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Add short to the stratetgy

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Porter
2025-05-25 12:25:06 +08:00
parent fb2104edf3
commit b4aef0b728
1 changed files with 20 additions and 0 deletions
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strategies/ChanLun_SOL_5.py
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@@ -416,6 +416,17 @@ class ChanLun_SOL_5(IStrategy):
#(qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']))
),
['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(self.time5*2) > 1.0) &
(dataframe[fx_str].shift(self.time5*2) == 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")
#(qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']))
),
['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)
@@ -429,6 +440,15 @@ class ChanLun_SOL_5(IStrategy):
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),
['exit_long', 'exit_tag']] = (1, 'long_close_signal_chan')
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(self.time5*2) > 1.0) &
(dataframe[fx_str].shift(self.time5*2) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),
['exit_short', 'exit_tag']] = (1, 'short_close_signal_chan')
return dataframe
def leverage(self, pair: str, current_time: datetime, current_rate: float,
proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,