import os from freqtrade.strategy.interface import IStrategy from pandas import DataFrame, Series from datetime import datetime, timedelta import talib.abstract as ta import numpy as np from freqtrade.utils.tradingview import generate_tv_url from freqtrade.utils.binance_rest_api import get_ongoing_candle from typing import List import logging logger = logging.getLogger(__name__) def calculate_distance_percentage(current_price: float, green_line_price: float) -> float: distance = abs(current_price - green_line_price) return distance * 100 / current_price def calculate_percentage_change(start_value: float, final_value: float) -> float: return (final_value - start_value) / start_value * 100 def get_symbol_from_pair(pair: str) -> str: return pair.split('/')[0] class DNSTrader(IStrategy): minimal_roi = { "0": 0.99 } stoploss = -0.99 timeframe = '1m' max_bars_back = 500 max_simultaneous_engulf_patterns = 10 BTC_ETH = ["BTC", "ETH"] last_buy_red_line = None position_is_open = False show_buy_message = False show_sell_message = False def __init__(self, config: dict) -> None: self.btc_eth_alert_percentage = float(config['btc_eth_alert_percentage']) self.altcoins_alert_percentage = float(config['altcoins_alert_percentage']) self.btc_eth_restart_alert_percentage = float(config['btc_eth_restart_alert_percentage']) self.altcoins_restart_alert_percentage = float(config['altcoins_restart_alert_percentage']) super().__init__(config) def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: pair = metadata["pair"] if self.show_buy_message: msg = f"{pair} opened new position at {self.timeframe}" os.system(f"notify-send \"{msg}\" -t 10000 -i /usr/share/icons/gnome/48x48/actions/stock_about.png") self.show_buy_message = False if self.show_sell_message: msg = f"{pair} stop loss at {self.timeframe}" os.system(f"notify-send \"{msg}\" -t 10000 -i /usr/share/icons/gnome/48x48/actions/stock_about.png") self.show_sell_message = False short_df = dataframe.tail(self.max_bars_back) short_df = short_df.append(get_ongoing_candle(pair=pair, timeframe=self.timeframe), ignore_index=True) previous_range = short_df["open"].shift(1) - short_df["close"].shift(1) green, red = self.get_closest_bull_zone(previous_range=previous_range, dataframe=short_df) buy_criteria = False sell_criteria = False ongoing_close = short_df["close"].iloc[-1] print(f"g {green} r {red} pos_r {self.last_buy_red_line}") if not self.position_is_open: if green and red and ongoing_close < green and calculate_distance_percentage(ongoing_close, red) <= 0.4: self.position_is_open = True self.last_buy_red_line = red self.show_buy_message = True buy_criteria = True else: if ongoing_close < self.last_buy_red_line: self.position_is_open = False self.last_buy_red_line = None self.show_sell_message = True sell_criteria = True dataframe["buy_criteria"] = buy_criteria dataframe["sell_criteria"] = sell_criteria return dataframe def get_closest_bull_zone(self, previous_range: Series, dataframe, limit: float): open = dataframe["open"] low = dataframe["low"] close = dataframe["close"] is_bull_engulf = ( (previous_range > 0) & (close > open.shift(1)) ) bull_engulf_low = np.where(low < low.shift(1), low, low.shift(1)) low_list = low.tolist() min_low_to_end = [] for i in range(0, len(low_list)): min_low_to_end.append(min(low_list[i:])) dataframe["min_low_to_end"] = min_low_to_end rsi = ta.RSI(dataframe, timeperiod=14).tolist() next_4_candles_rsi_change = [0.0] * len(rsi) for i in range(0, len(rsi) - 4): next_4_candles_rsi_change[i] = calculate_percentage_change( start_value=rsi[i], final_value=rsi[i + 4] ) dataframe["next_4_candles_rsi_change"] = next_4_candles_rsi_change dataframe["green_line"] = np.where( is_bull_engulf & (dataframe["min_low_to_end"] >= bull_engulf_low) & (dataframe["next_4_candles_rsi_change"].shift(1).abs() > limit), open.shift(1), np.nan ) dataframe["red_line"] = np.where( dataframe["green_line"].isnull(), np.nan, bull_engulf_low ) try: return dataframe["green_line"].dropna().iloc[-1], dataframe["red_line"].dropna().iloc[-1] except Exception as e: return None, None def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe["buy_criteria"]) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( dataframe["sell_criteria"] ), 'sell'] = 1 return dataframe