add bb bb
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jackyu66git
@@ -35,6 +35,7 @@ class ChanLun_BTC_30(IStrategy):
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# Minimal ROI designed for the strategy.
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# This attribute will be overridden if the config file contains "minimal_roi"
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# 30m and 1h
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minimal_roi = {
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"0": 0.60,
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"360": 0.2,
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@@ -49,29 +50,29 @@ class ChanLun_BTC_30(IStrategy):
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"240": 0
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}
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# 15m and 30m
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minimal_roi_1 = {
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minimal_roi = {
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"0": 0.1,
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"240": 0.05,
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"480": 0.03,
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"600": 0
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}
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minimal_roi_1 = {
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"0": 0.10,
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"1200": 0.05,
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"2400": 0.025,
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"3600": 0
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"0": 1.50,
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"120": 0.05,
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"240": 0.025,
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"360": 0
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}
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can_short = True
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lev = 1.0
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stoploss = -0.5
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use_custom_stoploss = True
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stoploss = -0.01
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#use_custom_stoploss = True
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trailing_stop = False
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trailing_stop_positive = 0.025
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trailing_stop_positive_offset = 0.045
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trailing_only_offset_is_reached = False
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position_adjustment_enable = True
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#position_adjustment_enable = True
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startup_candle_count = 780
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time5 = 5
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@@ -79,7 +80,7 @@ class ChanLun_BTC_30(IStrategy):
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time30 = 30
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time60 = 60
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time4h = 240
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time30 = 15
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time30 = 60
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last_time = datetime.now()
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chan = ChanLun()
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chanpy = ChanPY()
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@@ -112,10 +113,9 @@ class ChanLun_BTC_30(IStrategy):
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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_15)
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dataframe_15['state'] = state_list
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dataframe_15['fx'] = state_list
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state_list = self.chan.get_klc_state_list(dataframe_30)
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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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dataframe_60['fx'] = 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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@@ -131,9 +131,9 @@ class ChanLun_BTC_30(IStrategy):
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print("-------------------------------------------------------------------------------")
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self.last_time = datetime.now()
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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_15)
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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_60)
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#dataframe = resampled_merge(dataframe, dataframe_4h)
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return dataframe
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def print_seg(self, dataframe):
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@@ -155,16 +155,21 @@ class ChanLun_BTC_30(IStrategy):
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macd = ta.MACD(df, fastperiod=fast, slowperiod=slow, signalperiod=period)
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bb365 = ta.BBANDS(df, timeperiod=365, nbdevup=3.0, nbdevdn=3.0, matype=0)
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bb120 = ta.BBANDS(df, timeperiod=120, nbdevup=3.0, nbdevdn=3.0, matype=0)
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bb30 = ta.BBANDS(df, timeperiod=90, nbdevup=3.0, nbdevdn=3.0, matype=0)
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# 手动计算布林带 %B 指标 (BBP)
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# %B = (Price - Lower Band) / (Upper Band - Lower Band)
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bbp365 = (df['close'] - bb365['lowerband']) / (bb365['upperband'] - bb365['lowerband'])
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bbp120 = (df['close'] - bb120['lowerband']) / (bb120['upperband'] - bb120['lowerband'])
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df['bb365'] = bb365['upperband']
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bbp30 = (df['close'] - bb30['lowerband']) / (bb30['upperband'] - bb30['lowerband'])
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df['bbup365'] = bb365['upperband']
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df['bblow365'] = bb365['lowerband']
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df['bbp365'] = bbp365
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df['bb120'] = bb120['upperband']
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df['bbup120'] = bb120['upperband']
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df['bblow120'] = bb120['lowerband']
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df['bbp120'] = bbp120
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df['bbup30'] = bb30['upperband']
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df['bblow30'] = bb30['lowerband']
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df['bbp30'] = bbp30
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df['macd'] = macd['macd']
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df['macdsignal'] = macd['macdsignal']
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df['macdhist'] = macd['macdhist']
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@@ -267,7 +272,7 @@ class ChanLun_BTC_30(IStrategy):
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if last_low and current_rate < last_low:
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#print(trade.open_date, last_low, current_rate, "Relay Bottom FX exit")
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return "Relay Bottom FX exit"
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def order_filled(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
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def order_filled1(self, pair: str, trade: Trade, order: Order, current_time: datetime, **kwargs) -> None:
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"""
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Called right after an order fills.
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Will be called for all order types (entry, exit, stoploss, position adjustment).
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@@ -313,17 +318,9 @@ class ChanLun_BTC_30(IStrategy):
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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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strength = 0.9
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ema5 = 'resample_{}_ema5'.format(self.get_ticker_indicator()*self.time30)
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ema10 = 'resample_{}_ema10'.format(self.get_ticker_indicator()*self.time30)
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ema26 = 'resample_{}_ema26'.format(self.get_ticker_indicator()*self.time30)
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ema52 = 'resample_{}_ema52'.format(self.get_ticker_indicator()*self.time30)
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dataframe.loc[
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(
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(dataframe[ema5] > dataframe[ema10]) &
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(dataframe[ema10] > dataframe[ema26]) &
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(dataframe[ema26] > dataframe[ema52]) &
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(dataframe[ema52] > 0)
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(dataframe[state_str].shift(shift_time) == "-10")
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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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@@ -336,8 +333,7 @@ class ChanLun_BTC_30(IStrategy):
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['enter_long', 'enter_tag']] = (1, 'long_signal_chan')
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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) == "101")
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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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@@ -352,11 +348,10 @@ class ChanLun_BTC_30(IStrategy):
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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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strength = 0.9
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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) == "101")
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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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@@ -366,7 +361,7 @@ class ChanLun_BTC_30(IStrategy):
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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) == "-101")
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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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