from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.parameters import RealParameter from pandas import DataFrame from entry_signals.donchian import DonchianBreakoutSignal class TestDonchianSignalStrategy(IStrategy): minimal_roi = {"0": 0.1} stoploss = -0.3 timeframe = '5m' startup_candle_count = 20 buy_breakout_threshold = RealParameter(0.97, 1.03, default=1.0, space="buy") def __init__(self, config: dict) -> None: super().__init__(config) self.signal = DonchianBreakoutSignal() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: threshold = self.buy_breakout_threshold.value signal = self.signal.generate(dataframe, metadata["pair"], {"threshold": threshold}) dataframe["enter_long"] = 0 if hasattr(signal, "indexes") and signal.indexes: dataframe.loc[signal.indexes, "enter_long"] = 1 return dataframe def populate_exit_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: dataframe["exit_long"] = 0 return dataframe