from freqtrade.strategy.interface import IStrategy from freqtrade.strategy.parameters import IntParameter from pandas import DataFrame from entry_signals.trend_volume import TrendVolumeSignal class TestTrendVolumeSignalStrategy(IStrategy): minimal_roi = {"0": 0.1} stoploss = -0.3 timeframe = '5m' startup_candle_count = 30 ema_fast_period = IntParameter(7, 20, default=12, space="buy") ema_slow_period = IntParameter(14, 30, default=26, space="buy") vol_ma_period = IntParameter(10, 40, default=20, space="buy") def __init__(self, config: dict) -> None: super().__init__(config) self.signal = TrendVolumeSignal() def populate_indicators(self, dataframe: DataFrame, metadata: dict) -> DataFrame: return dataframe def populate_entry_trend(self, dataframe: DataFrame, metadata: dict) -> DataFrame: fast = self.ema_fast_period.value slow = self.ema_slow_period.value vol_ma = self.vol_ma_period.value signal = self.signal.generate(dataframe, metadata["pair"], { "ema_fast_period": fast, "ema_slow_period": slow, "vol_ma_period": vol_ma }) 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