanLun_BTC_30(IStrategy):
dataframe_1d = self.add_indicators(dataframe_1d)
#self.chan.plot_dual(dataframe_5, dataframe_30)
dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14)
dataframe_5['chanpy_state'] = self.chanpy.get_bsp_state(dataframe_5)
state_list, fx_list = self.chan.get_klc_strength_list(dataframe_30)
dataframe_30['state'] = state_list
dataframe_30['fx'] = fx_list
@@ -116,7 +117,7 @@ class ChanLun_BTC_30(IStrategy):
print(klc_list[-1].klc_fx_type, klc_list[-2].klc_fx_type, klc_list[-3].klc_fx_type, klc_list[-4].klc_fx_type, klc_list[-5].klc_fx_type)
print("-------------------------------------------------------------------------------")
self.last_time = datetime.now()
#dataframe = resampled_merge(dataframe, dataframe_5)
dataframe = resampled_merge(dataframe, dataframe_5)
dataframe = resampled_merge(dataframe, dataframe_30)
#dataframe = resampled_merge(dataframe, dataframe_30)
#dataframe = resampled_merge(dataframe, dataframe_60)
@@ -169,13 +170,16 @@ class ChanLun_BTC_30(IStrategy):
return new_exitprice
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time5)
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time5)
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time30)
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == -1)
(dataframe[state_str].shift(shift_time) > 1.0) &
(dataframe[fx_str].shift(shift_time) == -1) &
(dataframe[chanpy_state_str].shift(shift_time) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -185,8 +189,9 @@ class ChanLun_BTC_30(IStrategy):
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == 1)
(dataframe[state_str].shift(shift_time) > 1.0) &
(dataframe[fx_str].shift(shift_time) == 1) &
(dataframe[chanpy_state_str].shift(shift_time) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
@@ -195,13 +200,16 @@ class ChanLun_BTC_30(IStrategy):
['enter_short', 'enter_tag']] = (1, 'short_signal_chan')
return dataframe
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time5)
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time5)
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time30)
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == 1)
(dataframe[state_str].shift(shift_time) > 1.0) &
(dataframe[fx_str].shift(shift_time) == 1) &
(dataframe[chanpy_state_str].shift(shift_time) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),
@@ -209,8 +217,9 @@ class ChanLun_BTC_30(IStrategy):
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(self.time5) > 1.0) &
(dataframe[fx_str].shift(self.time5) == -1)
(dataframe[state_str].shift(shift_time) > 1.0) &
(dataframe[fx_str].shift(shift_time) == -1) &
(dataframe[chanpy_state_str].shift(shift_time) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),