Check 1day data
This commit is contained in:
jackyu66git
@@ -21,7 +21,8 @@ logger = logging.getLogger(__name__)
|
||||
# freqtrade plot-dataframe --strategy ChanLun_BTC_15 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_15.json --timerange=20250309-
|
||||
|
||||
# freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies
|
||||
# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
|
||||
# freqtrade backtesting --export none -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
|
||||
# freqtrade lookahead-analysis --export none -c ./user_data/Chan/config/ChanLun_BTC_15.json --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies --timerange=20250525-
|
||||
# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_15.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
|
||||
# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_15 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_15.json -e 200 --timerange=20250201-20250401
|
||||
|
||||
@@ -41,12 +42,19 @@ class ChanLun_BTC_15(IStrategy):
|
||||
"1200": 0
|
||||
}
|
||||
# 5m and 15m
|
||||
minimal_roi_1 = {
|
||||
minimal_roi = {
|
||||
"0": 0.1,
|
||||
"60": 0.05,
|
||||
"120": 0.02,
|
||||
"240": 0
|
||||
}
|
||||
# 5m and 15m
|
||||
minimal_roi_1 = {
|
||||
"0": 0.05,
|
||||
"120": 0.02,
|
||||
"240": 0.01,
|
||||
"360": 0
|
||||
}
|
||||
# 15m and 30m
|
||||
minimal_roi_1 = {
|
||||
"0": 0.1,
|
||||
@@ -61,22 +69,24 @@ class ChanLun_BTC_15(IStrategy):
|
||||
"3600": 0
|
||||
}
|
||||
can_short = True
|
||||
lev = 50.0
|
||||
lev = 1.0
|
||||
stoploss = -0.3
|
||||
bsp_offset = 2
|
||||
trailing_stop = False
|
||||
trailing_stop_positive = 0.025
|
||||
trailing_stop_positive_offset = 0.045
|
||||
trailing_only_offset_is_reached = False
|
||||
|
||||
position_adjustment_enable = True
|
||||
startup_candle_count = 600
|
||||
startup_candle_count = 100
|
||||
|
||||
time5 = 5
|
||||
time15 = 15
|
||||
time30 = 30
|
||||
time60 = 60
|
||||
time4h = 240
|
||||
time5 = 15
|
||||
time1d = 1440
|
||||
time5 = 1440
|
||||
last_time = datetime.now()
|
||||
chan = ChanLun()
|
||||
classifier = ChanLunClassifier(None)
|
||||
@@ -108,6 +118,7 @@ class ChanLun_BTC_15(IStrategy):
|
||||
state_list, fx_list = self.chan.get_klc_strength_list(dataframe_15)
|
||||
dataframe_15['state'] = state_list
|
||||
dataframe_15['fx'] = fx_list
|
||||
dataframe_15['bsp'] = self.chan.get_klc_bsp_list(dataframe_15)
|
||||
klc_list = self.chan.get_klc_list(dataframe_15)
|
||||
bi_list = self.chan.cal_bi_list(klc_list)
|
||||
if self.last_time + timedelta(minutes=1) < datetime.now():
|
||||
@@ -147,6 +158,7 @@ class ChanLun_BTC_15(IStrategy):
|
||||
# 填充缺失值（前N根K线）
|
||||
df['volume_ratio'] = df['volume_ratio'].fillna(1.0)
|
||||
return df['volume_ratio']
|
||||
|
||||
def custom_entry_price(self, pair: str, trade: Trade | None, current_time: datetime, proposed_rate: float,
|
||||
entry_tag: str | None, side: str, **kwargs) -> float:
|
||||
new_entryprice = proposed_rate
|
||||
@@ -171,11 +183,14 @@ class ChanLun_BTC_15(IStrategy):
|
||||
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)
|
||||
bsp_str = 'resample_{}_bsp'.format(self.get_ticker_indicator()*self.time5)
|
||||
shift = self.time5*self.bsp_offset
|
||||
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) > 1.0) &
|
||||
#(dataframe[fx_str].shift(shift) == -1)
|
||||
(dataframe[bsp_str].shift(shift) == -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 +200,9 @@ class ChanLun_BTC_15(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) > 1.0) &
|
||||
#(dataframe[fx_str].shift(shift) == 1)
|
||||
(dataframe[bsp_str].shift(shift) == 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")
|
||||
@@ -197,11 +213,14 @@ class ChanLun_BTC_15(IStrategy):
|
||||
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)
|
||||
bsp_str = 'resample_{}_bsp'.format(self.get_ticker_indicator()*self.time5)
|
||||
shift = self.time5*self.bsp_offset
|
||||
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) > 1.0) &
|
||||
#(dataframe[fx_str].shift(shift) == 1)
|
||||
(dataframe[bsp_str].shift(shift) == 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 +228,9 @@ class ChanLun_BTC_15(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) > 1.0) &
|
||||
#(dataframe[fx_str].shift(shift) == -1)
|
||||
(dataframe[bsp_str].shift(shift) == -1)
|
||||
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
|
||||
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
|
||||
),
|
||||
|
||||
Reference in New Issue
Block a user