# pragma pylint: disable=missing-docstring, invalid-name, pointless-string-statement # flake8: noqa: F401 # isort: skip_file import numpy as np # noqa import pandas as pd # noqa from pandas import DataFrame from freqtrade.strategy import (BooleanParameter, CategoricalParameter, DecimalParameter,IStrategy, IntParameter) import talib.abstract as ta import freqtrade.vendor.qtpylib.indicators as qtpylib class Monday2Friday(IStrategy): INTERFACE_VERSION = 2 minimal_roi = { "0": 0.416, "472": 0.16699999999999998, "885": 0.091, "1860": 0.001 } stoploss = -0.273 trailing_stop = True, trailing_stop_positive = 0.232, trailing_stop_positive_offset = 0.266, trailing_only_offset_is_reached = True timeframe = '1h' process_only_new_candles = False use_sell_signal = True sell_profit_only = False ignore_roi_if_buy_signal = False startup_candle_count: int = 14 order_types = { 'buy': 'market', 'sell': 'market', 'stoploss': 'market', 'stoploss_on_exchange': False } order_time_in_force = { 'buy': 'gtc', 'sell': 'gtc' } plot_config = { 'main_plot': {}, 'subplots': {} } def informative_pairs(self): return [] def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: macd = ta.MACD(dataframe) dataframe['macd'] = macd['macd'] dataframe['macdsignal'] = macd['macdsignal'] dataframe['macdhist'] = macd['macdhist'] dataframe['day'] = dataframe['date'].dt.day_name() dataframe['hour'] = dataframe['date'].dt.hour return dataframe def populate_buy_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( ( (dataframe['day'] == 'Monday') | (dataframe['day'] == 'Tuesday') ) & (dataframe['macd'] < 0) & (qtpylib.crossed_above(dataframe['macd'], dataframe['macdsignal'])) ), 'buy'] = 1 return dataframe def populate_sell_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe.loc[ ( (dataframe['day'] == 'Friday') & (dataframe['macd'] > 0) & (qtpylib.crossed_below(dataframe['macd'], dataframe['macdsignal'])) ), 'sell'] = 1 return dataframe