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This commit is contained in:
jackyu66git
2025-06-18 00:56:21 +08:00
parent 28a14cf6d3
commit da5eb8dc18
7 changed files with 472 additions and 363 deletions
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strategies/ChanLun_BTC_30.py
+52 -29
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@@ -49,7 +49,7 @@ class ChanLun_BTC_30(IStrategy):
"240": 0
}
# 15m and 30m
minimal_roi = {
minimal_roi_1 = {
"0": 0.1,
"240": 0.05,
"480": 0.03,
@@ -61,9 +61,9 @@ class ChanLun_BTC_30(IStrategy):
"2400": 0.025,
"3600": 0
}
can_short = True
lev = 1.0
stoploss = -0.3
can_short = False
lev = 2.0
stoploss = -0.5
trailing_stop = False
trailing_stop_positive = 0.025
trailing_stop_positive_offset = 0.045
@@ -105,13 +105,22 @@ class ChanLun_BTC_30(IStrategy):
dataframe_4h = self.add_indicators(dataframe_4h)
dataframe_1d = self.add_indicators(dataframe_1d)
#self.chan.plot_dual(dataframe_5, dataframe_30)
dataframe_5['chanpy_state'] = self.chanpy.get_bsp_state(dataframe_5)
chanpy_state = self.chanpy.get_bsp_state(dataframe_5)
dataframe_5['chanpy_state'] = chanpy_state
state_list, fx_list = self.chan.get_klc_strength_list(dataframe_30)
dataframe_30['state'] = state_list
dataframe_30['fx'] = fx_list
#bi_list_1 = self.chan.get_bi_list(dataframe)
#bi_list_5 = self.chan.get_bi_list(dataframe_5)
#bi_list_15 = self.chan.get_bi_list(dataframe_15)
#bi_list_30 = self.chan.get_bi_list(dataframe_30)
#bi_list_60 = self.chan.get_bi_list(dataframe_60)
if self.last_time + timedelta(minutes=1) < datetime.now():
#self.print_bi(bi_list_1)
#self.print_bi(bi_list_5)
#self.print_bi(bi_list_15)
#self.print_bi(bi_list_30)
#self.print_bi(bi_list_60)
print("-------------------------------------------------------------------------------")
self.last_time = datetime.now()
dataframe = resampled_merge(dataframe, dataframe_5)
@@ -120,7 +129,11 @@ class ChanLun_BTC_30(IStrategy):
#dataframe = resampled_merge(dataframe, dataframe_60)
#dataframe = resampled_merge(dataframe, dataframe_4h)
return dataframe
def print_bi(self, bi_list):
if bi_list and len(bi_list) > 2:
bi1 = bi_list[-1]
bi2 = bi_list[-2]
print(bi1.start_time, bi1.end_time, bi1.dir, bi2.start_time, bi2.end_time, bi2.dir)
def add_indicators(self, df):
fast = 8
slow = 16
@@ -167,16 +180,26 @@ class ChanLun_BTC_30(IStrategy):
return new_exitprice
def confirm_trade_entry(self, pair: str, order_type: str, amount: float, rate: float,
time_in_force: str, current_time: datetime, entry_tag: str | None,
side: str, **kwargs) -> bool:
time_in_force: str, current_time: datetime, entry_tag: str | None,
side: str, **kwargs) -> bool:
if self.last_trade:
if self.last_trade.open_date + timedelta(minutes=30) > current_time:
return False
if self.last_trade.is_short:
if side == 'short':
if self.last_trade.open_date + timedelta(minutes=30) > current_time:
return False
else:
return True
else:
if side == 'long':
if self.last_trade.open_date + timedelta(minutes=30) > current_time:
return True
else:
return False
#if self.last_trade:
#print(self.last_trade.open_date, current_time, self.last_trade.open_date + timedelta(minutes=self.time5))
return True
def custom_exit(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
def custom_exit1(self, pair: str, trade: Trade, current_time: datetime, current_rate: float,
current_profit: float, **kwargs):
#dataframe, _ = self.dp.get_analyzed_dataframe(pair, self.timeframe)
#last_candle = dataframe.iloc[-1].squeeze()
@@ -220,8 +243,8 @@ class ChanLun_BTC_30(IStrategy):
#last_candle = dataframe.iloc[-1].squeeze()
klc_list = self.chan.get_klc_list(resample_to_interval(dataframe, self.get_ticker_indicator() * 30))
bi_list = self.chan.cal_bi_list(klc_list)
last_high = klc_list[-3].high
last_low = klc_list[-3].low
last_high = klc_list[-2].high
last_low = klc_list[-2].low
if trade.is_short:
if (trade.nr_of_successful_entries == 1) and (order.ft_order_side == trade.entry_side):
trade.set_custom_data(key="entry_candle_high", value=last_high)
@@ -234,15 +257,15 @@ class ChanLun_BTC_30(IStrategy):
def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time30)
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30*2
strength = 2.2
#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30
strength = 0.9
dataframe.loc[
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(shift_time) > strength) &
(dataframe[fx_str].shift(shift_time) == -1) &
(dataframe[chanpy_state_str].shift(shift_time+30) == 1)
(dataframe[fx_str].shift(shift_time) == -1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == 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")
@@ -253,8 +276,8 @@ class ChanLun_BTC_30(IStrategy):
(
#(dataframe['state'] == "-30")
(dataframe[state_str].shift(shift_time) > strength) &
(dataframe[fx_str].shift(shift_time) == 1) &
(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
(dataframe[fx_str].shift(shift_time) == 1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == -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")
@@ -265,15 +288,15 @@ class ChanLun_BTC_30(IStrategy):
def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame:
state_str = 'resample_{}_state'.format(self.get_ticker_indicator()*self.time30)
fx_str = 'resample_{}_fx'.format(self.get_ticker_indicator()*self.time30)
chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30*2
strength = 2.2
#chanpy_state_str = 'resample_{}_chanpy_state'.format(self.get_ticker_indicator()*self.time5)
shift_time = self.time30
strength = 0.9
dataframe.loc[
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(shift_time) > strength) &
(dataframe[fx_str].shift(shift_time) == 1) &
(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
(dataframe[fx_str].shift(shift_time) == 1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == -1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),
@@ -282,8 +305,8 @@ class ChanLun_BTC_30(IStrategy):
(
#(dataframe['state']== "30")
(dataframe[state_str].shift(shift_time) > strength) &
(dataframe[fx_str].shift(shift_time) == -1) &
(dataframe[chanpy_state_str].shift(shift_time+30) == 1)
(dataframe[fx_str].shift(shift_time) == -1)
#(dataframe[chanpy_state_str].shift(shift_time+30) == 1)
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time30)] == "10") &
#(dataframe['resample_{}_state'.format(self.get_ticker_indicator()*self.time60)] == "10")
),