refactor chanlun, tf_df

2025-10-31 20:34:27 +08:00
parent fe4193b153
commit 8bb3798a7c
7 changed files with 618 additions and 1650 deletions
@@ -0,0 +1,115 @@
+# --- Do not remove these libs ---
+from statistics import median
+from freqtrade.strategy import IStrategy
+from technical.util import resample_to_interval, resampled_merge
+from pandas import DataFrame
+import talib.abstract as ta
+from technical import qtpylib
+
+### Now you can use logger.info('asfd') to log
+# freqtrade plot-dataframe --strategy EMA_Pattern --datadir user_data/data/binance -c ./user_data/Chan/EMA_Pattern.json --timerange=20250309-
+# freqtrade backtesting -c ./user_data/Chan/config/EMA_Pattern.json --strategy EMA_Pattern --strategy-path ./user_data/Chan/strategies --timerange=20251030-
+# freqtrade download-data -c ./user_data/Chan/config/EMA_Pattern.json -t 1m 3m 5m 15m 30m 1h  --pairs BTC/USDT:USDT --timerange=20250405-
+# freqtrade download-data -c ./user_data/Chan/config/EMA_Pattern.json -t 1m 1h 1d 1M --pairs BTC/USDT --timerange=20170101-
+# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi --strategy EMA_Pattern --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/EMA_Pattern.json -e 200 --timerange=20250201-20250901
+# freqtrade edge -c ./user_data/Chan/config/EMA_Pattern.json --strategy EMA_Pattern --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
+# freqtrade plot-dataframe -c ./user_data/Chan/config/EMA_Pattern.json --strategy EMA_Pattern --strategy-path ./user_data/Chan/strategies --timerange 20250721-20250901
+
+class EMA_Pattern(IStrategy):
+	time1h = 1440
+	can_short: bool = True
+	timeframe: str = "1m"
+	process_only_new_candles: bool = False
+
+	# ROI 与止损可根据需要在配置中覆盖
+	minimal_roi = {
+		"60": 0.005,
+		"30": 0.01,
+		"0": 0.02,
+	}
+	stoploss: float = -0.30
+	# 需要的历史K线数量（包含EMA等指标预热）
+	startup_candle_count: int = 200
+
+	def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		if dataframe is None or dataframe.empty:
+			return dataframe
+		dataframe = self.add_indicators(dataframe)
+		return dataframe
+	def add_indicators(self, dataframe: DataFrame) -> DataFrame:
+		macd = ta.MACD(dataframe, timeperiod=12, fastperiod=12, slowperiod=26, signalperiod=9)
+		dataframe['macd'] = macd['macd']
+		dataframe['macdsignal'] = macd['macdsignal']
+		dataframe['macdhist'] = macd['macdhist']
+		dataframe['ema6'] = ta.EMA(dataframe, timeperiod=6)
+		dataframe['ema12'] = ta.EMA(dataframe, timeperiod=12)
+		dataframe['ema24'] = ta.EMA(dataframe, timeperiod=24)
+		dataframe['ema52'] = ta.EMA(dataframe, timeperiod=52)
+		dataframe['adx'] = ta.ADX(dataframe, timeperiod=14)
+		dataframe['strong_trend'] = dataframe['adx'] > 25
+		dataframe['UP_Pattern'] = (dataframe['ema6'] > dataframe['ema12']) & (dataframe['ema12'] > dataframe['ema24']) & (dataframe['ema24'] > dataframe['ema52'])
+		dataframe['DOWN_Pattern'] = (dataframe['ema6'] < dataframe['ema12']) & (dataframe['ema12'] < dataframe['ema24']) & (dataframe['ema24'] < dataframe['ema52'])
+		dataframe['UP_Confirm'] = (dataframe['ema6'] > dataframe['ema6'].shift(1)) & (dataframe['ema12'] > dataframe['ema12'].shift(1)) & (dataframe['ema24'] > dataframe['ema24'].shift(1)) & (dataframe['ema52'] > dataframe['ema52'].shift(1))
+		dataframe['DOWN_Confirm'] = (dataframe['ema6'] < dataframe['ema6'].shift(1)) & (dataframe['ema12'] < dataframe['ema12'].shift(1)) & (dataframe['ema24'] < dataframe['ema24'].shift(1)) & (dataframe['ema52'] < dataframe['ema52'].shift(1))
+		dataframe['EMA52_Cross_EMA24_UP'] = (dataframe['ema52'] < dataframe['ema24']) & (dataframe['ema52'].shift(1) > dataframe['ema24'].shift(1))
+		dataframe['EMA52_Cross_EMA24_DOWN'] = (dataframe['ema52'] > dataframe['ema24']) & (dataframe['ema52'].shift(1) < dataframe['ema24'].shift(1))
+		dataframe['Price_Above_EMA52'] = (dataframe['close'] > dataframe['ema52'])
+		dataframe['Price_Below_EMA52'] = (dataframe['close'] < dataframe['ema52'])
+		dataframe['MACD_Above_Zero'] = (dataframe['macd'] > 0) & (dataframe['macdsignal'] > 0)
+		dataframe['MACD_Below_Zero'] = (dataframe['macd'] < 0) & (dataframe['macdsignal'] < 0)
+		dataframe['BUY_END'] = dataframe['close'] < dataframe['ema52']
+		dataframe['SELL_END'] = dataframe['close'] > dataframe['ema52']
+		return dataframe
+	def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		if dataframe is None or dataframe.empty:
+			return dataframe
+		dataframe.loc[
+			(
+				(dataframe['UP_Pattern']) &
+				(dataframe['UP_Confirm']) &
+				(dataframe['Price_Above_EMA52']) &
+				(dataframe['MACD_Above_Zero']) &
+				(dataframe['EMA52_Cross_EMA24_UP']) &
+				(dataframe['strong_trend'])
+			),
+			["enter_long", "enter_tag"],
+		] = (1, "ema_up_trend")
+
+		dataframe.loc[
+			(
+				(dataframe['DOWN_Pattern']) &
+				(dataframe['DOWN_Confirm']) &
+				(dataframe['Price_Below_EMA52']) &
+				(dataframe['MACD_Below_Zero']) &
+				(dataframe['EMA52_Cross_EMA24_DOWN']) &
+				(dataframe['strong_trend'])
+			),
+			["enter_short", "enter_tag"],
+		] = (1, "ema_down_trend")
+
+		return dataframe
+
+	def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
+		if dataframe is None or dataframe.empty:
+			return dataframe
+		dataframe.loc[
+			(
+				(dataframe['BUY_END']) |
+				(dataframe['DOWN_Pattern']) |
+				(dataframe['EMA52_Cross_EMA24_DOWN'])
+			),
+			["exit_long", "exit_tag"],
+		] = (1, "ema_long_exit")
+
+		dataframe.loc[
+			(
+				(dataframe['SELL_END']) |
+				(dataframe['UP_Pattern']) |
+				(dataframe['EMA52_Cross_EMA24_UP'])
+			),
+			["exit_short", "exit_tag"],
+		] = (1, "ema_short_exit")
+
+		return dataframe
+	def get_ticker_indicator(self):
+		return int(self.timeframe[:-1])