# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement import talib.abstract as ta from pandas import DataFrame import freqtrade.vendor.qtpylib.indicators as qtpylib from freqtrade.strategy.interface import IStrategy class strato(IStrategy): INTERFACE_VERSION = 3 minimal_roi = {'0': 0.012} stoploss = -0.1 timeframe = '1m' order_types = {'entry': 'market', 'exit': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False} startup_candle_count: int = 20 order_time_in_force = {'entry': 'gtc', 'exit': 'gtc'} def informative_pairs(self): return [] def get_ticker_indicator(self): return int(self.timeframe[:-1]) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: p = 14 d = 3 k = 3 dataframe['rsi'] = ta.RSI(dataframe, timeperiod=14) srsi = (dataframe['rsi'] - dataframe['rsi'].rolling(p).min()) / (dataframe['rsi'].rolling(p).max() - dataframe['rsi'].rolling(p).min()) dataframe['k'] = srsi.rolling(k).mean() * 100 dataframe['d'] = dataframe['k'].rolling(d).mean() return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['k'] < 18) & (dataframe['k'] >= dataframe['d']), 'entry'] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[(dataframe['k'] > 80) & (dataframe['d'] >= dataframe['k']), 'exit'] = 1 return dataframe