import talib.abstract as ta from pandas import DataFrame, to_datetime import freqtrade.vendor.qtpylib.indicators as qtpylib from technical.indicator_helpers import fishers_inverse from freqtrade.strategy.interface import IStrategy from freqtrade.optimize import ml_utils class ml_strategy(IStrategy): """ Default Strategy provided by freqtrade bot. You can override it with your own strategy """ minimal_roi = { "40": 0.0, #in 40min "30": 0.01, #in 30min "20": 0.02, #in 20min "0": 0.04 } stoploss = -0.10 ticker_interval = 5 slippage = 0.01 def ML_parse_ticker_dataframe(self, dataframe: DataFrame) -> DataFrame: """ Analyses the trend for the given ticker history :param ticker: See exchange.get_ticker_history :return: DataFrame """ frame = dataframe.set_index('date') frame.index.names = [None] frame.index = to_datetime(frame.index, utc=True, infer_datetime_format=True) return frame def populate_indicators(self, dataframe: DataFrame) -> DataFrame: """ Adds several different TA indicators to the given DataFrame Performance Note: For the best performance be frugal on the number of indicators you are using. Let uncomment only the indicator you are using in your strategies or your hyperopt configuration, otherwise you will waste your memory and CPU usage. """ preprocessed = self.ML_parse_ticker_dataframe(dataframe) test_ratio = 0.2 data = ml_utils.run_pipeline(preprocessed, test_ratio) data['date'] = data.index heikinashi = qtpylib.heikinashi(data) data['ha_open'] = heikinashi['open'] data['ha_close'] = heikinashi['close'] data['ha_high'] = heikinashi['high'] data['ha_low'] = heikinashi['low'] return data def populate_buy_trend(self, dataframe: DataFrame) -> DataFrame: """ Based on TA indicators, populates the buy signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ (dataframe['Prediction'] == 1), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame) -> DataFrame: """ Based on TA indicators, populates the sell signal for the given dataframe :param dataframe: DataFrame :return: DataFrame with buy column """ dataframe.loc[ (dataframe['Prediction'] == 0), 'sell'] = 1 return dataframe