# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # This just strategy executor. All business rules are in StrategyFactory.py # --- Do not remove these libs --- import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter, IStrategy, IntParameter) # -------------------------------- # Add your lib to import here import talib.abstract as ta import pandas_ta as pta import freqtrade.vendor.qtpylib.indicators as qtpylib class GeneticAlgo(IStrategy): # Strategy interface version - allow new iterations of the strategy interface. # Check the documentation or the Sample strategy to get the latest version. INTERFACE_VERSION = 2 # Optimal timeframe for the strategy. timeframe = '5m' # Minimal ROI designed for the strategy. # This attribute will be overridden if the config file contains "minimal_roi". minimal_roi = { "60": 0.01, "30": 0.02, "0": 0.04 } # Optimal stoploss designed for the strategy. # This attribute will be overridden if the config file contains "stoploss". stoploss = -0.10 # Trailing stoploss trailing_stop = False # trailing_only_offset_is_reached = False # trailing_stop_positive = 0.01 # trailing_stop_positive_offset = 0.0 # Disabled / not configured # Run "populate_indicators()" only for new candle. process_only_new_candles = False # These values can be overridden in the "ask_strategy" section in the config. use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False # Number of candles the strategy requires before producing valid signals startup_candle_count: int = 30 # Strategy parameters buy_rsi = IntParameter(10, 40, default=30, space="buy") sell_rsi = IntParameter(60, 90, default=70, space="sell") # Optional order type mapping. order_types = { 'buy': 'limit', 'sell': 'limit', 'stoploss': 'market', 'stoploss_on_exchange': False } # Optional order time in force. order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } def set_decisions(self, decision_buy_func, decision_sell_func) -> None: self.decision_buy_func = decision_buy_func self.decision_sell_func = decision_sell_func @property def plot_config(self): return { # Main plot indicators (Moving averages, ...) 'main_plot': { 'tema': {}, 'sar': {'color': 'white'}, }, 'subplots': { # Subplots - each dict defines one additional plot "MACD": { 'macd': {'color': 'blue'}, 'macdsignal': {'color': 'orange'}, }, "RSI": { 'rsi': {'color': 'red'}, } } } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( self.decision_buy_func(dataframe) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( self.decision_sell_func(dataframe) ), 'sell'] = 1 return dataframe