coding macd
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jackyu66git
@@ -6,7 +6,6 @@ import os
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# 添加父目录到系统路径
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sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
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from ChanLun import ChanLun
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from ChanLun_Classifier import ChanLunClassifier
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from ChanEnum import Chan_FX_TYPE, Chan_KLC_FX, Chan_BI_DIR, Chan_KLC_FX
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# --------------------------------
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from technical.util import resample_to_interval, resampled_merge
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@@ -21,7 +20,7 @@ logger = logging.getLogger(__name__)
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# freqtrade plot-dataframe --strategy ChanLun_BTC_30 --datadir user_data/data/binance -c ./user_data/ChanLun_SOL_30.json --timerange=20250309-
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# freqtrade trade -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies
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# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250712-
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# freqtrade backtesting -c ./user_data/Chan/config/ChanLun_BTC_30.json --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies --timerange=20250820-
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# freqtrade download-data -c ./user_data/Chan/config/ChanLun_BTC_30.json -t 1m --pairs BTC/USDT:USDT --timerange=20250405-
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# freqtrade hyperopt --hyperopt-loss SharpeHyperOptLossDaily --spaces roi stoploss --strategy ChanLun_BTC_30 --strategy-path ./user_data/Chan/strategies -c ./user_data/Chan/config/ChanLun_BTC_30.json -e 200 --timerange=20250201-20250401
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@@ -76,16 +75,16 @@ class ChanLun_BTC_30(IStrategy):
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# 关闭分批止盈/仓位调整
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position_adjustment_enable = False
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startup_candle_count = 2880
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time3 = 3
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time5 = 5
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time15 = 15
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time30 = 30
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time60 = 60
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time2h = 120
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time4h = 240
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time30 = 15
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time1d = 1440
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last_time = datetime.now()
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chan = ChanLun()
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classifier = ChanLunClassifier(None)
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last_order = None
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last_trade = None
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@@ -97,6 +96,7 @@ class ChanLun_BTC_30(IStrategy):
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dataframe_15 = resample_to_interval(dataframe, self.get_ticker_indicator() * 15)
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dataframe_30 = resample_to_interval(dataframe, self.get_ticker_indicator() * 30)
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dataframe_60 = resample_to_interval(dataframe, self.get_ticker_indicator() * 60)
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dataframe_2h = resample_to_interval(dataframe, self.get_ticker_indicator() * 120)
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dataframe_4h = resample_to_interval(dataframe, self.get_ticker_indicator() * 240)
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#dataframe_1d = self.dp.get_pair_dataframe(pair=metadata['pair'], timeframe='1d')
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@@ -112,11 +112,14 @@ class ChanLun_BTC_30(IStrategy):
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dataframe_15 = self.add_indicators(dataframe_15)
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dataframe_30 = self.add_indicators(dataframe_30)
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dataframe_60 = self.add_indicators(dataframe_60)
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dataframe_2h = self.add_indicators(dataframe_2h)
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dataframe_4h = self.add_indicators(dataframe_4h)
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dataframe_1d = self.add_indicators(dataframe_1d)
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#self.chan.plot_dual(dataframe_5, dataframe_30)
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#chanpy_state = self.chanpy.get_bsp_state(dataframe_5)
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#dataframe_5['chanpy_state'] = chanpy_state
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state_list = self.chan.get_klc_state_list(dataframe_3)
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dataframe_3['state'] = state_list
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state_list = self.chan.get_klc_state_list(dataframe_5)
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dataframe_5['state'] = state_list
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state_list = self.chan.get_klc_state_list(dataframe_15)
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@@ -125,6 +128,12 @@ class ChanLun_BTC_30(IStrategy):
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dataframe_30['state'] = state_list
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state_list = self.chan.get_klc_state_list(dataframe_60)
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dataframe_60['state'] = state_list
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state_list = self.chan.get_klc_state_list(dataframe_2h)
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dataframe_2h['state'] = state_list
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state_list = self.chan.get_klc_state_list(dataframe_4h)
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dataframe_4h['state'] = state_list
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state_list = self.chan.get_klc_state_list(dataframe_1d)
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dataframe_1d['state'] = state_list
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#bi_list_1 = self.chan.get_bi_list(dataframe)
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#bi_list_5 = self.chan.get_bi_list(dataframe_5)
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#bi_list_15 = self.chan.get_bi_list(dataframe_15)
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@@ -142,9 +151,11 @@ class ChanLun_BTC_30(IStrategy):
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dataframe = resampled_merge(dataframe, dataframe_3)
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dataframe = resampled_merge(dataframe, dataframe_5)
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dataframe = resampled_merge(dataframe, dataframe_15)
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#dataframe = resampled_merge(dataframe, dataframe_30)
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dataframe = resampled_merge(dataframe, dataframe_30)
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dataframe = resampled_merge(dataframe, dataframe_60)
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#dataframe = resampled_merge(dataframe, dataframe_4h)
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dataframe = resampled_merge(dataframe, dataframe_2h)
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dataframe = resampled_merge(dataframe, dataframe_4h)
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dataframe = resampled_merge(dataframe, dataframe_1d)
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return dataframe
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def print_seg(self, dataframe):
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klc_list = self.chan.get_klc_list(dataframe)
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@@ -313,60 +324,44 @@ class ChanLun_BTC_30(IStrategy):
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logger.info(f"保存开仓时ATR值: {entry_atr}")
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return None
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def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time15)
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shift_time = self.time15
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dataframe.loc[
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(
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(dataframe[state_str].shift(shift_time) == "-20")
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),
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['enter_long', 'enter_tag']] = (1, 'long_15')
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dataframe.loc[
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(
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(dataframe[state_str].shift(shift_time) == "20")
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),
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['enter_short', 'enter_tag']] = (1, 'short_15')
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state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time30)
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fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
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#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
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shift_time = self.time30
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dataframe.loc[
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(
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(dataframe[state_str].shift(shift_time) == "-20")
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#(dataframe['state'] == "-30")
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#(dataframe[state_str].shift(shift_time) == "-10")
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#(dataframe[fx_str].shift(shift_time) == -1)
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#(dataframe[chanpy_state_str].shift(shift_time+30) == 1)
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
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#(qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']))
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),
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['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
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['enter_long', 'enter_tag']] = (1, 'long_30')
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dataframe.loc[
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(
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(dataframe[state_str].shift(shift_time) == "20")
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#(dataframe[fx_str].shift(shift_time) == 1)
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#(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10") &
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "-10") &
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time5)].shift(self.time5) == "-10")
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#(qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal']))
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),
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['enter_short', 'enter_tag']] = (1, 'short_signal_chan')
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['enter_short', 'enter_tag']] = (1, 'short_30')
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return dataframe
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def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
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state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time30)
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fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
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#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
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shift_time = self.time30
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state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time15)
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shift_time = self.time15
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dataframe.loc[
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(
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#(dataframe['state']== "30")
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(dataframe[state_str].shift(shift_time) == "10")
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#(dataframe[fx_str].shift(shift_time) == 1)
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#(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
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),
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['exit_long', 'exit_tag']] = (1, 'long_close_signal_chan')
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['exit_long', 'exit_tag']] = (1, 'long_close_15')
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dataframe.loc[
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(
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#(dataframe['state']== "30")
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(dataframe[state_str].shift(shift_time) == "-10")
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#(dataframe[fx_str].shift(shift_time) == -1)
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#(dataframe[chanpy_state_str].shift(shift_time+30) == 1)
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
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#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
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),
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['exit_short', 'exit_tag']] = (1, 'short_close_signal_chan')
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['exit_short', 'exit_tag']] = (1, 'short_close_15')
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return dataframe
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def leverage(self, pair: str, current_time: datetime, current_rate: float,
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proposed_leverage: float, max_leverage: float, entry_tag: Optional[str], side: str,
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