Change something for the strategy

ChanLun.py

@@ -91,6 +91,7 @@ class ChanLun():
 		klc_list = self.get_klc_list(dataframe)
 		bi_list= self.cal_bi_list(klc_list)
 	def get_klc_state_list(self, dataframe):
+		klu_list = self.get_klu_list(dataframe)
 		klc_list = self.get_klc_list(dataframe)
 		bi_list= self.cal_bi_list(klc_list)
 		state_list = []
@@ -116,10 +117,23 @@ class ChanLun():
 						state_list.append("00")
 				else:
 					state_list.append("00")
+				klu = klu_list[index]
+				if klu.volume_ratio > 4.0:
+					if klu.close < klu.open:
+						state_list[-1] = "99"
+						print(klu.time, klu.volume_ratio, "99")
+					else:
+						state_list[-1] = "-99"	
+						print(klu.time, klu.volume_ratio, "-99")
 		else:
 			for index in range(0, len(dataframe)):
 				state_list.append("00")
 		return state_list
+	def get_all_state(self, df_list):
+		state_list = []
+		for df in df_list:
+			state_list.append(self.get_klc_state_list(df))
+		return state_list
 	def print_data(self, dataframe):
 		klc_list = self.get_klc_list(dataframe)
 		bi_list = self.cal_bi_list(klc_list)

strategies/ChanLun_SOL_5.py

@@ -61,7 +61,8 @@ class ChanLun_SOL_5(IStrategy):
 		"3600": 0
 	}
 	can_short = False
-	stoploss = -0.30
+	lev = 5.0
+	stoploss = -0.3 * lev
 	trailing_stop = False
 	trailing_stop_positive = 0.025
 	trailing_stop_positive_offset = 0.045
@@ -177,7 +178,7 @@ class ChanLun_SOL_5(IStrategy):
 		#self.print_macd_div_list(dataframe)
 		#self.print_resample_df(dataframe, 1, 50)
 		#self.chan.get_bi_list(dataframe_30)
-		if self.last_time + timedelta(minutes=1) < datetime.now():
+		if self.last_time + timedelta(minutes=1) < datetime.now() and False:
 			#print(informative.iloc[-1])
 			#self.print_klc(dataframe, "1m: ")
 			#self.print_klc(dataframe_5, "5m: ")
@@ -474,7 +475,8 @@ class ChanLun_SOL_5(IStrategy):
 		dataframe.loc[
 			(
 				#(dataframe['state'] == "-30")
-				(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
+				(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") |
+				(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)] == "99")
 				#(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")
@@ -496,7 +498,8 @@ class ChanLun_SOL_5(IStrategy):
 		dataframe.loc[
 			(
 				#(dataframe['state']== "30")
-				(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "10")
+				(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "10") |
+				(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)] == "-99")
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
 				#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
 			),
@@ -513,7 +516,7 @@ class ChanLun_SOL_5(IStrategy):
 	def leverage(self, pair: str, current_time: datetime, current_rate: float,
 				 proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
 				 **kwargs) -> float:
-		return 1.0
+		return self.lev
 	
 	def get_ticker_indicator(self):
 		return int(self.timeframe[:-1])